Details about Gokce Soydemir

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Short-id: pso570

Journal Articles

2017

1. Investor behavior: hedge fund returns and strategies
   Review of Behavioral Finance, 2017, 9, (1), 14-42 View citations (1)

2014

2. Hedge funds, fund attributes and risk adjusted returns
   Journal of Economics and Finance, 2014, 38, (1), 133-149 View citations (2)
3. The U.S. Housing Market and the Pricing of Risk: Fundamental Analysis and Market Sentiment
   Journal of Real Estate Research, 2014, 36, (2), 187-220 View citations (6)

2012

4. Are investor sentiments priced by the CAPM?
   Journal of Financial Transformation, 2012, 35, 57-70
5. Revenue enhancement through mergers and acquisitions: wealth effects of method of payment
   International Journal of Revenue Management, 2012, 6, (3/4), 274-290

2010

6. Exchange-traded funds, persistence in tracking errors and information dissemination
   Journal of Multinational Financial Management, 2010, 20, (4-5), 214-234 View citations (36)

2009

7. Obesity and employment as predictors of diabetes in Mexican Americans: findings from a longitudinal study
   Applied Economics, 2009, 41, (20), 2533-2540
8. The impact of individual and institutional investor sentiment on the market price of risk
   The Quarterly Review of Economics and Finance, 2009, 49, (3), 1129-1145 View citations (68)

2008

9. The Impact of the Japanese Purchases of U.S. Treasuries on the Dollar/Yen Exchange Rate
   Global Economy Journal, 2008, 8, (1), 20
10. The impact of rational and irrational sentiments of individual and institutional investors on DJIA and S&P500 index returns
    Applied Financial Economics, 2008, 18, (16), 1303-1317 View citations (24)

2007

11. Information technology, revenue creation and growth: an international comparison of causality
    International Journal of Revenue Management, 2007, 1, (2), 217-230

2006

12. Alcohol Use and Earnings: Findings from a Community Based Study
    Eastern Economic Journal, 2006, 32, (4), 617-628 View citations (2)
13. Modeling country risk in Latin America: A country beta approach
    Global Finance Journal, 2006, 17, (2), 192-213 View citations (9)
14. The impact of productivity adjusted deviations from PPP on the U.S. inbound FDI: Evidence from Japan, U.K. and Germany
    Journal of Economics and Finance, 2006, 30, (2), 140-154 View citations (5)

2005

15. Differences in the price of risk and the resulting response to shocks: an analysis of Asian markets
    Journal of International Financial Markets, Institutions and Money, 2005, 15, (4), 285-313 View citations (4)

2004

16. The impact of religiosity on self- assessments of health and happiness: evidence from the US Southwest
    Applied Economics, 2004, 36, (7), 665-672 View citations (12)

2003

17. Currency substitution: Evidence from Latin America
    Journal of Policy Modeling, 2003, 25, (4), 415-430 View citations (8)
18. Intraday information transmission between DJIA spot and futures markets
    Applied Financial Economics, 2003, 13, (11), 817-827 View citations (1)

2002

19. The U.S. Productivity Figures and Foreign Direct Investment in Japan
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2002, 05, (01), 53-69 View citations (1)
20. The impact of the movements in US threemonth Treasury bill yields on the equity markets in Latin America
    Applied Financial Economics, 2002, 12, (2), 77-84 View citations (7)
21. The short-term and long-term deterrence effects of INS border and interior enforcement on undocumented immigration
    Journal of Economic Behavior & Organization, 2002, 49, (4), 459-472 View citations (14)

2001

22. Forecasting industrial employment figures in Southern California: A Bayesian vector autoregressive model
    The Annals of Regional Science, 2000, 34, (4), 503-514 View citations (3)
23. Response asymmetries in the Latin American equity markets
    International Review of Financial Analysis, 2001, 10, (2), 175-185 View citations (17)
24. THE EVOLUTION OF VAT RATES AND GOVERNMENT TAX REVENUE IN MEXICO
    Contemporary Economic Policy, 2001, 19, (4), 424-433 View citations (7)
25. The impact of promotion/advertising expenditures on citrus sales
    Applied Economics Letters, 2001, 8, (10), 659-663 View citations (2)

2000

26. On the linkages between equity markets in Latin America
    Applied Economics Letters, 2000, 7, (3), 207-210 View citations (24)
27. Privatization and European Economic and Monetary Union
    Eastern Economic Journal, 2000, 26, (3), 321-333 View citations (5)

1989

28. Özel Kesin Firmalarının Alternatif Finansman Kaynağı: Sermaye Piyasası
    Iktisat Isletme ve Finans, 1989, 4, (33), 20-23

Chapters

2010

1. The Impact of Business and Consumer Sentiment on Stock Market Returns: Evidence from Brazil
   Chapter 18 in Handbook of Behavioral Finance, 2010 View citations (2)