Author

Aslihan Altay‐Salih

Observed names: Altay-Salih, Aslihan, Asli han Altay-Salih, Aslihan Altay Salih, Aslihan Altay-Salih, Aslihan Salih, Aslıhan ALTAY, Aslıhan Altay Salih, Aslıhan Altay-Salih, Aslıhan Altay-salih, Aslıhan Salih

Institutions: TED University, California State University, Long Beach

Observed institutions: Bilkent University, City, University of London, TED University, California State University, Long Beach

ORCID: 0000-0001-6654-2783

Observed ORCID: 0000-0001-6654-2783

OpenAlex ID: A5036308638

The Degree of Financial Liberalization and Aggregated Stock-Return Volatility in Emerging Markets

2009 · Mehmet Umutlu, Levent Akdeniz, et al. · Journal of Banking & Finance · 184

Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX

2014 · Mustafa Onan, Aslihan Salih, et al. · Finance research letters · 51

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Time-Varying Betas Help in Asset Pricing: The Threshold CAPM

2003 · Levent Akdeniz, Aslihan Altay-Salih, et al. · Studies in Nonlinear Dynamics and Econometrics · 48

A cross-section of expected stock returns on the Istanbul stock exchange

2000 · Levent Akdeniz, Aslihan Altay‐Salih, et al. · Bilkent University Institutional Repository (Bilkent University) · 40

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Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures

2003 · Ramazan Gençay, Aslihan Altay‐Salih · RePEc: Research Papers in Economics · 36

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Stretching the success in reward-based crowdfunding

2022 · Burze Yasar, Işıl Sevilay Yılmaz, et al. · Journal of Business Research · 35

Exploring exchange rate returns at different time horizons

2002 · Ramzi Nekhili, Aslihan Altay-Salih, et al. · Physica A Statistical Mechanics and its Applications · 30

Foreign Equity Trading and Average Stock-Return Volatility

2012 · Mehmet Umutlu, Levent Akdeniz, et al. · World Economy · 27

Is volatility risk priced in the securities market? Evidence from S&P 500 index options

2007 · Yakup Eser Arisoy, Aslihan Salih, et al. · Journal of Futures Markets · 23

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Are stock prices too volatile to be justified by the dividend discount model?

2006 · Levent Akdeniz, Aslıhan Altay Salih, et al. · Physica A Statistical Mechanics and its Applications · 21

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Constrained Nonlinear Programming for Volatility Estimation with GARCH Models

2003 · Asli han Altay-Salih, Mustafa C. Pinar, et al. · SIAM Review · 21

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Expected gain–loss pricing and hedging of contingent claims in incomplete markets by linear programming

2009 · Mustafa Ç. Pınar, Aslıhan Salih, et al. · European Journal of Operational Research · 14

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Aggregate volatility expectations and threshold CAPM

2015 · Yakup Eser Arısoy, Aslıhan Altay-Salih, et al. · The North American Journal of Economics and Finance · 8

The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons

2020 · Muhammad Sabeeh Iqbal, Aslihan Salih, et al. · Finance research letters · 7

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A Behavioral Approach To Efficient Portfolio Formation

2005 · Yaz Gulnur Muradoglu, Aslihan Altay-Salih, et al. · Journal of Behavioral Finance · 7

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Do Time-Varying Betas Help in Asset Pricing? Evidence from Borsa Istanbul

2015 · Berk Yayvak, Levent Akdeniz, et al. · Emerging Markets Finance and Trade · 6

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Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets

2010 · Mehmet Umutlu, Aslihan Altay‐Salih, et al. · RePEc: Research Papers in Economics · 6

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Performance of the efficient frontier in an emerging market setting

2002 · Aslihan Altay-Salih, Gülnur Muradoglu, et al. · Applied Economics Letters · 5

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Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting

1999 · Ferhan Salman, Aslihan Altay‐Salih · RePEc: Research Papers in Economics · 5

Institutions and the Book-to-Market Effect: The Role of Investment Horizon

2021 · Muhammad Sabeeh Iqbal, Aslihan Salih, et al. · International Review of Economics & Finance · 4

Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul

2019 · Murat Tiniç, Aslıhan Salih · Applied Economics · 3

Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming

2008 · Ferhan Salman, Tolga Caskurlu, et al. · RePEc: Research Papers in Economics · 2

Does Institutional Herding Tendency and Direction Destabilizes Stock Prices?

2023 · Muhammad Iqbal, Aslihan Salih · SSRN Electronic Journal · 1

Aggregate Volatility Expectations and Threshold CAPM

2011 · Yakup Eser Arısoy, Aslihan Altay Salih, et al. · SSRN Electronic Journal · 1

On the performance of West’s bubble test: A simulation approach

2010 · Aydin Yuksel, Levent Akdeniz, et al. · Applied Mathematics and Computation · 1

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Works count: 37

Citation count: 587

H-index: 12

I10-index: 12