Yayınlar

6 yayın bulundu

1. 2021
   Yalaman, A., "Stock Market Manipulation in an Emerging Market of Turkey: How do Market Participants Select Stocks for Manipulation?", Applied Economics Letters, 28, 5, 354-358, 2021.

   Makale SSCI Ekonomi ve Ekonometri Merkezi
2. 2020
   Yalaman, A, "Stock Market Manipulation in an Emerging Market of Turkey: How do Market Participants Select Stocks for Manipulation?", Applied Economics Letters, 2020.

   Makale, Erken Erişim SSCI Ekonomi ve Ekonometri Merkezi
3. 2017
   Yalaman, A., Saleem, S.A.A., "Forecasting Emerging Market Volatility in Crisis Period: Comparing Traditional GARCH with High-Frequency Based Models", Global Financial Crisis and its Ramifications on Capital Markets: Opportunities and Threats in Volatile Economic Conditions, 475-492, 2017.

   Makale; Kitap Bölümü BKCI-SH Ekonomi ve Ekonometri Merkezi
4. 2017
   Saleem, S. A. A., Yalaman, A., "Jumps and Earnings Announcement: Empirical Evidence from An Emerging Market Using High Frequency Data", Risk Management, Strategic Thinking And Leadership In The Financial Services Industry: A Proactive Approach To Strategic Thinking, 211-223, 2017.

   Makale; Kitap Bölümü BKCI-SH Ekonomi ve Ekonometri Merkezi
5. 2016
   Yüncü, A., Akyıldırım, E., 'A Stochastic Model for Commodity Pairs Trading', Quantitative Finance, 16, 12, 1843-1857, 2016.

   Makale SCI-E Ekonomi ve Ekonometri Merkezi
6. 2015
   Göncü, A., "Statistical Arbitrage in the Black-Scholes Framework", Quantitative Finance, 15, 9, 1489-1499, 2015.

   Makale SCI-ESSCI Ekonomi ve Ekonometri Merkezi