Prof. ABDULLAH YALAMAN Prof. ABDULLAH YALAMAN Personal Information
Personal Information
Office Pho ne:
Office Pho ne: +90 222 239 3750 Extension: 1759 Email:
Email: abdullahy@ogu.edu.tr W eb:
W eb: https://avesis.ogu.edu.tr/abdullahy
Education Information Education Information
Post Doctorate, UTAS, Economics and Finance, Australia 2009 - 2010
Doctorate, Anadolu University, Instıtute Of Socıal Scıences, Finansman (Dr), Turkey 2005 - 2008
Postgraduate, Anadolu University, Instıtute Of Socıal Scıences, Finansman (Yl) (Tezli), Turkey 2003 - 2005
Undergraduate, Eskisehir Osmangazi University, İktisadi Ve İdari Bilimler Fakültesi, İşletme Bölümü, Turkey 1999 - 2003
Dissertations Dissertations
Doctorate, Dünya borsaları ve İMKB’xxde oynaklık yapısının analizi ve oynaklık etkileşimi, Anadolu University, Instıtute Of Socıal Scıences, 2008
Postgraduate, Entellektüel sermayenin entellektüel katma değer katsayısı (VAIC) ile ölçülmesi ve veri zarflama analizi (DEA) yöntemi kullanılarak karlılığa etkisinin sınanması: İMKB`ye kote bankalarda uygulanması, Anadolu University, Instıtute Of Socıal Scıences, 2005
Research Areas Research Areas
Finance, Financial Markets and Investment Management
Academic Titles / Tasks Academic Titles / Tasks
Researcher, Australian National University, The Centre for Applied Macroeconomic Analysis (CAMA), Finance and the Macroeconomy program., 2021 - Continues
Professor, Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü, 2016 - Continues
Researcher, Bogazici University, Macro Economıcs And Applıed Econometry Applıcatıon And Research Center, 2011 - Continues
Researcher, University of York, The York Management School/Finance, 2019 - 2020
Associate Professor, Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü, 2011 - 2016 Assistant Professor, Eskisehir Osmangazi University, İktisadi Ve İdari Bilimler Fakültesi, İşletme Bölümü, 2009 - 2011 Researcher, University of Cambridge, Judge Business School, Centre for Financial Analysis & Policy, 2010 - 2010 Researcher, School of Economics and Finance, Finance, 2009 - 2010
Research Assistant, Eskisehir Osmangazi University, İktisadi Ve İdari Bilimler Fakültesi, İşletme Bölümü, 2003 - 2009
Academic and Administrative Experience
Academic and Administrative Experience
Academic and Administrative Experience Academic and Administrative Experience
TÜBİTAK, Araştırma Destek Programları Başkanlığı, SOBAG, Danışma Kurulu Üyesi, Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü, 2021 - Continues
Fakülte Kurulu Üyesi, Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü, 2021 - Continues Fakülte Yönetim Kurulu Üyesi, Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü, 2021 - Continues
Fakülte Kurulu Üyesi, Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü, 2019 - 2019 Ethics Committee Member, Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü, 2018 - 2019 BAP Scientific Commissioner, Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü, 2016 - 2019 Fakülte Kurulu Üyesi, Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü, 2016 - 2017 Vice Dean, Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü, 2016 - 2017
Head of Department, Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü, 2016 - 2017 Erasmus Coordinator, Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü, 2012 - 2016 Assistant Director of the Institute, Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü, 2011 - 2012
Advising Theses Advising Theses
Yalaman A., Analysis of systematic risk around firm-specific news in an emerging market using high-frequency data, Doctorate, S.AHMAD(Student), 2019
Yalaman A., Entelektüel sermaye, finansal performans ve makroekonomik faktörler: Dünya bankaları üzerine ampirik bir uygulama, Postgraduate, M.SUYADAL(Student), 2019
Yalaman A., Bireysel emeklilik sistemine katılımın finansal okuryazarlık üzerindeki etkisi: kamu bankası çalışanları ve müşterileri üzerine bir uygulama, Postgraduate, S.DEMİR(Student), 2019
Yalaman A., Dünya bankaları arası volatilite yayılımı, Postgraduate, Ş.ŞAŞMAZ(Student), 2018
Yalaman A., Makroekonomik değişkenlerin şirket performansı üzerindeki etkileri, Postgraduate, E.SEYHAN(Student), 2018
Yalaman A., Hisse senedi piyasalarındaki manipülasyon sürecinin analizi: Borsa İstanbul üzerinde ampirik bir uygulama, Postgraduate, H.OK(Student), 2016
Published journal articles indexed by SCI, SSCI, and AHCI Published journal articles indexed by SCI, SSCI, and AHCI
I. F iscal stimulus packages to COVID -19: The ro le o f info rmalityF iscal stimulus packages to COVID -19: The ro le o f info rmality Elgin C., Williams C. C. , ÖZ YALAMAN G., YALAMAN A.
