Details about Erdinç Altay

Access statistics for papers by Erdinç Altay.

Last updated 2020-01-09. Update your information in the RePEc Author Service.

Short-id: pal60

Working Papers

2003

1. Cross-Autocorrelation between Small and Large Cap Portfolios in the German and Turkish Stock Markets
   Finance, University Library of Munich, Germany View citations (3)
2. The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework
   Finance, University Library of Munich, Germany View citations (7)

Journal Articles

2015

1. Knightian Uncertainty: The Effects of Risk and Ambiguity on Excess Returns of Borsa Istanbul
   Journal of BRSA Banking and Financial Markets, 2015, 9, (2), 45-72

2012

2. Financial Crises Contagion: Analysis of the Crise Contagion on the Conditional Volatility of ISE
   Journal of BRSA Banking and Financial Markets, 2012, 6, (2), 185-223
3. The Analysis Of The Relation Between Investor Risk Appetite And Stock Market Crises In Istanbul Stock Exchange
   Journal of BRSA Banking and Financial Markets, 2012, 6, (1), 45-79

2008

4. Herding in Capital Markets: Analysis of Herding Towards the Market in ISE
   Journal of BRSA Banking and Financial Markets, 2008, 2, (1), 27-58