Aslihan Salih
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Aslihan |
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Salih |
Identifer
Contact
Affiliations
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TED Üniversitesi
/ İktisadi ve İdari Bilimler Fakültesi
/ İşletme Bölümü
Research profile
author of:
- An Empirical Investigation of Time Varying Betas via Threshold Models (RePEc:bil:wpaper:9912)
by Mehmet Caner & Levent Akdeniz & A. Altay Salih - Time-Varying Betas Help in Asset Pricing: The Threshold CAPM (RePEc:bpj:sndecm:v:6:y:2003:i:4:n:1)
by Akdeniz Levent & Altay-Salih Aslihan & Caner Mehmet - Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures (RePEc:cuf:journl:y:2003:v:4:i:1:p:73-101)
by Ramazan Gencay & Aslihan Salih - Aggregate volatility expectations and threshold CAPM (RePEc:eee:ecofin:v:34:y:2015:i:c:p:231-253)
by Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Akdeniz, Levent - Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (RePEc:eee:ejores:v:201:y:2010:i:3:p:770-785)
by PInar, Mustafa Ç. & Salih, AslIhan & CamcI, Ahmet - Optimal multi-period consumption and investment with short-sale constraints (RePEc:eee:finlet:v:11:y:2014:i:1:p:16-24)
by Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Pınar, Mustafa Ç - Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX (RePEc:eee:finlet:v:11:y:2014:i:4:p:454-462)
by Onan, Mustafa & Salih, Aslihan & Yasar, Burze - The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons (RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320302592)
by Iqbal, Muhammad Sabeeh & Salih, Aslihan & Akdeniz, Levent - The degree of financial liberalization and aggregated stock-return volatility in emerging markets (RePEc:eee:jbfina:v:34:y:2010:i:3:p:509-521)
by Umutlu, Mehmet & Akdeniz, Levent & Altay-Salih, Aslihan - Stretching the success in reward-based crowdfunding (RePEc:eee:jbrese:v:152:y:2022:i:c:p:205-220)
by Yasar, Burze & Sevilay Yılmaz, Işıl & Hatipoğlu, Nurullah & Salih, Aslıhan - Exploring exchange rate returns at different time horizons (RePEc:eee:phsmap:v:313:y:2002:i:3:p:671-682)
by Nekhili, Ramzi & Altay-Salih, Aslihan & Gençay, Ramazan - Are stock prices too volatile to be justified by the dividend discount model? (RePEc:eee:phsmap:v:376:y:2007:i:c:p:433-444)
by Akdeniz, Levent & Salih, Aslıhan Altay & Ok, Süleyman Tuluğ - Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming (RePEc:ekd:000238:23800121)
by Ferhan SALMAN & Tolga CASKURLU & Mustafa PINAR & Aslihan SALIH - Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? (RePEc:fau:fauart:v:60:y:2010:i:2:p:122-137)
by Mehmet Umutlu & Aslihan Altay-Salih - Is volatility risk priced in the securities market ? Evidence from S&P 500 index options (RePEc:hal:journl:hal-00354815)
by Y.E. Arisoy & A. Salih & L. Akdeniz - Performance of the efficient frontier in an emerging market setting (RePEc:taf:apeclt:v:9:y:2002:i:3:p:177-183)
by Aslihan Altay-Salih & Gulnur Muradoglu & Muhammet Mercan - Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul (RePEc:taf:applec:v:52:y:2020:i:13:p:1446-1459)
by Murat Tiniç & Aslıhan Salih - Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming (RePEc:tcb:wpaper:0806)
by Tolga Caskurlu & Mustafa C. Pinar & Aslihan Salih & Ferhan Salman - Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting (RePEc:tcb:wpaper:9901)
by Ferhan Salman & Aslihan Salih - The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets (RePEc:tiu:tiucen:33c2d6de-346d-4575-bb25-b8950ba97ffd)
by Umutlu, M. & Akdeniz, L. & Salih, A.A. - The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets (RePEc:tiu:tiutis:33c2d6de-346d-4575-bb25-b8950ba97ffd)
by Umutlu, M. & Akdeniz, L. & Salih, A.A. - Is volatility risk priced in the securities market? Evidence from S&P 500 index options (RePEc:wly:jfutmk:v:27:y:2007:i:7:p:617-642)
by Yakup Eser Arisoy & Aslihan Salih & Levent Akdeniz