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  1. Politics and Alternative Energy Stocks: Evidence From the 2024 U.S. Presidential Election

    Article • Energy RESEARCH LETTERS, January 2026, Asia-Pacific Applied Economics Association

    Professor Riza Demirer

  2. Does mining activity drive crash risks in bitcoin?

    Article • The Quarterly Review of Economics and Finance, January 2026, Elsevier

    Professor Riza Demirer

  3. The Effect of Climate Uncertainty on Corporate Investments: R&D vs Capital Expenditure

    Article • January 2026, Elsevier

    Professor Riza Demirer

  4. Do Mutual Fund Managers Herd Toward Sustainability?

    Article • Journal of Behavioral Finance, December 2025, Taylor & Francis

    Professor Riza Demirer

  5. Does Climate and Biodiversity Sentiment Drive Volatility in Financial Markets? Evidence from Green Stocks

    Article • Journal of Behavioral Finance, September 2025, Taylor & Francis

    Professor Riza Demirer

  6. Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies

    Article • Journal of Empirical Finance, March 2025, Elsevier

    Professor Riza Demirer

  7. CLIMATE RISK AND THE PREDICTABILITY OF JUMPS IN GREEN ASSETS

    Article • Applied Finance Letters, February 2025, Auckland University of Technology (AUT) Library

    Professor Riza Demirer

  8. Do industries lead the stock market? Evidence from an emerging stock market

    Article • Borsa Istanbul Review, February 2025, Elsevier

    Professor Riza Demirer

  9. Gold, platinum and the predictability of bubbles in global stock markets

    Article • Resources Policy, March 2024, Elsevier

    Professor Riza Demirer

  10. What drives green betas? Climate uncertainty or speculation

    Article • Finance Research Letters, February 2024, Elsevier

    Professor Riza Demirer

  11. Do industries predict stock market volatility? Evidence from machine learning models

    Article • Journal of International Financial Markets Institutions and Money, January 2024, Elsevier

    Professor Riza Demirer

  12. Geopolitical risks and the energy-stock market nexus: Evidence from Turkiye

    Article • Borsa Istanbul Review, January 2024, Elsevier

    Professor Riza Demirer

  13. Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies

    Article • Journal of International Money and Finance, December 2023, Elsevier

    Professor Riza Demirer

  14. Policy uncertainty and stock market volatility revisited: The predictive role of signal quality

    Article • Journal of Forecasting, August 2023, Wiley

    Professor Riza Demirer

  15. Anti-herding by hedge funds and its implications for expected returns

    Article • Journal of Economic Behavior & Organization, July 2023, Elsevier

    Professor Riza Demirer

  16. Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic

    Article • The Quarterly Review of Economics and Finance, April 2023, Elsevier

    Professor Riza Demirer

  17. The pricing implications of cryptocurrency mining on global electricity markets: Evidence from quantile causality tests

    Article • Journal of Cleaner Production, April 2023, Elsevier

    Professor Riza Demirer

  18. Climate uncertainty and information transmissions across the conventional and ESG assets

    Article • Journal of International Financial Markets Institutions and Money, March 2023, Elsevier

    Professor Riza Demirer

  19. Cross‐sectional return dispersion and stock market volatility: Evidence from high‐frequency data

    Article • Journal of Forecasting, February 2023, Wiley

    Professor Riza Demirer

  20. Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand

    Article • International Review of Finance, January 2023, Wiley

    Professor Riza Demirer

  21. Climate Uncertainty and Investor Learning in Sustainable Funds

    Article • January 2023, Elsevier

    Professor Riza Demirer

  22. Do Industries Predict Stock Market Volatility? A High Frequency Perspective Based on a Machine Learning Approach

    Article • January 2023, Elsevier

    Professor Riza Demirer

  23. Economic policy uncertainty and institutional investment returns: The case of New Zealand

    Article • Pacific-Basin Finance Journal, September 2022, Elsevier

    Professor Riza Demirer

  24. Speculation, Cross-Market Sentiment and the Predictability of Gold Market Volatility

    Article • Journal of Behavioral Finance, August 2022, Taylor & Francis

    Professor Riza Demirer

  25. Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model

    Article • Journal of Risk and Financial Management, August 2022, MDPI AG

    Professor Riza Demirer

  26. Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks

    Article • Economics Letters, August 2022, Elsevier

    Professor Riza Demirer

  27. Oil beta uncertainty and global stock returns

    Article • Energy Economics, August 2022, Elsevier

    Professor Riza Demirer

  28. Interest rate uncertainty and the predictability of bank revenues

    Article • Journal of Forecasting, July 2022, Wiley

    Professor Riza Demirer

  29. The financial US uncertainty spillover multiplier: Evidence from a GVAR model

    Article • International Finance, June 2022, Wiley

    Professor Riza Demirer

  30. Value-at-risk and the cross section of emerging market hedge fund returns

    Article • Global Finance Journal, May 2022, Elsevier

    Professor Riza Demirer

  31. A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT

    Article • Annals of Financial Economics, April 2022, World Scientific Pub Co Pte Lt

