| The degree of financial liberalization and aggregated stock-return volatility in emerging markets M Umutlu, L Akdeniz, A Altay-Salih Journal of Banking & Finance 34 (3), 509-521, 2010 | 271 | 2010 |
| Cross section of expected stock returns in ISE L Akdeniz, A Salih, K Aydoğan Russian and East European Finance and Trade 36 (5), 6-26, 2000 | 84 | 2000 |
| Degree of mispricing with the black-scholes model and nonparametric cures R Gençay, A Salih Annals of Economics and Finance 4, 73-101, 2003 | 75 | 2003 |
| Time-varying betas help in asset pricing: the threshold CAPM L Akdeniz, AA Salih, C Mehmet Studies in Nonlinear Dynamics and Econometrics 6 (4), 1-16, 2003 | 74 | 2003 |
| Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX M Onan, A Salih, B Yasar Finance Research Letters 11 (4), 454-462, 2014 | 63 | 2014 |
| Exploring exchange rate returns at different time horizons R Nekhili, A Altay-Salih, R Gençay Physica A: Statistical Mechanics and its Applications 313 (3-4), 671-682, 2002 | 42 | 2002 |
| Foreign Equity Trading and Stock-Return Volatility at the Aggregate Level? M Umutlu, L Akdeniz, A Altay-Salih The World Economy 36 (9), 1209-1228, 2013 | 36* | 2013 |
| A behavioral approach to efficient portfolio formation Y Gulnur Muradoglu, A Altay-Salih, M Mercan The Journal of Behavioral Finance 6 (4), 202-212, 2005 | 31 | 2005 |
| Is volatility risk priced in the securities market? Evidence from S&P 500 index options YE Arisoy, A Salih, L Akdeniz Journal of Futures Markets 27 (7), 617-642, 2007 | 29 | 2007 |
| Constrained nonlinear programming for volatility estimation with GARCH models A Altay-Salih, MC Pinar, S Leyffer SIAM Review 45 (3), 485-503, 2003 | 29 | 2003 |
| Expected gain–loss pricing and hedging of contingent claims in incomplete markets by linear programming MÇ Pınar, A Salih, A Camcı European Journal of Operational Research 201 (3), 770-785, 2010 | 21 | 2010 |
| Are stock prices too volatile to be justified by the dividend discount model? L Akdeniz, AA Salih, ST Ok Physica A: Statistical Mechanics and its Applications 376, 433-444, 2007 | 21 | 2007 |
| Stretching the success in reward-based crowdfunding B Yasar, IS Yılmaz, N Hatipoğlu, A Salih Journal of Business Research 152, 205-220, 2022 | 18 | 2022 |
| Do time-varying betas help in asset pricing? Evidence from Borsa Istanbul B Yayvak, L Akdeniz, A Altay-Salih Emerging Markets Finance and Trade 51 (4), 747-756, 2015 | 16 | 2015 |
| Does ADR listing affect the dynamics of volatility in emerging markets? M Umutlu, A Salih, L Akdeniz Finance a Uver-Czech Journal of Economics and Finance 60 (2), 122-137, 2010 | 16 | 2010 |
| Performance of the efficient frontier in an emerging market setting A Altay-Salih, G Muradoglu, M Mercan Applied Economics Letters 9 (3), 177-183, 2002 | 16 | 2002 |
| Modelling the Volatility in the Central Bank Reserves F Salman, A Salih Research and Monetary Policy Department, Central Bank of the Republic of …, 1999 | 15 | 1999 |
| The impact of stock index futures introduction on the distributional characteristics of the underlying index: an international perspective A Salih, V Kurtas Proceedings of the Eleventh Annual Chicago Board of Trade European Research …, 1999 | 9 | 1999 |
| Aggregate volatility expectations and threshold CAPM YE Arısoy, A Altay-Salih, L Akdeniz The North American Journal of Economics and Finance 34, 231-253, 2015 | 8 | 2015 |
| The price impact of same-and opposing-direction herding by institutions with different investment horizons MS Iqbal, A Salih, L Akdeniz Finance Research Letters 40, 101692, 2021 | 6 | 2021 |
Levent AkdenizTED University在 tedu.edu.tr 的电子邮件经过验证
