Details about Abdullah YALAMA

Access statistics for papers by Abdullah YALAMA.

Last updated 2015-11-07. Update your information in the RePEc Author Service.

Short-id: pya261

Working Papers

2010

1. Detecting Contagion with Correlation: Volatility and Timing Matter
   Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (4)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2009) View citations (1)

Journal Articles

2013

1. Real or spurious long memory characteristics of volatility: Empirical evidence from an emerging market
   Economic Modelling, 2013, 30, (C), 67-72 View citations (15)
2. The cross market effects of short sale restrictions
   The North American Journal of Economics and Finance, 2013, 26, (C), 53-71 View citations (2)

2012

3. International Financial Contagion: The Role of the UK
   Bogazici Journal, Review of Social, Economic and Administrative Studies, 2012, 26, (2), 115-129

2010

4. The calendar anomalies in IPO returns: Evidence from Turkey
   Iktisat Isletme ve Finans, 2010, 25, (286), 89-109

2009

5. Sermaye yapısı teorilerinin geçerliliğinin test edilmesi: Panel veri analizi kullanılarak İMKB-imalat sektörü üzerinde ampirik bir uygulama
   Iktisat Isletme ve Finans, 2009, 24, (278), 25-45 View citations (3)
6. Ýlk Halka Arzlarda Uzun Dönem Getirilerinin Yapay Sinir Aðlarý ile ÝMKB Ýçin Ampirik Bir Çalýþma
   Istanbul University Econometrics and Statistics e-Journal, 2009, 10, (1), 29-47 View citations (1)