Journal of International Development, 2022 (Journal Indexed in SSCI)
II. Cro ss-co untry evidence o n the asso ciatio n between co ntact tracing and COVID -19 case fatality ratesCro ss-co untry evidence o n the asso ciatio n between co ntact tracing and COVID -19 case fatality rates Yalaman A., Basbug G., Elgin C., Galvani A. P.
Scientific Reports, vol.11, no.1, 2021 (Journal Indexed in SCI)
III. Eco no mic po licy respo nses to the COVID -19 pandemic: The ro le o f central bank independenceEco no mic po licy respo nses to the COVID -19 pandemic: The ro le o f central bank independence Elgin C., YALAMAN A., Yasar S., Basbug G.
Economics Letters, vol.204, 2021 (Journal Indexed in SSCI)
IV. Climate risk, culture and the Co vid-19 mo rtality: A cro ss-co untry analysisClimate risk, culture and the Co vid-19 mo rtality: A cro ss-co untry analysis Ozkan A., Ozkan G., YALAMAN A., Yildiz Y.
World Development, vol.141, 2021 (Journal Indexed in SSCI)
V. Analysing emerging market returns with high-frequency data during the glo bal financial crisis o fAnalysing emerging market returns with high-frequency data during the glo bal financial crisis o f 2007–2009
2007–2009
YALAMAN A., Manahov V.
European Journal of Finance, 2021 (Journal Indexed in SSCI) VI. Characterizing financial crises using high-frequency dataCharacterizing financial crises using high-frequency data
Dungey M., Holloway J., YALAMAN A., Yao W.
QUANTITATIVE FINANCE, 2021 (Journal Indexed in SCI)
VII. Sto ck market manipulatio n in an emerging market o f Turkey: ho w do market participants selectSto ck market manipulatio n in an emerging market o f Turkey: ho w do market participants select sto cks fo r manipulatio n?
sto cks fo r manipulatio n?
Ergun H. O. , YALAMAN A., Manahov V., Zhang H.
APPLIED ECONOMICS LETTERS, 2020 (Journal Indexed in SSCI)
VIII. Jumps and Earnings Anno uncement: Empirical Evidence fro m An Emerging Market Using HighJumps and Earnings Anno uncement: Empirical Evidence fro m An Emerging Market Using High F requency D ata
F requency D ata
Saleem S. A. A. , Yalaman A.
RISK MANAGEMENT, STRATEGIC THINKING AND LEADERSHIP IN THE FINANCIAL SERVICES INDUSTRY: A PROACTIVE APPROACH TO STRATEGIC THINKING, pp.211-223, 2017 (Journal Indexed in SSCI)
IX. F o recasting Emerging Market Vo latility in Crisis Perio d: Co mparing Traditio nal GARCH with High-F o recasting Emerging Market Vo latility in Crisis Perio d: Co mparing Traditio nal GARCH with High- F requency Based Mo dels
F requency Based Mo dels YALAMAN A., Saleem S. A. A.
