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Special section introduction : market volatility, trading behavior, and bank efficiency in Asian markets

Kutan, Ali Mustafa - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 137

Persistent link: https://www.econbiz.de/10011339541

Public information arrival and the Fisher effect in emerging markets : evidence from stock and bond markets in Turkey

Kutan, Ali Mustafa; Aksoy, Tansu - In: Journal of financial services research : JFSR 23 (2003) 3, pp. 225-239

Persistent link: https://www.econbiz.de/10001788880

Do mergers and acquisitions create wealth effects? : evidence from twenty emerging markets

Arık, Evren; Kutan, Ali Mustafa - In: Eastern European economics 53 (2015) 6, pp. 529-550

Persistent link: https://www.econbiz.de/10011507675

Effects of the US stock market return and volatility on the VKOSPI

Han, Heejoon; Kutan, Ali Mustafa; Ryu, Doojin - 2015

The KOSPI (Korea Composite Stock Price Index) 200 options are one of the most actively traded derivatives in the world. This paper empirically examines (a) the statistical properties of the Korea's representative implied volatility index (VKOSPI) derived from the KOSPI 200 options and (b) the...

Persistent link: https://www.econbiz.de/10011376746

Does the introduction of index futures stabilize stock markets? : further evidence from emerging markets

Kutan, Ali Mustafa; Shi, Yukun; Wei, Mingzhe; Zhao, Yang - In: International review of economics & finance : IREF 57 (2018), pp. 183-197

Persistent link: https://www.econbiz.de/10012033854

Public information arrival and investor reaction during a period of institutional change : an episode of early years of a newly independent central bank

Brzeszczyński, Janusz; Kutan, Ali Mustafa - In: Journal of comparative economics : the journal of the … 43 (2015) 3, pp. 727-753

Persistent link: https://www.econbiz.de/10011567620

Armed conflict and financial and economic risk : evidence from Colombia

Kutan, Ali Mustafa; Yaya, Mehmet E. - In: Risk management : a journal of risk, crisis and disaster 18 (2016) 2/3, pp. 159-187

Persistent link: https://www.econbiz.de/10011537391

How effective are stock market reforms in emerging market economies? : evidence from a panel VAR model of the Indian stock market

Bhaumik, Sumon Kumar; Chakrabarty, Manisha; Kutan, Ali … - 2018

The paper uses a panel VAR framework to estimate the impact of a series of reforms aimed at reducing transactions cost and information cost in India’s secondary market for equity, on trading cost and trading volume. In particular, we focus on the reforms that were introduced after the creation...

Persistent link: https://www.econbiz.de/10012163063

Is U.S. economic policy uncertainty priced in China's A-shares market? : evidence from market, industry, and individual stocks

Hu, Zhijun; Kutan, Ali Mustafa; Sun, Ping-Wen - In: International review of financial analysis 57 (2018), pp. 207-220

Persistent link: https://www.econbiz.de/10012006350

Mutual funds and stock market volatility : an empirical analysis of Asian emerging markets

Fiza Qureshi; Kutan, Ali Mustafa; Izlin Ismail; Chan, … - In: Emerging markets review 31 (2017), pp. 176-192

Persistent link: https://www.econbiz.de/10011803189