Yayınlar & Eserler

SCI, SSCI ve AHCI İndekslerine Giren Dergilerde Yayınlanan Makaleler

Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets

FINANCE RESEARCH LETTERS, cilt.31, ss.155-164, 2019 (SSCI İndekslerine Giren Dergi) identifier identifier

Daily and Intraday Herding within Different Types of Investors in Borsa Istanbul

EMERGING MARKETS FINANCE AND TRADE, 2019 (SSCI İndekslerine Giren Dergi) identifier

A new approach for detecting high-frequency trading from order and trade data

Finance Research Letters, cilt.24, ss.199-220, 2018 (SCI Expanded İndekslerine Giren Dergi) identifier identifier

Diğer Dergilerde Yayınlanan Makaleler

Google search and stock returns: A study on BIST 100 stocks

Global Finance Journal, 2020 (Diğer Kurumların Hakemli Dergileri) identifier

Sermaye Piyasaları Altyapı Kurumlarının Endüstriyel Yapılanması

Finans Politik ve Ekonomik Yorumlar, cilt.54, sa.623, ss.77-96, 2017 (Diğer Kurumların Hakemli Dergileri)

Algorithmic and high-frequency trading in Borsa Istanbul

BORSA ISTANBUL REVIEW, cilt.16, sa.4, ss.233-248, 2016 (ESCI İndekslerine Giren Dergi) identifier identifier

A REVIEW OF MARKET RISK MEASURES AND COMPUTATION TECHNIQUES

RETHINKING VALUATION AND PRICING MODELS: LESSONS LEARNED FROM THE CRISIS AND FUTURE CHALLENGES, ss.283-302, 2013 (Diğer Kurumların Hakemli Dergileri) identifier

HIGH-FREQUENCY PERFORMANCE OF VALUE AT RISK AND EXPECTED SHORTFALL: EVIDENCE FROM ISE30 INDEX FUTURES

RETHINKING VALUATION AND PRICING MODELS: LESSONS LEARNED FROM THE CRISIS AND FUTURE CHALLENGES, ss.303-315, 2013 (Diğer Kurumların Hakemli Dergileri) identifier