GLOBAL FINANCIAL CRISIS AND ITS RAMIFICATIONS ON CAPITAL MARKETS: OPPORTUNITIES AND THREATS IN VOLATILE ECONOMIC CONDITIONS, pp.475-492, 2017 (Journal Indexed in SSCI)
X. Vo latility Spillo ver Effects in Interregio nal Equity Markets: Empirical Evidence fro m Brazil andVo latility Spillo ver Effects in Interregio nal Equity Markets: Empirical Evidence fro m Brazil and Turkey
Turkey
TAŞDEMİR M., Yalama A.
EMERGING MARKETS FINANCE AND TRADE, vol.50, no.2, pp.190-202, 2014 (Journal Indexed in SSCI) XI. The Effect o f W o rd-o f-Mo uth Co mmunicatio n o n Sto ck Ho ldings and Trades: Empirical EvidenceThe Effect o f W o rd-o f-Mo uth Co mmunicatio n o n Sto ck Ho ldings and Trades: Empirical Evidence
F ro m an Emerging Market F ro m an Emerging Market Argan M., Sevil G., Yalama A.
JOURNAL OF BEHAVIORAL FINANCE, vol.15, no.2, pp.89-98, 2014 (Journal Indexed in SSCI) XII. The cro ss market effects o f sho rt sale restrictio nsThe cro ss market effects o f sho rt sale restrictio ns
Dungey M., McKenzie M. D. , Yalama A.
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, vol.26, pp.53-71, 2013 (Journal Indexed in SSCI) XIII. Real o r spurio us lo ng memo ry characteristics o f vo latility: Empirical evidence fro m an emergingReal o r spurio us lo ng memo ry characteristics o f vo latility: Empirical evidence fro m an emerging
market market
Yalama A., ÇELİK S.
ECONOMIC MODELLING, vol.30, pp.67-72, 2013 (Journal Indexed in SSCI) XIV. The calendar ano malies in IPO returns: Evidence fro m TurkeyThe calendar ano malies in IPO returns: Evidence fro m Turkey
Yalaman A., Ünlü U.
Iktisat Isletme Ve Finans, vol.25, 2010 (Journal Indexed in SSCI)
XV. Testing capital structure theo ry using panel data regressio n analysis: An empirical evidence fro mTesting capital structure theo ry using panel data regressio n analysis: An empirical evidence fro m Istanbul Sto ck Exchange manufacturing firms
Istanbul Sto ck Exchange manufacturing firms Yildiz M. E. , Yalama A., Sevil G.
IKTISAT ISLETME VE FINANS, vol.24, no.278, pp.25-45, 2009 (Journal Indexed in SSCI)
Articles Published in Other Journals Articles Published in Other Journals
I. Sto ck market investment and different behavio ural patterns: an explo rato ry studySto ck market investment and different behavio ural patterns: an explo rato ry study Argan M., Sevil G., YALAMAN A., Manahov V.
Review of Behavioral Finance, 2021 (Journal Indexed in ESCI)
II. Eco no mic Po licy Respo nses to a Pandemic: D evelo ping the COVID -19 Eco no mic Stimulus IndexEco no mic Po licy Respo nses to a Pandemic: D evelo ping the COVID -19 Eco no mic Stimulus Index Elgin C., Başbuğ G., Yalaman A.
Covid Economics, vol.3, pp.40-54, 2020 (Refereed Journals of Other Institutions)
III. The Relatio nship between Intellectual Capital and Banking Perfo rmance The Relatio nship between Intellectual Capital and Banking Perfo rmance Evidence fro m Panel D ataEvidence fro m Panel D ata YALAMA A.
International Journal of Learning and Intellectual Capital, vol.10, no.1, pp.71-87, 2013 (Refereed Journals of Other Institutions)
IV. The relatio nship between intellectual capital and banking perfo rmance in Turkey: Evidence fro mThe relatio nship between intellectual capital and banking perfo rmance in Turkey: Evidence fro m panel data
panel data Yalama A.
International Journal of Learning and Intellectual Capital, vol.10, no.1, pp.71-87, 2013 (Refereed Journals of Other Institutions)
V. Internatio nal financial co ntagio n:the ro le o f the ukInternatio nal financial co ntagio n:the ro le o f the uk Yalama A.