    Professor Riza Demirer

  32. U.S. monetary policy and the predictability of global economic synchronization patterns

    Article • Journal of Economics and Finance, April 2022, Springer Science + Business Media

    Professor Riza Demirer

  33. Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model

    Article • Energy Economics, April 2022, Elsevier

    Professor Riza Demirer

  34. Hedging climate risks with green assets

    Article • Economics Letters, March 2022, Elsevier

    Professor Riza Demirer

  35. Financial market connectedness: The role of investors’ happiness

    Article • Finance Research Letters, January 2022, Elsevier

    Dr Elie Bouri, Professor Riza Demirer

  36. Time-varying risk aversion and currency excess returns

    Article • Research in International Business and Finance, January 2022, Elsevier

    Professor Riza Demirer

  37. Forecasting oil and gold volatilities with sentiment indicators under structural breaks

    Article • Energy Economics, January 2022, Elsevier

    Professor Riza Demirer

  38. Green investments: A luxury good or a financial necessity?

    Article • Energy Economics, January 2022, Elsevier

    Professor Riza Demirer

  39. Economic Policy Uncertainty and Fund Flow Performance Sensitivity: Evidence from New Zealand

    Article • January 2022, Elsevier

    Professor Riza Demirer

  40. Economic Policy Uncertainty and Institutional Investment Returns: The Case of New Zealand

    Article • January 2022, Elsevier

    Professor Riza Demirer

  41. Oil Beta Uncertainty and Global Stock Returns

    Article • January 2022, Elsevier

    Professor Riza Demirer

  42. Oil Price Shocks and Cost of Capital: Does Market Liquidity Play a Role?

    Article • January 2022, Elsevier

    Professor Riza Demirer

  43. Bitcoin mining activity and volatility dynamics in the power market

    Article • Economics Letters, December 2021, Elsevier

    Professor Riza Demirer

  44. Effect of rare disaster risks on crude oil: evidence from El Niño from over 145 years of data

    Article • Theoretical and Applied Climatology, November 2021, Springer Science + Business Media

    Professor Riza Demirer

  45. COVID-19 Pandemic and Investor Herding in International Stock Markets

    Article • Risks, September 2021, MDPI AG

    Dr Elie Bouri, Professor Riza Demirer

  46. Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data

    Article • Journal of Multinational Financial Management, September 2021, Elsevier

    Professor Riza Demirer

  47. A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models

    Article • Applied Economics Letters, August 2021, Taylor & Francis

    Professor Riza Demirer

  48. Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data

    Article • Resources Policy, August 2021, Elsevier

    Professor Riza Demirer

  49. Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests

    Article • Journal of the Operational Research Society, July 2021, Taylor & Francis

