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

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

    Professor Riza Demirer

  2. Infectious Diseases, Market Uncertainty and Oil Market Volatility

    Article • Energies, August 2020, MDPI AG

    Professor Riza Demirer, Dr Elie Bouri

  3. 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

  4. 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

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

    Article • Economies, March 2020, MDPI AG

    Professor Riza Demirer

  6. 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

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

    Article • Finance Research Letters, December 2019, Elsevier

    Professor Riza Demirer

  8. Time-varying risk aversion and realized gold volatility

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

    Professor Riza Demirer

  9. 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

  10. 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

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

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

    Professor Riza Demirer

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

    Article • Quantitative Finance, November 2018, Taylor & Francis

    Professor Riza Demirer

  13. Firm-level political risk and asymmetric volatility

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

    Professor Riza Demirer

  14. 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

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

    Article • Review of Financial Economics, August 2018, Wiley

    Professor Riza Demirer

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

    Article • Resources Policy, August 2018, Elsevier

    Professor Riza Demirer

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

    Article • OPEC Energy Review, July 2018, Wiley

    Professor Riza Demirer

  18. Geopolitical risks and stock market dynamics of the BRICS

    Article • Economic Systems, June 2018, Elsevier

    Professor Riza Demirer

  19. 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

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

    Article • Energy Economics, March 2018, Elsevier

    Professor Riza Demirer, Dr Aviral Kumar Tiwari

  21. Oil speculation and herding behavior in emerging stock markets

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

    Professor Riza Demirer

  22. 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

  23. 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

  24. 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

  25. 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

  26. Oil and stock market momentum

    Article • Energy Economics, October 2017, Elsevier

    Professor Riza Demirer

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

    Article • Central Bank Review, September 2017, Elsevier

    Professor Riza Demirer

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

    Article • Finance Research Letters, August 2017, Elsevier

    Professor Riza Demirer

  29. 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

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

    Article • Energy Economics, June 2017, Elsevier

    Professor Riza Demirer

  31. 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

  32. 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

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

    Article • Managerial Finance, July 2016, Emerald

    Professor Riza Demirer

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

    Article • Energy Economics, February 2016, Elsevier

    Professor Riza Demirer

  35. 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

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

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

    Professor Riza Demirer

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

    Article • Emerging Markets Review, September 2015, Elsevier

    Professor Riza Demirer

  38. 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

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

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

    Professor Riza Demirer

  40. 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

  41. Industry herding and momentum strategies

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

    Professor Riza Demirer

  42. 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

  43. 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

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

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

    Professor Riza Demirer

  45. The conditional relation between dispersion and return

    Article • Review of Financial Economics, September 2013, Wiley

    Professor Riza Demirer

  46. 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

  47. 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

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

    Article • Energy Economics, September 2012, Elsevier

    Professor Riza Demirer

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

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

    Professor Riza Demirer

  50. 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

  51. Does herding behavior exist in Chinese stock markets?

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

    Professor Riza Demirer

  52. 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

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

    Article • Computers & Industrial Engineering, August 2005, Elsevier

    Professor Riza Demirer

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

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

    Professor Riza Demirer

  55. Correlation and return dispersion dynamics in Chinese markets

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

    Professor Riza Demirer

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

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

    Professor Riza Demirer

  57. Downside risk for short and long hedgers

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

    Professor Riza Demirer

  58. 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