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Information content of the limit order book: A cross-sectional analysis in Borsa Istanbul. 2024. Global Finance Journal, 62, 101020. (with A. Çağlayan-Gümüş)
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Testing asset pricing models with individual stocks: An instrumental variables approach 2024. Borsa Istanbul Review. (with I. Candemir)
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Determinants of time-varying equity risk premia in an emerging market. 2024. International Journal of Emerging Markets, Vol. 19 No. 6, pp. 1492-1520. (with I. Candemir)
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Wired together: Integration and efficiency in European electricity markets 2024. Energy Economics, 133, 107505. (with A. Odabaşı and C. S. Tiryaki)
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Ambiguity and asset prices: a closer look in an emerging market. 2024. Review of Behavioral Finance, Vol. 16 No. 1, pp. 39-59. (with M. G. Cevheroğlu-Açar)
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On illiquidity of an emerging sovereign bond market. 2023. Economic Systems, 47 (2), 101073. (with E. Soykök)
- Term premium dynamics in an emerging market: Risk, liquidity, and behavioral factors. 2022. International Review of Financial Analysis, 84, 102355. (with E. Soykök)
- Oil price shocks and yield curve dynamics in emerging markets. 2022. International Review of Economics & Finance, 80, 613-623. (with O. Cepni, R. Gupta, & B. Lucey)
- Is there an analyst (un)coverage premium?. 2022. Research in International Business and Finance, 61, 101665. (with M.G. Cevheroğlu-Açar & N. Yılmaz)
- High Frequency Correlation Dynamics and Day-of-the-Week Effect: A score-Driven Approach in an Emerging Market Stock Exchange. 2022. International Review of Financial Analysis, 80, 102008 (with H. Bahcivan)
- Beta Anomaly in Turkish Equity Market. 2021. International Journal of Disciplines in Economics & Administrative Sciences Studies, 7 (36), 1006-1013 (with Ü. A. Baran)
- Analist Önerilerinin Finansal Değeri: Risk Faktörlerinin Ötesinde Ne Söylüyorlar? 2020. Sosyoekonomi, 28 (46), 371-389. (with A.S. Ertan & A. M. Köseli)
- Estimating the Yield Curve for Sovereign Bonds: The Case of Turkey 2020. Finans Politik & Ekonomik Yorumlar, 57 (653), 137-159. (with A.S. Ertan & T. S. Temuçin)
- Mean Reversion in International Equity Markets. 2020. Ege Academic Review, 20 (4), 333-355. (with Ö. Eren)
- Mean Reversion in Turkish Stock Market and Time-Varying Equity Risk Premium. 2020. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi, 42 (1), 23-42. (with Ö. Eren)