Bogazici Journal, vol.26, no.2, 2012 (Refereed Journals of Other Institutions) VI. D etecting co ntagio n with co rrelatio n: Vo latility and timing matterD etecting co ntagio n with co rrelatio n: Vo latility and timing matter
Dungey M., Yalama A.
International Journal of Applied Business and Economic Research, vol.10, no.1, pp.85-95, 2012 (Refereed Journals of Other Institutions)
VII. Banking efficiency in develo ping eco no my: Empirical evidence fro m TurkeyBanking efficiency in develo ping eco no my: Empirical evidence fro m Turkey AYDIN N., YALAMA A., mustafa s.
Journal of Money, Investment and Banking, 2009 (Refereed Journals of Other Institutions)
VIII. F inancial develo pment and investment: co integratio n and causality analysis fo r the case o f TurkeyF inancial develo pment and investment: co integratio n and causality analysis fo r the case o f Turkey NAZLIOĞLU Ş., YALAMAN A., ASLAN M.
International Journal of Economic Perspectives, 2009 (Refereed Journals of Other Institutions) IX. The dynamics o f real wages and pro ductivity in public and private secto rs: An empiricalThe dynamics o f real wages and pro ductivity in public and private secto rs: An empirical
investigatio n fo r 1963-2007 perio d in Turkey investigatio n fo r 1963-2007 perio d in Turkey Asian M., Asian H. K. , Yalama A.
Investment Management and Financial Innovations, vol.6, no.3, pp.179-185, 2009 (Refereed Journals of Other Institutions)
X. İlk Halka Arzlarda Uzun D ö nem Getirilerinin Tahmini: Yapay Sinir Ağları İle İMKB için Ampirik Birİlk Halka Arzlarda Uzun D ö nem Getirilerinin Tahmini: Yapay Sinir Ağları İle İMKB için Ampirik Bir Çalışma
Çalışma
ÜNLÜ U., YILDIZ B., YALAMAN A.
Ekonometri ve İstatistik, no.10, pp.29-47, 2009 (Other Refereed National Journals) XI. Sto ck Market L inkages in Emerging Markets Sto ck Market L inkages in Emerging Markets Evidence fro m Turkey and BrazilEvidence fro m Turkey and Brazil
YALAMA A.
Banks and Bank Systems, vol.4, no.3, pp.73-80, 2009 (Refereed Journals of Other Institutions)
XII. F inancial market efficiency in Turkey: Empirical evidence fro m To da Yamamo to Causality TestF inancial market efficiency in Turkey: Empirical evidence fro m To da Yamamo to Causality Test Yalama A., Çelik S.
European Journal of Economics, Finance and Administrative Sciences, no.13, pp.88-93, 2008 (Refereed Journals of Other Institutions)
XIII. VERİ Z ARF L AMA ANAL İZ İ İL E İMAL AT SEKTÖRÜNÜN PERF ORMANS D EĞERL END İRMESİVERİ Z ARF L AMA ANAL İZ İ İL E İMAL AT SEKTÖRÜNÜN PERF ORMANS D EĞERL END İRMESİ YALAMA A., mustafa s.
DOKUZ EYLÜL ÜNİVERSİTESİ İİBF DERGİSİ, vol.23, no.1, pp.89-107, 2008 (Other Refereed National Journals) XIV. F o recasting wo rld sto ck markets vo latilityF o recasting wo rld sto ck markets vo latility
YALAMAN A., SEVİL G.
InternationalResearch Journal of Finance and Economics , no.15, pp.159-174, 2008 (Refereed Journals of Other Institutions)
XV. Intellectual capital perfo rmance o f quo ted banks o n the Istanbul sto ck exchange marketIntellectual capital perfo rmance o f quo ted banks o n the Istanbul sto ck exchange market Yalama A., ÇOŞKUN M.
