Concepedia

Aslihan Altay‐Salih

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Statistics

Publications

14

Citations

551

H-Index

13

Active since

2000

Affiliations

Bilkent University(Current)

Aslihan Altay‐Salih is an author at Bilkent University specializing in business, finance, and asset pricing.

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Publications per year

2000–2022

14

Publications

14

The degree of financial liberalization and aggregated stock-return volatility in emerging markets

Mehmet Umutlu, Levent Akdeniz, Aslihan Altay‐Salih · Journal of Banking & Finance · 2009 · 183 citations

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

Mustafa Onan, Aslihan Altay‐Salih, Burze Yaşar · Finance research letters · 2014 · 49 citations

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

Levent Akdeniz, Aslihan Altay‐Salih, Mehmet Caner · Studies in Nonlinear Dynamics and Econometrics · 2003 · 45 citations

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

Levent Akdeniz, Aslihan Altay‐Salih, Kürşat Aydoğan · Bilkent University Institutional Repository (Bilkent University) · 2000 · 42 citations · Full text

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

Ramazan Gençay, Aslihan Altay‐Salih · Bilkent University Institutional Repository (Bilkent University) · 2003 · 38 citations · Full text

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