Halil Kiymaz
2000–2004
A researcher in the Science corpus: 5 papers; trusts 5 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Whom Halil Kiymaz trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Tim Bollerslev
- Robert F. Engle
- Daniel B. Nelson
- Hakan Berument
- Lawrence R. Glosten
- Allen N. Berger
- Benjamin Miranda Tabak
- Ravi Jagannathan
- Robert DeYoung
- Ole E. Barndorff-Nielsen
Who trusts Halil Kiymaz overall
Papers from Halil Kiymaz's perspective
Ordered by how strongly the researchers Halil Kiymaz trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
- Mergers and shareholder wealth in European banking
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- The day of the week effect on stock market volatility
- Stock Returns and Volatility
- Globalization of Financial Institutions: Evidence from Cross-Border Banking Performance
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
Their papers
- The day of the week effect on stock market volatility (2001) — 357 citations
- Cross-border acquisitions of US financial institutions: Impact of macroeconomic factors (2004) — 132 citations
- The day of the week effect on stock market volatility and volume: International evidence (2003) — 274 citations
- Estimation of foreign exchange exposure: an emerging market application (2003) — 123 citations
- The initial and aftermarket performance of IPOs in an emerging market: evidence from Istanbul stock exchange (2000) — 115 citations