Journal of Intellectual Capital, vol.8, no.2, pp.256-271, 2007 (Refereed Journals of Other Institutions)
Books & Book Chapters Books & Book Chapters
I. D erivative MarketsD erivative Markets Yalaman A.
in: Financial Markets & Institutions, Özlem Sayılır, Editor, Anadolu Üniversitesi AÖF Yayınlar, Eskişehir, pp.87-102,
2020
II. Bitco in Jumps and Speculatio ns: Empirical Evidence fro m High F requency D ataBitco in Jumps and Speculatio ns: Empirical Evidence fro m High F requency D ata Yalaman A.
in: Digital Business Strategies in Blockchain Ecosystems, Umit Hacioglu, Editor, Springer, London/Berlin , Zug, pp.617-629, 2020
III. D ayanak Varlıklar ve Piyasa YapıcılığıD ayanak Varlıklar ve Piyasa Yapıcılığı Yalaman A.
in: Türev Ürünler, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.136-167, 2019 IV. Vadeli İşlem ve Opsiyo n PiyasasıVadeli İşlem ve Opsiyo n Piyasası
Yalaman A.
in: Türev Ürünler, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.168-207, 2019 V. Opsiyo n Sö zleşmeleri IOpsiyo n Sö zleşmeleri I
Yalaman A.
in: Türev Ürünler, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.68-87, 2019 VI. F utures (Gelecek) Sö zleşmelerF utures (Gelecek) Sö zleşmeler
Yalaman A.
in: Türev Ürünler, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.44-66, 2019 VII. F o rward Sö zleşmelerF o rward Sö zleşmeler
Yalaman A.
in: Türev Araçlar, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.26-43, 2019 VIII. Swap Sö zleşmeleriSwap Sö zleşmeleri
Yalaman A.
in: Türev Ürünler, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.110-134, 2019 IX. Vadeli İşlem Sö zleşmeleri ve Türev ÜrünlerVadeli İşlem Sö zleşmeleri ve Türev Ürünler
Yalaman A.
in: Türev Ürünler, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.2-24, 2019 X. Jumps and Earnings Anno uncement: Empirical Evidence fro m Emerging Markets Using HighJumps and Earnings Anno uncement: Empirical Evidence fro m Emerging Markets Using High
F requency D ata F requency D ata Yalaman A.
in: Risk Management, Strategic Thinking and Leadership in the Financial Services Industry, Hasan Dincer,Umit Hacıoglu, Editor, Springer, London/Berlin , Zug, pp.211-223, 2017
XI. Spo r Örgütlerinde Sermaye Maliyeti ve Yatırım KararlarıSpo r Örgütlerinde Sermaye Maliyeti ve Yatırım Kararları YALAMAN A.
in: Spor Finasmanı, Doç.Dr.Kerem Yıldırım Şimşek, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.64-89, 2016
XII. Ticaret ve Sanayi Odaları ile Belediyelerle İlişkilerTicaret ve Sanayi Odaları ile Belediyelerle İlişkiler YALAMAN A.
in: Belge Yönetimi ve Ofis Uygulamaları, Doç.Dr. Hüseyin POLAT; Dr. Buğra KARABEY, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.126-151, 2016
XIII. Bo rçlanma Araçları PiyasasıBo rçlanma Araçları Piyasası YALAMAN A.
in: Borsaların Yapısı ve İşleyişi, Doç.Dr. Murat Ertuğrul, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.64-97, 2016
XIV. Spo rda F inansal Yö netimin F o nksiyo nlarıSpo rda F inansal Yö netimin F o nksiyo nları YALAMAN A.
in: Spor Finansmanı, Doç.Dr. Kerem YIldırım Şimşek, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.38- 63, 2016
XV. Bankalarla İlişkilerBankalarla İlişkiler YALAMAN A.
in: Belge Yönetimi ve Ofis Uygulamaları, Doç.Dr. Hüseyin POLAT; Dr. Buğra KARABEY, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.100-124, 2016
XVI. Opsiyo n F iyatlaması ve İleri Opsiyo n StratejileriOpsiyo n F iyatlaması ve İleri Opsiyo n Stratejileri Yalaman A.
in: Vadeli işlemler Piyasası, Prof. Dr. Abdullah Yalaman, Editor, Anadolu Üniversitesi AÖF Yayınlar, Eskişehir, pp.1- 30, 2012
