Publications
 Statistical
Characteristics of Returns on Istanbul Stock
Exchange, (with V. Akgiray and C. Aksu), forthcoming
in The European Journal of Finance, 2003.
An Investigation of Beta Instability in
the Istanbul Stock Exchange, The Istanbul
Stock Exchange Review, Vol. 6, No. 24, 2002,
pp. 15-32 (Turkish version: Istanbul Menkul
Kiymet Borsasinda Betalarin Degiskenligi
Uzerine Bir Inceleme.)
Some Estimation Issues on Betas: A Preliminary
Investigation in the Istanbul Stock Exchange,
Bogazici Journal: Review of Social, Economic
and Administrative Studies, Vol. 17, No.2,
2003, pp.1-11.
Sistematik RiskTahmininde Getiri Araliginin
Etkisi: IMKB de Bir Uygulama, Uludag Universitesi
IIBF Dergisi, Cilt 22, No. 1, 2003.
Security Returns' Reactions to Earnings
Announcements: A Case Study on the Istanbul
Stock Exchange , Bogazici Journal: Review
of Social, Economic and Administrative Studies,
Vol. 12, No. 2, 1998, pp. 3-19.
The Behavior of Stock Returns in the Presence
of Predictable Events: Case of Earnings
Announcements in Istanbul Stock Exchange,
XVI th International Symposium on Forecasting,
Istanbul, June 24-26, 1996.
Evidence on the Stationarity of Beta Coefficients:
The Case of Turkey, Working Paper, Bogazici
University, 2000.
CARF Finansal Veri Tabani Uygulamasi, Arastirma
raporu, SBE 96-03, Bogazici Universitesi,
1996.
Bilanco Aciklama Dönemlerinde Hisse Senetlerinin
Performansi: Istanbul Menkul Kiymetler Borsasinda
Bir Vak'a Calismasi, Working Paper 96-2,
Social Sciences Institute, Bogazici University,
1996.
Istanbul Menkul Kiymetler Borsasi Için
Finansal Veri Tabani Calismasi: Veri Modelleme
Asamasi, Working Paper 96-1, Social Sciences
Institute, Bogazici University, 1996.
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