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New evidence on the relation between trading volume and volatility

Çelik, Sibel - In: Business and Economic Research : BER 3 (2013) 1, pp. 176-186

Persistent link: https://www.econbiz.de/10009779704

New evidence on the relation between trading volume and volatility

Çelik, Sibel - In: Business and Economic Research : BER 3 (2013) 1, pp. 176-186

Persistent link: https://www.econbiz.de/10010160901

Determinants of demand for life insurance in European countries

Çelik, Sibel; Kayali, Mustafa Mesut - In: Problems and perspectives in management : PPM ; … 7 (2009) 3, pp. 32-37

Persistent link: https://www.econbiz.de/10003892703

Does market timing drive capital structure? : empirical evidence from an emerging market

Çelik, Sibel; Akarım, Yasemin Deniz - In: International journal of economics and financial issues … 3 (2013) 1, pp. 140-152

Persistent link: https://www.econbiz.de/10009691653

Volatility forecasting using high frequency data : evidence from stock markets

Çelik, Sibel; Ergin, Hüseyin - In: Economic modelling 36 (2014), pp. 176-190

Persistent link: https://www.econbiz.de/10010412371

Testing for financial contagion : new evidence from the European debt crisis

Altun Ada, Ayşen; Çelik, Sibel; Koç, Yasemin Deniz - In: Panoeconomicus 66 (2019) 5, pp. 611-632

Persistent link: https://www.econbiz.de/10012159447

Does market timing drive capital structure? : empirical evidence from an emerging market

Çelik, Sibel; Akarım, Yasemin Deniz - In: International journal of economics and financial issues … 3 (2013) 1, pp. 140-152

Persistent link: https://www.econbiz.de/10010078182

Determinants of demand for life insurance in European countries

Çelik, Sibel; Kayali, Mustafa Mesut - In: Problems and perspectives in management : PPM 7 (2009) 3, pp. 32-37

Persistent link: https://www.econbiz.de/10009892510

Volatility forecasting using high frequency data: Evidence from stock markets

Çelik, Sibel; Ergin, Hüseyin - In: Economic Modelling 36 (2014) C, pp. 176-190

The paper aims to suggest the best volatility forecasting model for stock markets in Turkey. The findings of this paper support the superiority of high frequency based volatility forecasting models over traditional GARCH models. MIDAS and HAR-RV-CJ models are found to be the best among high...

Persistent link: https://www.econbiz.de/10011048965