XVII. Risk ve Risk Yö netimiRisk ve Risk Yö netimi Yalaman A.
in: Vadeli İşlemler Piyasası, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.1-30, 2012
XVIII. İleri Türev Ürünlerİleri Türev Ürünler Yalaman A.
in: Vadeli İşlemler Piyasası, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınlar, Eskişehir, pp.1-30, 2012
XIX. D ayanak VarlıklarD ayanak Varlıklar Yalaman A.
in: Vadeli İşlemler Piyasası, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınlar, Eskişehir, pp.1-30, 2012
Refereed Congress / Symposium Publications in Proceedings Refereed Congress / Symposium Publications in Proceedings
I. A A Market Micro structure Analysis o f Turkish Sto ck Market during the crisis Perio dMarket Micro structure Analysis o f Turkish Sto ck Market during the crisis Perio d YALAMAN A.
Uluslararası Katılımlı 22. Finans Sempozyumu, 10 - 18 October 2018
II. Analysis o f Systematic Risk aro und F irm-specific News Using High F requecy D ataAnalysis o f Systematic Risk aro und F irm-specific News Using High F requecy D ata YALAMAN A., Saleem S. A.
V. Anadolu International Conference in Economics, 11 - 13 May 2017
III. Analyzing emerging market returns with high-frequency data during crisis and no n-crisis perio dsAnalyzing emerging market returns with high-frequency data during crisis and no n-crisis perio ds Yalaman A.
V. Anadolu International Conference in Economics (EconAnadolu), Eskişehir, Turkey, 11 - 13 May 2017, pp.1-13 IV. F o recasting sto ck return vo latility in emerging markets F o recasting sto ck return vo latility in emerging markets Co mparing traditio nal GARCH to highCo mparing traditio nal GARCH to high
frequency based mo dels frequency based mo dels YALAMA A.
6th International Research Meeting in Business and Management, Eskişehir, Turkey, 2 - 03 July 2015
V. Analyzing emerging market returns with high frequency data during crisis and no n crisis perio dsAnalyzing emerging market returns with high frequency data during crisis and no n crisis perio ds YALAMA A.
Anadolu International Conference in Economy (EconAnadolu), 10 - 12 June 2015 VI. Characterizing financial crises thro ugh the spectrum o f high frequency dataCharacterizing financial crises thro ugh the spectrum o f high frequency data
Dungey M., Yalaman A.
6th Cambridge-Princeton Conference, Cambridge, United Kingdom, 10 - 13 September 2010
VII. Observing the Crisis: Characterising the Spectrum o f Markets with High F requency D ata, 2004-2008Observing the Crisis: Characterising the Spectrum o f Markets with High F requency D ata, 2004-2008 Dungey M., Yalaman A.
The Society for Financial Econometrics, Third Annual Conference, Melbourne, Australia, 16 - 18 June 2010 VIII. Inter-regio nal vo latility spillo vers between emerging capital markets: evidence fro m Turkey andInter-regio nal vo latility spillo vers between emerging capital markets: evidence fro m Turkey and
Brazil Brazil Yalaman A.
The Econometric Society Australasian Meeting, Canberra, Australia, 7 - 10 July 2009, pp.1-20
IX. F o recasting the Istanbul Sto ck Exchange Natio nal 100 Index Using An Artificial Neural Netwo rkF o recasting the Istanbul Sto ck Exchange Natio nal 100 Index Using An Artificial Neural Netwo rk YILDIZ B., YALAMA A., ÇOŞKUN M.
