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Erdinç Altay
(Erdinc ALTAY)

Personal Details

First Name:Erdinc
Middle Name:
Last Name:Altay
Suffix:
RePEc Short-ID:pal60
Istanbul Universitesi Iktisat Fakultesi Isletme Bolumu - Beyazit 34452 Istanbul - TURKIYE
0090 212 440 00 00

Affiliation

İktisat Fakültesi
İstanbul Üniversitesi

İstanbul, Turkey
http://iktisat.istanbul.edu.tr/
RePEc:edi:ifisttr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Erdinc Altay, 2003. "Cross-Autocorrelation between Small and Large Cap Portfolios in the German and Turkish Stock Markets," Finance 0308005, University Library of Munich, Germany.
  2. Erdinc Altay, 2003. "The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework," Finance 0307006, University Library of Munich, Germany.

Articles

  1. Erdinc ALTAY, 2015. "Knightian Uncertainty: The Effects of Risk and Ambiguity on Excess Returns of Borsa Istanbul," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 9(2), pages 45-72.
  2. Erdinç ALTAY & Burcay YASAR AKCALI, 2012. "The Analysis Of The Relation Between Investor Risk Appetite And Stock Market Crises In Istanbul Stock Exchange," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 6(1), pages 45-79.
  3. Engin CETINKAYA & Erdinc ALTAY, 2012. "Financial Crises Contagion: Analysis of the Crise Contagion on the Conditional Volatility of ISE," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 6(2), pages 185-223.
  4. Erdinç Altay, 2008. "Herding in Capital Markets: Analysis of Herding Towards the Market in ISE," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 2(1), pages 27-58.

Citations

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Working papers

  1. Erdinc Altay, 2003. "Cross-Autocorrelation between Small and Large Cap Portfolios in the German and Turkish Stock Markets," Finance 0308005, University Library of Munich, Germany.

    Cited by:

    1. Qamar Ishtiaq & Fahad Abdullah, 2015. "Ownership Concentration and Cross-Autocorrelation in Portfolio Returns," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 7(2), pages 85-104, October.
    2. Daxue Wang, 2006. "Cross-Autocorrelation of Dual-Listed Stock Portfolio Returns: Evidence from the Chinese Stock Market," Computing in Economics and Finance 2006 182, Society for Computational Economics.
    3. Kenneth Högholm & Johan Knif & Gregory Koutmos & Seppo Pynnönen, 2021. "Financial crises and the asymmetric relation between returns on banks, risk factors, and other industry portfolio returns," The Financial Review, Eastern Finance Association, vol. 56(1), pages 179-198, February.

  2. Erdinc Altay, 2003. "The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework," Finance 0307006, University Library of Munich, Germany.

    Cited by:

    1. Abba Ahmed, Bello & Isah I, Salamatu & Aliyu Chika, Umar, 2018. "Long-run Relationship between Islamic Stock Indices and US Macroeconomic Variables," MPRA Paper 104167, University Library of Munich, Germany, revised 12 Jul 2018.
    2. Kuwornu, John K.M., 2012. "Effect of Macroeconomic Variables on the Ghanaian Stock Market Returns: A Co-integration Analysis," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 4(2), pages 1-12, June.
    3. Kevin Pacini & David Berg & Thomas Tischer & Peter Mayer & Jean Azam & and Joe Johnson, 2018. "Macroeconomic factors dynamics and firm performance in the United Kingdom," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 8(2), pages 1393-1393.
    4. Kevin Pacini & Peter Mayer & Stefan Attar & Jean Azam, 2017. "Macroeconomic Factors And Firm Performance In The United Kingdom," Journal of Smart Economic Growth, , vol. 2(3), pages 1-11, December.
    5. Serkan Şengül, 2023. "The Effects of Common Macroeconomics Factors on U.S. Stock Returns," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(3), pages 404-424.
    6. Faruque, Muhammad U, 2011. "An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh," MPRA Paper 38675, University Library of Munich, Germany.
    7. Padrón, Yaiza García & Boza, Juan García, 2006. "Which are the Risk Factors in the Pricing of Personal Pension in Spain?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 60(2), November.

Articles

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More information

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Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Turkish Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (2) 2003-07-21 2003-08-17
  2. NEP-EEC: European Economics (1) 2003-07-21
  3. NEP-ETS: Econometric Time Series (1) 2003-08-17
  4. NEP-FMK: Financial Markets (1) 2003-08-17

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