IDEAS home Printed from https://ideas.repec.org/e/pdu165.html
   My authors  Follow this author

Ahmet Duran

Personal Details

First Name:Ahmet
Middle Name:
Last Name:Duran
Suffix:
RePEc Short-ID:pdu165
https://web.itu.edu.tr/aduran
Terminal Degree:2006 (from RePEc Genealogy)

Affiliation

İstanbul Teknik Üniversitesi, Matematik Mühendisliği (Istanbul Technical University, Department of Mathematical Engineering)

https://matmuh.itu.edu.tr/en/about-us/people/faculty
Turkey

Research output

as
Jump to: Articles

Articles

  1. Bommarito, Michael J. & Duran, Ahmet, 2018. "Spectral analysis of time-dependent market-adjusted return correlation matrix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 273-282.
  2. H. Ünsal Özer & Ahmet Duran, 2018. "The source of error behavior for the solution of Black–Scholes PDE by finite difference and finite element methods," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 1-22, September.
  3. Ahmet Duran & Mahmut Sami Gungor, 2017. "Aviation Fuel Hedging and Firm Value Analysis using Dynamic Panel Data Methodology: Evidence from the U.S. Major Passenger Airlines," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 10(3), pages 67-72, September.
  4. Ahmet Duran & Burhaneddin Izgi, 2014. "Comovement and Polarization of Interest Rate and Stock Market in Turkey," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 130-141, March.
  5. Ahmet Duran & Michael Bommarito, 2011. "A profitable trading and risk management strategy despite transaction costs," Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 829-848.
  6. Ahmet Duran & Gunduz Caginalp, 2007. "Overreaction diamonds: precursors and aftershocks for significant price changes," Quantitative Finance, Taylor & Francis Journals, vol. 7(3), pages 321-342.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Ahmet Duran & Burhaneddin Izgi, 2014. "Comovement and Polarization of Interest Rate and Stock Market in Turkey," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 130-141, March.

    Cited by:

    1. Bommarito, Michael J. & Duran, Ahmet, 2018. "Spectral analysis of time-dependent market-adjusted return correlation matrix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 273-282.

  2. Ahmet Duran & Michael Bommarito, 2011. "A profitable trading and risk management strategy despite transaction costs," Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 829-848.

    Cited by:

    1. Jordan Mann & J. Nathan Kutz, 2016. "Dynamic mode decomposition for financial trading strategies," Quantitative Finance, Taylor & Francis Journals, vol. 16(11), pages 1643-1655, November.
    2. Gurdal Ertek & Aysha Al-Kaabi & Aktham Issa Maghyereh, 2022. "Analytical Modeling and Empirical Analysis of Binary Options Strategies," Future Internet, MDPI, vol. 14(7), pages 1-23, July.
    3. Bommarito, Michael J. & Duran, Ahmet, 2018. "Spectral analysis of time-dependent market-adjusted return correlation matrix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 273-282.
    4. Uluyol, Burhan & Hui Pu, Suan & Shaturaev, Jakhongir & Kanaparan, Geetha, 2023. "Cracking the Code of Market Secrets: A Deep Dive into Financial Anomalies," MPRA Paper 119039, University Library of Munich, Germany, revised 05 Oct 2023.

  3. Ahmet Duran & Gunduz Caginalp, 2007. "Overreaction diamonds: precursors and aftershocks for significant price changes," Quantitative Finance, Taylor & Francis Journals, vol. 7(3), pages 321-342.

    Cited by:

    1. Mynhardt, H. R. & Plastun, Alex, 2013. "The Overreaction Hypothesis: The Case of Ukrainian Stock Market," MPRA Paper 58941, University Library of Munich, Germany.
    2. Ramiah, Vikash & Xu, Xiaoming & Moosa, Imad A., 2015. "Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 89-100.
    3. Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk, 2021. "The frequency of one-day abnormal returns and price fluctuations in the forex," Journal of Applied Economics, Taylor & Francis Journals, vol. 24(1), pages 401-415, January.
    4. G. Caginalp & M. Desantis, 2011. "Stock price dynamics: nonlinear trend, volume, volatility, resistance and money supply," Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 849-861.
    5. Ahmet Duran & Michael Bommarito, 2011. "A profitable trading and risk management strategy despite transaction costs," Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 829-848.
    6. 子, 鬼谷, 2022. "Humanoid psychological sentiments and enigma of investment," OSF Preprints rm9gu, Center for Open Science.
    7. Bommarito, Michael J. & Duran, Ahmet, 2018. "Spectral analysis of time-dependent market-adjusted return correlation matrix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 273-282.
    8. Guglielmo Maria Caporale & Alex Plastun, 2020. "Momentum effects in the cryptocurrency market after one-day abnormal returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 251-266, September.
    9. Caginalp, Gunduz & DeSantis, Mark & Sayrak, Akin, 2014. "The nonlinear price dynamics of U.S. equity ETFs," Journal of Econometrics, Elsevier, vol. 183(2), pages 193-201.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Ahmet Duran should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.