    Professor Riza Demirer

  50. On the hedging benefits of REITs: The role of risk aversion and market states

    Article • Economics and Business Letters, May 2021, Universidad de Oviedo

    Professor Riza Demirer

  51. Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data

    Article • Journal of Behavioral Finance, May 2021, Taylor & Francis

    Dr Elie Bouri, Professor Riza Demirer

  52. Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold

    Article • Mathematics, April 2021, MDPI AG

    Professor Riza Demirer

  53. Monetary policy and speculative spillovers in financial markets

    Article • Research in International Business and Finance, April 2021, Elsevier

    Professor Riza Demirer

  54. Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data†

    Article • Scottish Journal of Political Economy, March 2021, Wiley

    Professor Riza Demirer

  55. Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach

    Article • The Quarterly Review of Economics and Finance, February 2021, Elsevier

    Professor Riza Demirer

  56. Gold, platinum and the predictability of bond risk premia

    Article • Finance Research Letters, January 2021, Elsevier

    Dr Elie Bouri, Professor Riza Demirer

  57. Green Investments: A Luxury Good or a Financial Necessity?

    Article • SSRN Electronic Journal, January 2021, Elsevier

    Professor Riza Demirer

  58. Bitcoin mining activity and volatility dynamics in the power market

    Article • January 2021, Elsevier

    Professor Riza Demirer

  59. Cross-Border Capital Flows and Information Spillovers across the Equity and Currency Markets in Emerging Economies

    Article • January 2021, Elsevier

    Professor Riza Demirer

  60. Time-Varying Risk Aversion and Currency Excess Returns

    Article • January 2021, Elsevier

    Professor Riza Demirer

  61. Risk Appetite and Jumps in Realized Correlation

    Article • Mathematics, December 2020, MDPI AG

    Professor Riza Demirer

  62. Predicting firm-level volatility in the United States: the role of monetary policy uncertainty

    Article • Economics and Business Letters, December 2020, Universidad de Oviedo

    Professor Riza Demirer

  63. A note on oil price shocks and the forecastability of gold realized volatility

    Article • Applied Economics Letters, December 2020, Taylor & Francis

    Professor Riza Demirer

  64. Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows

    Article • Journal of International Money and Finance, December 2020, Elsevier

    Professor Riza Demirer

  65. The predictive power of oil price shocks on realized volatility of oil: A note

    Article • Resources Policy, December 2020, Elsevier

    Professor Riza Demirer

  66. Oil price uncertainty, global industry returns and active investment strategies

    Article • The Journal of Economic Asymmetries, November 2020, Elsevier

    Professor Riza Demirer

  67. Oil and risk premia in equity markets

    Article • Studies in Economics and Finance, September 2020, Emerald

    Dr Aviral Kumar Tiwari, Professor Riza Demirer

  68. Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality?

    Article • International Journal of Finance & Economics, September 2020, Wiley

    Professor Riza Demirer

  69. The effect of global and regional stock market shocks on safe haven assets

    Article • Structural Change and Economic Dynamics, September 2020, Elsevier

    Professor Riza Demirer

  70. Infectious Diseases, Market Uncertainty and Oil Market Volatility

    Article • Energies, August 2020, MDPI AG

    Professor Riza Demirer, Dr Elie Bouri

  71. Time-varying risk aversion and the profitability of momentum trades

    Article • Applied Finance Letters, June 2020, Auckland University of Technology (AUT) Library

    Professor Riza Demirer

  72. The U.S. term structure and return volatility in emerging stock markets

    Article • Journal of Economics and Finance, May 2020, Springer Science + Business Media

    Professor Riza Demirer

  73. Oil price shocks, global financial markets and their connectedness

    Article • Energy Economics, May 2020, Elsevier

    Professor Riza Demirer

  74. Time-varying risk aversion and the predictability of bond premia

    Article • Finance Research Letters, May 2020, Elsevier

    Professor Riza Demirer

  75. Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram

    Article • Economies, March 2020, MDPI AG

    Professor Riza Demirer

  76. The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles

    Article • Journal of Forecasting, March 2020, Wiley

    Professor Riza Demirer, Dr Elie Bouri

  77. Oil Price Shocks, Global Financial Markets and Their Connectedness

    Article • January 2020, Elsevier

    Professor Riza Demirer

  78. U.S. Monetary Policy and the Predictability of Global Economic Synchronization Patterns

    Article • January 2020, Elsevier

    Professor Riza Demirer

  79. Herding and flash events: Evidence from the 2010 Flash Crash

    Article • Finance Research Letters, December 2019, Elsevier

    Professor Riza Demirer

  80. Time-varying risk aversion and realized gold volatility

    Article • The North American Journal of Economics and Finance, November 2019, Elsevier

