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Is volatility risk priced in the securities market? Evidence from S&P 500 index options
Arisoy, Yakup Eser; Salih, Aslihan; Akdeniz, Levent - In: The journal of futures markets 27 (2007) 7, pp. 617-642
Persistent link: https://www.econbiz.de/10007769486
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A Cross-Section of Expected Stock Returns on the Istanbul Stock Exchange
Akdeniz, Levent; Altay-Salih, Aslihan; Aydogan, Kursat - In: Russian & East European finance and trade 36 (2000) 5, pp. 6-26
Persistent link: https://www.econbiz.de/10006280670
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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. 509-522
Persistent link: https://www.econbiz.de/10008352549
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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/10009920088
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Time-varying betas help in asset pricing : the threshold CAPM
Akdeniz, Levent; Altay-Salih, Aslihan; Caner, Mehmet - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 4
Persistent link: https://www.econbiz.de/10009949779
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Volatility risk and the value premium: Evidence from the French stock market
Arisoy, Yakup Eser - In: Journal of banking & finance 34 (2010) 5, pp. 975-984
Persistent link: https://www.econbiz.de/10008390017
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Polynomial time algorithms for two special classes of the proportionate multiprocessor open shop
Pınar, Mustafa Ç.; Salih, Aslıhan; Camcı, Ahmet - In: European journal of operational research : EJOR 201 (2010) 3, pp. 720-729
Persistent link: https://www.econbiz.de/10008349222
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Risk and return in a dynamic general equilibrium model
Akdeniz, L. - In: Journal of economic dynamics & control 24 (2000) 5-7, pp. 1079-1096
Persistent link: https://www.econbiz.de/10006781290
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Do CAPM results hold in a dynamic economy? A numerical analysis
Akdeniz, Levent; Dechert, W.Davis - In: Journal of economic dynamics & control 21 (1997) 6, pp. 981-1004
Persistent link: https://www.econbiz.de/10006792449
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THE EQUITY PREMIUM IN CONSUMPTION AND PRODUCTION MODELS
Akdeniz, Levent; Dechert, W. Davis - In: Macroeconomic dynamics 16 (2012), pp. 139-149
Persistent link: https://www.econbiz.de/10009848363