Positions

Selected Publications

Academic Article

Year Title Altmetric
2022-10-01 Determinants of Cryptocurrency Returns: A Lasso Quantile Regression Analysis.  Finance Research Letters.  2022-10-01
2022-06-01 Predicting the Equity Market Risk Premium: A Model Selection Approach.  Economics Letters.  2022-06-01
2021-01-01 Stock Return Predictability in the time of Covid-19.  Finance Research Letters.  2021-01-01
2020-05-01 Causality Dynamics from Equities to Economic Growth.  Finance Research Letters.  2020-05-01
2020-03-01 Spillovers, integration and causality in LME non-ferrous metal markets.  JOURNAL OF COMMODITY MARKETS.  17. 2020-03-01
2019-05-01 Do industry returns predict the stock market? A reprise using the random forest.  QUARTERLY REVIEW OF ECONOMICS AND FINANCE.  72:152-158. 2019-05-01
2019-01-01 Does the stock market contain information about economic growth? Time-varying out of sample causality tests.  APPLIED ECONOMICS LETTERS.  26:1138-1142. 2019-01-01
2019-01-01 Price and volatility spillovers across the international steam coal market.  ENERGY ECONOMICS.  77:119-138. 2019-01-01
2017-02-01 The dynamic relation between crude oil and natural gas prices.  Energy Economics.  62:155-170. 2017-02-01
2017-01-01 Is the price of gold to gold mining stocks asymmetric?.  Economic Modelling.  60:402-407. 2017-01-01
2017-01-01 Predicting white metal prices by a commodity sensitive exchange rate.  INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS.  52:309-315. 2017-01-01
2017-01-01 The dynamic linkages between crude oil and natural gas markets.  ENERGY ECONOMICS.  62:155-170. 2017-01-01
2015-10-01 Time variation in systematic risk, returns and trading volume: Evidence from precious metals mining stocks.  International Review of Financial Analysis.  41:277-283. 2015-10-01
2015-04-01 Equities as long-term inflation hedges: small versus large company stocks.  Applied Economics Letters.  22:1395-1398. 2015-04-01
2015-04-01 Which Precious Metals Spill Over on Which, When and Why? Some Evidence.  Applied Economics Letters.  22:466-473. 2015-04-01
2015-01-01 Are Equities Good Inflation Hedges? A Frequency Domain Perspective.  Review of Financial Economics.  24:12-17. 2015-01-01
2014-12-01 The Time Varying Relation between Consumer Sentiment and Equities.  Journal of Behavioral Finance.  15:312-317. 2014-12-01
2014-09-01 On the Economic Determinants of Gold- Inflation Relation.  Resources Policy.  41:101-108. 2014-09-01
2013-02-01 Oil and Stock Returns: Frequency Domain Evidence.  Journal of International Financial Markets, Institutions and Money.  23:1-11. 2013-02-01
2013-01-01 Hedges and Safe Havens: An Exmination of Stocks, Bonds, Oil, Gold and the Dollar.  International Review of Financial Analysis.  29:202-211. 2013-01-01
2013-01-01 The Structure of Gold and Silver Spread Returns.  Quantitative Finance.  13:561-70. 2013-01-01
2011-01-01 Commodity Prices and Inflation: Testing in the Frequency Domain.  Research in International Business and Finance.  25:229-237. 2011-01-01
2011-01-01 Information Transmission Across Currency Futures Markets: Evidence from Frequency Domain Tests.  International Review of Financial Analysis.  20:134-139. 2011-01-01
2010-01-01 The Macroeconomic Determinants of Volatility in Precious Metals Markets.  Resources Policy.  2010-01-01
2008-01-01 Information Asymmetry, Speculation and Foreign Trading Activity: Evidence from an Emerging Market.  International Review of Financial Analysis 17.  17:664-680. 2008-01-01
2007-10-01 Dynamic Linkages between International Bond Markets.  Journal of Multinational Financial Management.  17:290-303. 2007-10-01
2007-01-01 Transactions, Volume, and Volatilitiy: Evidence from an Emerging Market.  Applied Financial Economics Letters.  3:61-64. 2007-01-01
2006-01-01 A Further Look at NAFTA Equity Market Linkages.  Quarterly Review of Economics and Finance.  46. 2006-01-01
2006-01-01 Hedging and Speculation Derivatives Markets: The Case of Energy Futures Contracts.  Applied Financial Economics Letters 2, 189- 192..  2. 2006-01-01
2005-01-01 German dominance in the European Monetary System: A Reprise Using Robust Wald Tests.  Applied Economics Letters.  12. 2005-01-01
2004-01-01 Conducting Business in Eastern Europe: Risk- Return Perspective of Senior Financial Executives.  European Management Journal.  22. 2004-01-01
2003-01-01 The Predictive Power of Trading Volume: Testing for Small Firm Stocks,.  The Journal of Entrepreneurial Finance & Business Ventures.  8. 2003-01-01
2001-07-01 The Relationship between nominal interest rates and inflation: International Evidence.  Journal of Multinational Financial Management/Elsevier.  11:269-280. 2001-07-01
1997-10-01 International Transmission of Information in Corn Futures Markets.  Elsevier.  7:157-187. 1997-10-01

Presentations

Teaching Overview

  • International Finance
    Corporate Finance
    Business Analytics

    • Full Name

  • Cetin Ciner