    Professor Riza Demirer

  81. Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets

    Article • Energy Policy, November 2019, Elsevier

    Professor Riza Demirer

  82. The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging

    Article • Energy Economics, October 2019, Elsevier

    Professor Riza Demirer

  83. Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies

    Article • Energy Economics, September 2019, Elsevier

    Dr Aviral Kumar Tiwari, Professor Riza Demirer

  84. The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis

    Article • Structural Change and Economic Dynamics, September 2019, Elsevier

    Professor Riza Demirer

  85. Volatility forecasting with bivariate multifractal models

    Article • Journal of Forecasting, August 2019, Wiley

    Professor Riza Demirer

  86. A note on the technology herd: evidence from large institutional investors

    Article • Review of Behavioral Finance, August 2019, Emerald

    Professor Riza Demirer

  87. Geopolitical risks and the predictability of regional oil returns and volatility

    Article • OPEC Energy Review, July 2019, Wiley

    Professor Riza Demirer, Dr Aviral Kumar Tiwari

  88. Commodity-currencies or currency-commodities: Evidence from causality tests

    Article • Resources Policy, March 2019, Elsevier

    Professor Riza Demirer

  89. Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests

    Article • Sustainability, January 2019, MDPI AG

    Chair Professor Wing-Keung Wong, Professor Riza Demirer

  90. Industry Herding and the Profitability of Momentum Strategies During Market Crises

    Article • Journal of Behavioral Finance, December 2018, Taylor & Francis

    Professor Riza Demirer

  91. Global risk aversion and emerging market return comovements

    Article • Economics Letters, December 2018, Elsevier

    Professor Riza Demirer

  92. On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators

    Article • Quantitative Finance, November 2018, Taylor & Francis

    Professor Riza Demirer

  93. Firm-level political risk and asymmetric volatility

    Article • The Journal of Economic Asymmetries, November 2018, Elsevier

    Professor Riza Demirer

  94. Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach

    Article • Risks, September 2018, MDPI AG

    Professor Riza Demirer

  95. Time-varying rare disaster risks, oil returns and volatility

    Article • Energy Economics, September 2018, Elsevier

    Professor Riza Demirer

  96. Do firm characteristics matter in explaining the herding effect on returns?

    Article • Review of Financial Economics, August 2018, Wiley

    Professor Riza Demirer

  97. Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach

    Article • Resources Policy, August 2018, Elsevier

    Professor Riza Demirer

  98. The predictive power of industrial electricity usage revisited: evidence from non-parametric causality tests

    Article • OPEC Energy Review, July 2018, Wiley

    Professor Riza Demirer

  99. The profitability of herding: evidence from Taiwan

    Article • Managerial Finance, June 2018, Emerald

    Professor Riza Demirer

  100. Geopolitical risks and stock market dynamics of the BRICS

    Article • Economic Systems, June 2018, Elsevier

    Professor Riza Demirer

  101. Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data

    Article • Economics Letters, June 2018, Elsevier

    Professor Riza Demirer

  102. Oil returns and volatility: The role of mergers and acquisitions

    Article • Energy Economics, March 2018, Elsevier

    Professor Riza Demirer, Dr Aviral Kumar Tiwari

  103. Oil speculation and herding behavior in emerging stock markets

    Article • Journal of Economics and Finance, February 2018, Springer Science + Business Media

    Professor Riza Demirer

  104. Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note

    Article • Defence and Peace Economics, January 2018, Taylor & Francis

    Professor Riza Demirer, Dr Elie Bouri

  105. Commodity-Currencies or Currency-Commodities: Evidence from Causality Tests

    Article • January 2018, Elsevier

    Professor Riza Demirer

  106. The Effect of Economic Policy Uncertainty on Stock-Commodity Correlations and its Implications on Optimal Hedging

    Article • January 2018, Elsevier

    Professor Riza Demirer

  107. Flight to quality and the predictability of reversals: The role of market states and global factors

    Article • Research in International Business and Finance, December 2017, Elsevier

    Professor Riza Demirer

  108. The impact of US policy uncertainty on the monetary effectiveness in the Euro area

    Article • Journal of Policy Modeling, November 2017, Elsevier

    Professor Riza Demirer

  109. Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations

    Article • Sustainability, October 2017, MDPI AG

    Professor Riza Demirer

  110. Oil and stock market momentum

    Article • Energy Economics, October 2017, Elsevier

    Professor Riza Demirer

  111. Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets

    Article • Central Bank Review, September 2017, Elsevier

    Professor Riza Demirer

  112. On the short-term predictability of stock returns: A quantile boosting approach

    Article • Finance Research Letters, August 2017, Elsevier

    Professor Riza Demirer

  113. Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach

    Article • Journal of Economics and Finance, July 2017, Springer Science + Business Media

    Professor Riza Demirer

  114. Does speculation in the oil market drive investor herding in emerging stock markets?

    Article • Energy Economics, June 2017, Elsevier

    Professor Riza Demirer

  115. The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach

    Article • Resources Policy, March 2017, Elsevier

    Professor Riza Demirer

  116. On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-Scale Indicators

    Article • January 2017, Elsevier

    Professor Riza Demirer

  117. The Profitability of Herding: Evidence from Taiwan

    Article • January 2017, Elsevier

    Professor Riza Demirer

  118. The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective

    Article • Journal of Economics and Finance, November 2016, Springer Science + Business Media

