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International transmission of equity market movements : American depositary receipts, U.S., and Asian equity markets

Soydemir, Gökçe A.; Curci, Roberto - In: The southern business & economic journal 24 (2001) 4, pp. 265-282

Persistent link: https://www.econbiz.de/10001745783

Intraday information transmission between DJIA spot and futures markets

Soydemir, Gökçe A.; Petrie, A. George - In: Applied financial economics 13 (2003) 11, pp. 817-827

Persistent link: https://www.econbiz.de/10001804435

The impact of religiosity on self-assessments of health and happiness : evidence from the US Southwest

Soydemir, Gökçe A.; Bastida, Elena; Gonzalez, Genaro - In: Applied economics 36 (2004) 7, pp. 665-672

Persistent link: https://www.econbiz.de/10002037616

Privatization and European Economic and Monetary Union

Jerónimo, Venilde; Pagán, José A.; Soydemir, Gökçe A. - In: Eastern economic journal 26 (2000) 3, pp. 321-333

Persistent link: https://www.econbiz.de/10001523849

International transmission mechanism of stock market movements : evidence from emerging equity markets

Soydemir, Gökçe A. - In: Journal of forecasting 19 (2000) 3, pp. 149-176

Persistent link: https://www.econbiz.de/10001473494

International asset pricing with time varying risk : evidence from emerging markets

Soydemir, Gökçe A. - In: Journal of emerging markets 4 (1999) 2, pp. 43-64

Persistent link: https://www.econbiz.de/10001448360

The US productivity figures and foreign direct investment in Japan

Abugri, Benjamin Adam; Soydemir, Gökçe A. - In: Review of Pacific Basin financial markets and policies 5 (2002) 1, pp. 53-69

Persistent link: https://www.econbiz.de/10001682775

Forecasting industrial employment figures in Southern California : a Bayesian vector autoregressive model

Puri, Anil K.; Soydemir, Gökçe A. - In: The annals of regional science : an international … 34 (2000) 4, pp. 503-514

Persistent link: https://www.econbiz.de/10001567131

Currency substitution : evidence from Latin America

Prock, Jerry; Soydemir, Gökçe A.; Abugri, Benjamin Adam - In: Journal of policy modeling : JPMOD ; a social science … 25 (2003) 4, pp. 415-430

Persistent link: https://www.econbiz.de/10001771804

Investor Behavior, Hedge Fund Returns and Strategies

Bello, Andres - 2011

We quantify risks associated with investor behavior using several asset pricing models and hedge fund data. After finding that irrational sentiments play a role in hedge fund returns, our multi-beta CAPM estimations reveal that beta belonging to irrational component varies around .037 for risky...

Persistent link: https://www.econbiz.de/10013120230

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