Two essays on derivatives

von Demirer, Rıza
Veröffentlicht 2003

Can advanced markets help diversify risks in frontier stock markets? : evidence from Gulf Arab stock markets

von Demirer, Rıza
Veröffentlicht in Research in international business and finance (2013)

On the volatility transmission between oil and stock markets : a comparison of emerging importers and exporters

von Bouri, Elie
Veröffentlicht in Economia politica (2016)

Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets

von Ulussever, Talat
Veröffentlicht in Türkiye Cumhuriyet Merkez Bankası Central Bank review (2017)

Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data

von Demirer, Rıza
Veröffentlicht in Economics letters (2018)

Effect of global shocks and volatility on herd behavior in an emerging market : evidence from Borsa Istanbul

von Balcilar, Mehmet
Veröffentlicht in Emerging markets finance & trade (2015)

Oil price shocks and cost of capital : does market liquidity play a role?

von Prodromou, Tina
Veröffentlicht in Energy economics (2022)

Does herding behavior exist in Chinese stock markets?

von Demirer, Rıza
Veröffentlicht in Journal of international financial markets, institutions & money (2006)

The conditional relation between dispersion and return

von Demirer, Rıza
Veröffentlicht in Review of financial economics (2013)

An investigation of the day-of-the-week effect on stock returns in Turkey

von Demirer, Rıza
Veröffentlicht in Emerging markets finance & trade (2002)

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

von Demirer, Rıza
Veröffentlicht in Energy economics (2010)

Oil beta uncertainty and global stock returns

von Chen, Chun-Da
Veröffentlicht in Energy economics (2022)

Time-varying risk aversion and currency excess returns

von Demirer, Rıza
Veröffentlicht in Research in international business and finance (2022)

Correlation and return dispersion dynamics in Chinese markets

von Demirer, Rıza
Veröffentlicht in International review of financial analysis (2005)

Does speculation in the oil market drive investor herding in emerging stock markets?

von Balcılar, Mehmet
Veröffentlicht in Energy economics (2017)

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

von Balcilar, Mehmet
Veröffentlicht in Journal of international financial markets, institutions & money (2013)

Regional and global spillovers and diversification opportunities in the GCC equity sectors

von Balcılar, Mehmet
Veröffentlicht in Emerging markets review (2015)

Global risk exposures and industry diversification with Shariah-compliant equity sectors

von Balcılar, Mehmet
Veröffentlicht in Pacific-Basin finance journal (2015)

Is there a role for Islamic bonds in global diversification strategies?

von Balcilar, Mehmet
Veröffentlicht in Managerial finance (2016)

On the short-term predictability of stock returns : a quantile boosting approach

von Demirer, Rıza
Veröffentlicht in Finance research letters (2017)