    Professor Riza Demirer

  119. Is there a role for Islamic bonds in global diversification strategies?

    Article • Managerial Finance, July 2016, Emerald

    Professor Riza Demirer

  120. Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk

    Article • Energy Economics, February 2016, Elsevier

    Professor Riza Demirer

  121. On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters

    Article • Economia Politica, January 2016, Springer Science + Business Media

    Professor Riza Demirer, Dr Elie Bouri

  122. Does Speculation in the Oil Market Drive Investor Herding in Net Exporting Nations?

    Article • January 2016, Elsevier

    Professor Riza Demirer

  123. Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach

    Article • January 2016, Elsevier

    Professor Riza Demirer

  124. Global risk exposures and industry diversification with Shariah-compliant equity sectors

    Article • Pacific-Basin Finance Journal, November 2015, Elsevier

    Professor Riza Demirer

  125. Regional and global spillovers and diversification opportunities in the GCC equity sectors

    Article • Emerging Markets Review, September 2015, Elsevier

    Professor Riza Demirer

  126. Risk and return in the Chinese stock market: Does equity return dispersion proxy risk?

    Article • Pacific-Basin Finance Journal, June 2015, Elsevier

    Professor Riza Demirer

  127. Does the stock market drive herd behavior in commodity futures markets?

    Article • International Review of Financial Analysis, May 2015, Elsevier

    Professor Riza Demirer

  128. Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries

    Article • Energy Economics, May 2015, Elsevier

    Professor Riza Demirer

  129. Industry herding and momentum strategies

    Article • Pacific-Basin Finance Journal, April 2015, Elsevier

    Professor Riza Demirer

  130. Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul

    Article • Emerging Markets Finance and Trade, January 2015, Taylor & Francis

    Professor Riza Demirer

  131. Is There a Role for Islamic Bonds in Global Diversification Strategies? An Empirical Analysis of Risk Transmissions and Dynamic Correlations

    Article • January 2015, Elsevier

    Professor Riza Demirer

  132. What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors

    Article • The North American Journal of Economics and Finance, July 2014, Elsevier

    Professor Riza Demirer

  133. Do ADR investors herd?: Evidence from advanced and emerging markets

    Article • International Review of Economics & Finance, March 2014, Elsevier

    Professor Riza Demirer

  134. The conditional relation between dispersion and return

    Article • Review of Financial Economics, September 2013, Wiley

    Professor Riza Demirer

  135. Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets

    Article • Research in International Business and Finance, August 2013, Elsevier

    Professor Riza Demirer

  136. Investor herds and regime-switching: Evidence from Gulf Arab stock markets

    Article • Journal of International Financial Markets Institutions and Money, February 2013, Elsevier

    Professor Riza Demirer

  137. Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?

    Article • January 2013, Elsevier

    Professor Riza Demirer

  138. Impact of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul

    Article • January 2013, Elsevier

    Professor Riza Demirer

  139. The effect of ethanol listing on corn prices: Evidence from spot and futures markets

    Article • Energy Economics, September 2012, Elsevier

    Professor Riza Demirer

  140. Market Regimes and Herding Behavior in Chinese A and B Shares

    Article • January 2012, Elsevier

    Professor Riza Demirer

  141. Do investors herd in emerging stock markets?: Evidence from the Taiwanese market

    Article • Journal of Economic Behavior & Organization, November 2010, Elsevier

    Professor Riza Demirer

  142. The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective

    Article • Energy Economics, November 2010, Elsevier

    Professor Riza Demirer

  143. Does herding behavior exist in Chinese stock markets?

    Article • Journal of International Financial Markets Institutions and Money, April 2006, Elsevier

    Professor Riza Demirer

  144. Sequential valuation networks for asymmetric decision problems

    Article • European Journal of Operational Research, February 2006, Elsevier

    Distinguished Professor Emeritus Prakash Pundalik Shenoy, Professor Riza Demirer

  145. Subset selection in multiple linear regression: a new mathematical programming approach

    Article • Computers & Industrial Engineering, August 2005, Elsevier

    Professor Riza Demirer

  146. The role of inspiratory muscle function and training in the genesis of dyspnoea in asthma and COPD

    Article • Primary Care Respiratory Journal, August 2005, Springer Science + Business Media

    Professor Riza Demirer

  147. Comparisons of short and long hedge performance: the case of Taiwan

    Article • Journal of Multinational Financial Management, February 2005, Elsevier

    Professor Riza Demirer

  148. Correlation and return dispersion dynamics in Chinese markets

    Article • International Review of Financial Analysis, January 2005, Elsevier

    Professor Riza Demirer

  149. Firm-level return dispersion and correlation asymmetry: challenges for portfolio diversification

    Article • Applied Financial Economics, March 2004, Taylor & Francis

    Professor Riza Demirer

  150. Downside risk for short and long hedgers

    Article • International Review of Economics & Finance, March 2003, Elsevier

    Professor Riza Demirer

  151. Sequential Valuation Networks: A New Graphical Technique for Asymmetric Decision Problems

    Article • January 2001, Springer Science + Business Media

    Distinguished Professor Emeritus Prakash Pundalik Shenoy, Professor Riza Demirer