Risk and return in a dynamic general equilibrium model

von Akdeniz, Levent
Veröffentlicht in Journal of economic dynamics & control (2000)

Do CAPM results hold in a dynamic economy? : A numerical analysis

von Akdeniz, Levent
Veröffentlicht in Journal of economic dynamics & control (1997)

The equity premium in consumption and production models

von Akdeniz, Levent
Veröffentlicht in Macroeconomic dynamics (2012)

The equity premium in Brock's asset pricing model

von Akdeniz, Levent
Veröffentlicht in Journal of economic dynamics & control (2007)

A numerical solution of the stochastic growth model

von Akdeniz, Levent
Veröffentlicht 1995

Do CAPM results hold in a dynamic economy? : A numerical analysis

von Akdeniz, Levent
Veröffentlicht 1996

Retail vs institutional investor attention in the cryptocurrency market

von Ozdamar, Melisa
Veröffentlicht in Journal of international financial markets, institutions & money (2022)

Do time-varying betas help in asset pricing? : evidence from Borsa Istanbul

von Yayvak, Berk
Veröffentlicht in Emerging markets finance & trade (2015)

The price impact of same- and opposing-direction herding by institutions with different investment horizons

von Iqbal, Muhammad Sabeeh
Veröffentlicht in Finance research letters (2021)

Foreign equity trading and average stock-return volatility

von Umutlu, Mehmet
Veröffentlicht in The world economy (2013)

Interdependence of the banking sector and the real sector : evidence from OECD countries

von Şendeniz-Yüncü, Ilkay
Veröffentlicht in Applied economics (2008)

Do stock index futures affect economic growth? : evidence from 32 countries

von Şendeniz-Yüncü, İlkay
Veröffentlicht in Emerging markets finance & trade (2018)

Does ADR listing affect the dynamics of volatility in emerging markets?

von Umutlu, Mehmet
Veröffentlicht in Finance a úvěr (2010)

The degree of financial liberalization and aggregated stock-return volatility in emerging markets

von Umutlu, Mehmet
Veröffentlicht in Journal of banking & finance (2010)

Institutions and the book-to-market effect : the role of investment horizon

von Iqbal, Muhammad Sabeeh
Veröffentlicht in International review of economics & finance (2023)

A cross-section of expected stock returns on the Istanbul Stock Exchange

von Akdeniz, Levent
Veröffentlicht in Russian & East European finance and trade (2000)

Is volatility risk priced in the securities market? : evidence from S&P 500 Index options

von Arisoy, Yakup Eser
Veröffentlicht in The journal of futures markets (2007)

Aggregate volatility expectations and threshold CAPM

von Arisoy, Yakup Eser
Veröffentlicht in The North American journal of economics and finance (2015)

The evolving role of supply chain managers in global channels of distribution and logistics systems

von Kiessling, Timothy S.
Veröffentlicht in International journal of physical distribution & logistics management (2014)