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Aggregate volatility expectations and threshold CAPM

Arisoy, Yakup Eser; Altay-Salih, Aslihan; Akdeniz, Levent - In: The North American journal of economics and finance : a … 34 (2015), pp. 231-253

Persistent link: https://www.econbiz.de/10011539964

Do time-varying betas help in asset pricing? : evidence from Borsa Istanbul

Yayvak, Berk; Akdeniz, Levent; Altay-Salih, Aslihan - In: Emerging markets finance & trade : a journal of the … 51 (2015) 4, pp. 747-756

Persistent link: https://www.econbiz.de/10011404562

A cross-section of expected stock returns on the Istanbul Stock Exchange

Akdeniz, Levent; Altay-Salih, Aslihan; Aydoğan, Kürşat - In: Russian & East European finance and trade 36 (2000) 5, pp. 6-26

Persistent link: https://www.econbiz.de/10001581276

Foreign equity trading and average stock-return volatility

Umutlu, Mehmet; Akdeniz, Levent; Altay-Salih, Aslihan - In: The world economy : the leading journal on … 36 (2013) 9, pp. 1209-1228

Persistent link: https://www.econbiz.de/10010205911

The degree of financial liberalization and aggregated stock-return volatility in emerging markets

Umutlu, Mehmet; Akdeniz, Levent; Altay-Salih, Aslihan - In: Journal of banking & finance 34 (2010) 3, pp. 509-521

Persistent link: https://www.econbiz.de/10003951903

The degree of financial liberalization and aggregated stock-return volatility in emerging markets

Umutlu, Mehmet; Akdeniz, Levent; Altay-Salih, Aslihan - 2009

Persistent link: https://www.econbiz.de/10003884343

Modeling the volatility in the Central Bank reserves

Salman, Ferhan; Altay-Salih, Aslihan - 1999

Persistent link: https://www.econbiz.de/10001399832

Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul

Tiniç, Murat; Altay-Salih, Aslihan - In: Applied economics 52 (2020) 13, pp. 1446-1459

Persistent link: https://www.econbiz.de/10012197543

Can Central Bank interventions affect the exchange rate volatility? Multivariate GARCH approach using contrained nonlinear programming

C̜as̜kurlu, Tolga; Pinar, Mustafa C̜.; Altay-Salih, … - 2008

Persistent link: https://www.econbiz.de/10003753477

Does Institutional Herding Tendency and Direction Destabilizes Stock Prices?

Iqbal, Muhammad; Salih, Aslihan - 2023

We introduce a new methodology to categorize institutional herding tendency and direction, that enhances the precision with which herders are identified at the institutional level. The herders are the ones that follow the crowd both on the buy and sell trades, whereas anti-herders are the...

Persistent link: https://www.econbiz.de/10014349524