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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

Creditor moral hazard in stock markets : empirical evidence from Indonesia and Korea

Evrensel, Ayşe Y.; Kutan, Ali Mustafa - In: Journal of international money and finance 25 (2006) 4, pp. 640-654

Persistent link: https://www.econbiz.de/10003336488

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

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

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

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

Opposites attract : the case of Greek and Turkish financial markets

Drakos, Kōnstantinos; Kutan, Ali Mustafa - 2001

We investigate the presence of financial linkages between Turkey and Greece. In particular, we estimate bivariate vector error correction systems between the Greek and Turkish stock markets and then between the Greek Drachma and the Turkish Lira to test for long and short run causality and...

Persistent link: https://www.econbiz.de/10010515685

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

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

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

Hanousek, Jan; Kočenda, Evžen; Kutan, Ali Mustafa - 2007

Persistent link: https://www.econbiz.de/10003724888