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Crude Oil and Oil-Related Turkish Company Stocks: A Volatility Analysis

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  • Harald SCHMIDBAUER
  • Eren KALAYCIO?LU

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  • Harald SCHMIDBAUER & Eren KALAYCIO?LU, 2008. "Crude Oil and Oil-Related Turkish Company Stocks: A Volatility Analysis," EcoMod2008 23800127, EcoMod.
    • Handle: RePEc:ekd:000238:23800127
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    References listed on IDEAS

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    5. S. Kirk Elwood, 2001. "Oil-Price Shocks: Beyond Standard Aggregate Demand/Aggregate Supply Analysis," The Journal of Economic Education, Taylor & Francis Journals, vol. 32(4), pages 381-386, January.
    6. Steven X. Wei & Chu Zhang, 2006. "Why Did Individual Stocks Become More Volatile?," The Journal of Business, University of Chicago Press, vol. 79(1), pages 259-292, January.
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    8. Gisser, Micha & Goodwin, Thomas H, 1986. "Crude Oil and the Macroeconomy: Tests of Some Popular Notions: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 18(1), pages 95-103, February.
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    10. Daniel Kahneman & Amos Tversky, 2013. "Prospect Theory: An Analysis of Decision Under Risk," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 6, pages 99-127, World Scientific Publishing Co. Pte. Ltd..
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    14. Philip Shane & Peter Brous, 2001. "Investor and (Value Line) Analyst Underreaction to Information about Future Earnings: The Corrective Role of Non‐Earnings‐Surprise Information," Journal of Accounting Research, Wiley Blackwell, vol. 39(2), pages 387-404, September.
    15. Harrison Hong & Jeremy C. Stein, 1999. "A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets," Journal of Finance, American Finance Association, vol. 54(6), pages 2143-2184, December.
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    Cited by:

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