Browsing İşletme Bölümü Yayın Koleksiyonu by Author "Akdeniz, Levent"

Now showing items 1-2 of 2

Does ADR listing affect the dynamics of volatility in emerging markets?

Umutlu, Mehmet; Altay-Salih, Aslıhan; Akdeniz, Levent (Charles Univ-Prague, 2010)

This paper analyzes the time-series variation in the return volatility of non-US stocks from emerging markets that are cross-listed on US exchanges. Unlike previous studies in the cross-listing literature, return volatility ...
The degree of financial liberalization and aggregated stock-return volatility in emerging markets

Umutlu, Mehmet; Akdeniz, Levent; Altay-Salih, Aslıhan (Elsevier Science Bv, 2010-03)

In this study, we address whether the degree of financial liberalization affects the aggregated total volatility of stock returns by considering the time-varying nature of financial liberalization. We also explore channels ...

Now showing items 1-2 of 2

Search DSpace