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Institutions and the book-to-market effect : the role of investment horizon
Iqbal, Muhammad Sabeeh; Salih, Aslihan; Akdeniz, Levent - In: International review of economics & finance : IREF 84 (2023), pp. 140-153
Persistent link: https://www.econbiz.de/10014343092
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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
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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
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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
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Time-varying betas help in asset pricing : the threshold CAPM
Akdeniz, Levent (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 4
Persistent link: https://www.econbiz.de/10001790049
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Does ADR listing affect the dynamics of volatility in emerging markets?
Umutlu, Mehmet; Altay-Salih, Aslihan; Akdeniz, Levent - In: Finance a úvěr 60 (2010) 2, pp. 122-137
Persistent link: https://www.econbiz.de/10003964143
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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
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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
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Is volatility risk priced in the securities market? : evidence from S&P 500 Index options
Arisoy, Yakup Eser; Altay-Salih, Aslihan; Akdeniz, Levent - In: The journal of futures markets 27 (2007) 7, pp. 617-642
Persistent link: https://www.econbiz.de/10003493123
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Risk and return in a dynamic general equilibrium model
Akdeniz, Levent - In: Journal of economic dynamics & control 24 (2000) 5/7, pp. 1079-1096
Persistent link: https://www.econbiz.de/10001465699