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Publications of Akdeniz, L. sorted by journal and type
| , and , Does ADR Listing Affect teh Dynamics of Volatility in Emerging Markets? (2011), in: Finance A Uver - Czech J of Economics and Finance, 60(122-138) |
| , and , Does ADR Listing Affect teh Dynamics of Volatility in Emerging Markets? (2011), in: Finance A Uver - Czech J of Economics and Finance, 60(122-138) |
| , and , On the performance of West's bubble test: A simulation approach (2011), in: Applied Mathematics and Computation, 217(3236-3247) |
| , and , On the performance of West's bubble test: A simulation approach (2011), in: Applied Mathematics and Computation, 217(3236-3247) |
| , and , The degree of financial liberalization and aggregated stock-return volatility in emerging markets (2010), in: J of Banking and Finance, 34(509-521) |
| , and , The degree of financial liberalization and aggregated stock-return volatility in emerging markets (2010), in: J of Banking and Finance, 34(509-521) |
| , and , Are Stock Prices Too Volatile to be Justified by the Dividend Discount Model? (2007), in: Physica A, 376(433-444) |
| , and , Are Stock Prices Too Volatile to be Justified by the Dividend Discount Model? (2007), in: Physica A, 376(433-444) |
| , and , Are Stock Prices Too Volatile to be Justified by the Dividend Discount Model? (2007), in: Physica A, 376(433-444) |
| , and , Interdependence of the Banking Sector and the Real sector: Evidence from OECD Countries (2007), in: Applied Economics, 40(749-764) |
| , and , Interdependence of the Banking Sector and the Real Sector: Evidence from OECD Countries (2007), in: Applied Economics, 40(749-764) |
| , and , Is Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options (2007), in: J of Futures Markets, 27(617-642) |
| , and , Is Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options (2007), in: J of Futures Markets, 27(617-642) |
| and , The Equity Premium in Brock's Asset Pricing Model (2007), in: J of Economic Dynamics and Control, 31(2263-2292) |
| , and , Time Varying Betas Help in Asset Pricing: The Threshold CAPM (2004), in: Studies in Nonlinear Dynamics and Econometrics, 6(1-16) |
| , and , Time Varying Betas Help in Asset Pricing: The Threshold CAPM (2004), in: Studies in Nonlinear Dynamics and Econometrics, 6(1-16) |
| , and , Cross section of expected stock returns in ISE (2001), in: Russian & East European Finance & Trade, 36(6-26) |
| , and , Cross section of expected stock returns in ISE (2001), in: Russian & East European Finance & Trade, 36(6-26) |
| , and , Cross section of expected stock returns in ISE (2001), in: Russian & East European Finance & Trade, 36(6-26) |
| , Risk and return in a Dynamic General Equilibrium Model (1999), in: J of Economic Dynamics and Control, 24(1079-1096) |
| and , Do CAPM results hold in a dynamic economy. A Numerical analysis (1998), in: J of Economic Dynamics and Control, 21(981-1003) |