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Public information arrival and the Fisher effect in emerging markets : evidence from stock and bond markets in Turkey

Kutan, Ali Mustafa; Aksoy, Tansu - In: Journal of financial services research : JFSR 23 (2003) 3, pp. 225-239

Persistent link: https://www.econbiz.de/10001788880

Effects of the US stock market return and volatility on the VKOSPI

Han, Heejoon; Kutan, Ali Mustafa; Ryu, Doojin - 2015

The KOSPI (Korea Composite Stock Price Index) 200 options are one of the most actively traded derivatives in the world. This paper empirically examines (a) the statistical properties of the Korea's representative implied volatility index (VKOSPI) derived from the KOSPI 200 options and (b) the...

Persistent link: https://www.econbiz.de/10011376746

Does the introduction of index futures stabilize stock markets? : further evidence from emerging markets

Kutan, Ali Mustafa; Shi, Yukun; Wei, Mingzhe; Zhao, Yang - In: International review of economics & finance : IREF 57 (2018), pp. 183-197

Persistent link: https://www.econbiz.de/10012033854

Is U.S. economic policy uncertainty priced in China's A-shares market? : evidence from market, industry, and individual stocks

Hu, Zhijun; Kutan, Ali Mustafa; Sun, Ping-Wen - In: International review of financial analysis 57 (2018), pp. 207-220

Persistent link: https://www.econbiz.de/10012006350

Mutual funds and stock market volatility : an empirical analysis of Asian emerging markets

Fiza Qureshi; Kutan, Ali Mustafa; Izlin Ismail; Chan, … - In: Emerging markets review 31 (2017), pp. 176-192

Persistent link: https://www.econbiz.de/10011803189

Investor reaction to IMF actions in the Indonesian financial crisis

Kutan, Ali Mustafa; Sudjana, Brasukra C. - In: Journal of policy reform 6 (2003) 3, pp. 181-190

Persistent link: https://www.econbiz.de/10001867299

The reaction of asset prices to macroeconomic announcements in new EU markets : evidence from intraday data

Hanousek, Jan; Kočenda, Evžen; Kutan, Ali Mustafa - In: Journal of financial stability 5 (2009) 2, pp. 199-219

Persistent link: https://www.econbiz.de/10003852908

Federal reserve communications and emerging equity markets

Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - In: Southern economic journal 78 (2012) 3, pp. 1041-1056

Persistent link: https://www.econbiz.de/10009502346

Do investors herd in emerging stock markets? : evidence from the Taiwanese market

Demirer, Riza; Kutan, Ali M.; Chen, Chun-Da - In: Journal of economic behavior & organization : JEBO 76 (2010) 2, pp. 283-295

Persistent link: https://www.econbiz.de/10008908537

The impact of natural disasters on stock markets : evidence from Japan and the US

Wang, Lin; Kutan, Ali Mustafa - In: Comparative economic studies 55 (2013) 4, pp. 672-686

Persistent link: https://www.econbiz.de/10010246286