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Economic Policy Uncertainty and Fund Flow Performance Sensitivity : Evidence from New Zealand

Ali, Sara; Badshah, Ihsan Ullah; Demirer, Rıza; Hegde, … - 2022

Utilizing a large sample of actively managed equity funds and a recently developed EPU index for New Zealand, we show that fund flow performance sensitivity decreases with policy uncertainty. The role of policy uncertainty as a determinant of fund flow performance sensitivity is found to be...

Persistent link: https://www.econbiz.de/10014030582

Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data

Niu, Zibo; Demirer, Rıza; Suleman, Muhammad Tahir; … - In: Journal of forecasting 42 (2023) 6, pp. 1309-1328

Persistent link: https://www.econbiz.de/10014338888

Economic policy uncertainty and fund flow performance sensitivity : evidence from New Zealand

Ali, Sara; Badshah, Ihsan Ullah; Demirer, Rıza; Hegde, … - In: International review of finance : the official journal … 23 (2023) 3, pp. 666-679

Persistent link: https://www.econbiz.de/10014368446

Investor herds and regime-switching : evidence from Gulf Arab stock markets

Balcilar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat - In: Journal of international financial markets, … 23 (2013), pp. 295-321

Persistent link: https://www.econbiz.de/10009707497

The effect of ethanol listing on corn prices : evidence from spot and futures markets

Demirer, Rıza; Kutan, Ali Mustafa; Shen, Fanglin - In: Energy economics 34 (2012) 5, pp. 1400-1406

Persistent link: https://www.econbiz.de/10009688083

The behavior of crude oil spot and futures prices around OPEC and SPR announcements : an event study perspective

Demirer, Rıza; Kutan, Ali Mustafa - In: Energy economics 32 (2010) 6, pp. 1460-1466

Persistent link: https://www.econbiz.de/10008935973

Do ADR investors herd? : evidence from advanced and emerging markets

Demirer, Rıza; Kutan, Ali Mustafa; Zhang, Huacheng - In: International review of economics & finance : IREF 30 (2014), pp. 138-148

Persistent link: https://www.econbiz.de/10010490487

Correlation and return dispersion dynamics in Chinese markets

Demirer, Rıza; Lien, Da-hsiang Donald - In: International review of financial analysis 14 (2005) 4, pp. 477-491

Persistent link: https://www.econbiz.de/10003117573

Does herding behavior exist in Chinese stock markets?

Demirer, Rıza; Kutan, Ali Mustafa - In: Journal of international financial markets, … 16 (2006) 2, pp. 123-142

Persistent link: https://www.econbiz.de/10003300794

Two essays on derivatives

Demirer, Rıza - 2003

Persistent link: https://www.econbiz.de/10003385157