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Serkan Çankaya
(Serkan Cankaya)

Personal Details

First Name:Serkan
Middle Name:
Last Name:Cankaya
Suffix:
RePEc Short-ID:pca898
[This author has chosen not to make the email address public]

Affiliation

Bankacılık ve Finans Bölümü
İşletme Fakültesi
İstanbul Ticaret Üniversitesi

İstanbul, Turkey
https://ticaret.edu.tr/finans-ve-bankacilik/
RePEc:edi:bkititr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Çankaya, Serkan & Eken, Hasan/M. & Ulusoy, Veysel, 2011. "The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange," MPRA Paper 43658, University Library of Munich, Germany.
  2. Çankaya, Serkan & Ulusoy, Veysel & Eken, Hasan/M., 2011. "The Behavior of Istanbul Stock Exchange Market: An Intraday Volatility/Return Analysis Approach," MPRA Paper 43656, University Library of Munich, Germany.
  3. Çankaya, Serkan & Ucal, Meltem & O'Neil, Mary, 2011. "Effects of gender on credit card usage among university students in Turkey," MPRA Paper 43657, University Library of Munich, Germany.

Articles

  1. Erdem Kilic & Serkan Cankaya, 2020. "Oil prices and economic activity in BRICS and G7 countries," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(4), pages 1315-1342, December.
  2. Serkan CANKAYA & Cengiz GUCVER, 2019. "Determinants of Derivative Product Usage in Financial Risk Management of Firms Registered on Borsa Istanbul Manufacturing Industry Index," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 13(2), pages 185-213.
  3. E. Kilic & S. Cankaya, 2016. "Consumer confidence and economic activity: a factor augmented VAR approach," Applied Economics, Taylor & Francis Journals, vol. 48(32), pages 3062-3080, July.

Chapters

  1. Serkan Cankaya & Elcin Aykac Alp & Mefule Findikci, 2019. "News Sentiment and Cryptocurrency Volatility," Contributions to Economics, in: Umit Hacioglu (ed.), Blockchain Economics and Financial Market Innovation, chapter 0, pages 115-140, Springer.
  2. Serkan Cankaya, 2017. "Does Reputation still Matter to Credit Rating Agencies?," Contributions to Economics, in: Ümit Hacioğlu & Hasan Dinçer (ed.), Global Financial Crisis and Its Ramifications on Capital Markets, pages 445-458, Springer.

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.

Working papers

  1. Çankaya, Serkan & Eken, Hasan/M. & Ulusoy, Veysel, 2011. "The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange," MPRA Paper 43658, University Library of Munich, Germany.

    Cited by:

    1. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," CESifo Working Paper Series 4752, CESifo.
    2. Baklaci, Hasan F. & Suer, Omur & Yelkenci, Tezer, 2016. "A closer insight into the causality between short selling trades and volatility," Finance Research Letters, Elsevier, vol. 17(C), pages 48-54.

  2. Çankaya, Serkan & Ulusoy, Veysel & Eken, Hasan/M., 2011. "The Behavior of Istanbul Stock Exchange Market: An Intraday Volatility/Return Analysis Approach," MPRA Paper 43656, University Library of Munich, Germany.

    Cited by:

    1. Çankaya, Serkan & Eken, Hasan/M. & Ulusoy, Veysel, 2011. "The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange," MPRA Paper 43658, University Library of Munich, Germany.

Articles

  1. Erdem Kilic & Serkan Cankaya, 2020. "Oil prices and economic activity in BRICS and G7 countries," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(4), pages 1315-1342, December.

    Cited by:

    1. Chen, Yiyang & Mamon, Rogemar & Spagnolo, Fabio & Spagnolo, Nicola, 2022. "Renewable energy and economic growth: A Markov-switching approach," Energy, Elsevier, vol. 244(PB).
    2. Chen, Yufeng & Msofe, Zulkifr Abdallah & Wang, Chuwen, 2024. "Asymmetric dynamic spillover and time-frequency connectedness in the oil-stock nexus under COVID-19 shock: Evidence from African oil importers and exporters," Resources Policy, Elsevier, vol. 90(C).
    3. Naeem, Muhammad Abubakr & Pham, Linh & Senthilkumar, Arunachalam & Karim, Sitara, 2022. "Oil shocks and BRIC markets: Evidence from extreme quantile approach," Energy Economics, Elsevier, vol. 108(C).
    4. Gao, Wang & Zhang, Haizhen & Zhang, Hongwei & Yang, Shixiong, 2024. "The role of G7 and BRICS country risks on critical metals: Evidence from time- and frequency-domain approach," Resources Policy, Elsevier, vol. 88(C).
    5. Karol Szomolanyi & Martin Lukacik & Adriana Lukacikova, 2022. "Estimation of asymmetric responses of U.S. retail fuel prices to changes in input prices based on a linear exponential adjustment cost approach," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 30(2), pages 757-779, June.

  2. E. Kilic & S. Cankaya, 2016. "Consumer confidence and economic activity: a factor augmented VAR approach," Applied Economics, Taylor & Francis Journals, vol. 48(32), pages 3062-3080, July.

    Cited by:

    1. Hanako Ohmura, 2020. "A New Measurement for Japanese Consumer Confidence Index," Economics Bulletin, AccessEcon, vol. 40(2), pages 1557-1569.
    2. Camilo Alberto Cárdenas-Hurtado & María Alejandra Hernández-Montes, 2019. "Understanding the Consumer Confidence Index in Colombia: A structural FAVAR analysis," Borradores de Economia 1063, Banco de la Republica de Colombia.
    3. Huijian Han & Zhiming Li & Zongwei Li, 2023. "Using Machine Learning Methods to Predict Consumer Confidence from Search Engine Data," Sustainability, MDPI, vol. 15(4), pages 1-12, February.
    4. Aneta M. Klopocka & Rumiana Gorska, 2021. "Forecasting Household Saving Rate with Consumer Confidence Indicator and its Components: Panel Data Analysis of 14 European Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 874-898.
    5. Ouyang, Zi-sheng & Liu, Meng-tian & Huang, Su-su & Yao, Ting, 2022. "Does the source of oil price shocks matter for the systemic risk?," Energy Economics, Elsevier, vol. 109(C).
    6. Albaity, Mohamed & Shah, Syed Faisal & Al-Tamimi, Hussein A.Hassan & Rahman, Mahfuzur & Thangavelu, Shanmugam, 2023. "Country risk and bank returns: Evidence from MENA countries," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
    7. Zorio-Grima, Ana & Merello, Paloma, 2020. "Consumer confidence: Causality links with subjective and objective information sources," Technological Forecasting and Social Change, Elsevier, vol. 150(C).

Chapters

  1. Serkan Cankaya, 2017. "Does Reputation still Matter to Credit Rating Agencies?," Contributions to Economics, in: Ümit Hacioğlu & Hasan Dinçer (ed.), Global Financial Crisis and Its Ramifications on Capital Markets, pages 445-458, Springer.

    Cited by:

    1. Mohammad Motasem ALrfai & Danilah Binti Salleh & Waeibrorheem Waemustafa, 2022. "Empirical Examination of Credit Risk Determinant of Commercial Banks in Jordan," Risks, MDPI, vol. 10(4), pages 1-11, April.

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