World Congress On Science, Engineering and Technolog, 17 - 19 December 2008
Supported Projects Supported Projects
Yalaman A., Project Supported by Public Organizations in Other Countries, Improving Institutional Capacity and Economic Literacy in Turkish Agricultural Cooperatives, 2020 - 2021
Yalaman A., Project Supported by Higher Education Institutions, Piyasa Mikroyapısının Analizi, 2019 - 2020
Yalaman A., Project Supported by Higher Education Institutions, Yatırımcı Davranışının Analizi: Pay Piyasası Yatırımına Katılım, Borsa Bağlılığı, Güven, Memnuniyet ve Sadakat Arasındaki İlişkiler, 2018 - 2020
Yalaman A., Project Supported by Higher Education Institutions, Firmaya Özgü Haberlerin Sistematik Risk Üzerindeki Etkisi: Gelişmekte Olan Ülke Borsaları İçin Yüksek Frekanslı Veriye Dayalı Bir Uygulama, 2017 - 2018
YALAMAN A., Project Supported by Higher Education Institutions, Hisse Senedi Piyasalarında İşlem Bazlı Manipülasyonların Önceden Belirlenmesi: Borsa İstanbul Üzerine ampirik Uygulama, 2015 - 2016
YALAMAN A., Project Supported by Higher Education Institutions, Yüksek Frekanslı Veri ile Sistematik Risk Yapısının Analizi, 2014 - 2015
YALAMAN A., Project Supported by Higher Education Institutions, Hisse Senetlerin Halka Arz Yöntemlerinin Volatilite Üzerindeki Etkisi, 2013 - 2014
YALAMAN A., Project Supported by Higher Education Institutions, Yüksek Frekanslı veri ile Volatilite Modellemesi: İMKB- 30’da Ampirik Bir Uygulama, 2012 - 2013
Yalaman A., Project Supported by Higher Education Institutions, Küresel Kredi Krizinin Avrupa Piyasalarına Bulaşıcılık Etkisi: Faiz ve Sermaye Piyasaları Üzerine Ampirik Bir Uygulama, 2009 - 2010
Activities in Scientific Journals Activities in Scientific Journals
Anadolu Üniversitesi Sosyal Bilimler Dergisi, Publication Committee Member, 2020 - Continues
Eskişehir Osmangazi Üniversitesi İktisadi ve İdari Bilimler Dergisi, Publication Committee Member, 2016 - 2017 Eskişehir Osmangazi Üniversitesi Sosyal Bilimler Dergisi, Assistant Editor, 2011 - 2012
Scientific Research / W orking Group Memberships Scientific Research / W orking Group Memberships
Society For Financial Econometrics, United States Of America, https://sofie.stern.nyu.edu/, 2015 - Continues Türkiye Ekonomi Kurumu , Turkey, http://www.tek.org.tr/, 2009 - Continues
Econometric Society, Australia, https://www.econometricsociety.org/, 2009 - Continues Finans Bilim Platformu, Turkey, http://www.finansbilim.com/, 2006 - Continues
Invited Talks Invited Talks
Identifying Financial Crises Using High Frequency Data, Macro-Finance Seminar, Seminar, University of York, United Kingdom, October 2019
Analyzing Emerging Market Returns with High-Frequency Data during Crisis and Non-Crisis Periods, Workshop on Market Microstructure and Behavioral Finance (WMMBF), Seminar, İstanbul Teknik Üniversitesi, Turkey, May 2019 Observing the Crisis: Characterising the Spectrum of US Treasury Markets with High Frequency Data, Seminar, UTAS, Financial Econometric Seminar, Australia, December 2009
Testing for Correlation Break, Seminar, UTAS, School of Economics and Finance, Australia, October 2009
Awards Awards
Yalaman A., Visiting Professor, University Of York, September 2019
Yalaman A., Sosyal Bilimler Alanında Uluslararası Makale Ödülü Türünde Birincilik, Eskişehir Osmangazi Üniversitesi, December 2015
Yalaman A., Routledge Behavioral Sciences Journals’da En çok İndirilen Makale Ödülü (2014 Yılı için), Routledge Taylor
& Francis Group, December 2014
Yalaman A., Sosyal Bilimler Alanında Uluslararası Makale Atıf Ödülü Türünde Birincilik, Eskişehir Osmangazi Üniversitesi, December 2014
Yalaman A., Sosyal Bilimler Alanında Uluslararası Makale Ödülü Türünde Üçüncülük, Eskişehir Osmangazi Üniversitesi, December 2013
Yalaman A., Sosyal Bilimler Alanında Uluslararası Makale Atıf Türünde Birincilik, Eskişehir Osmangazi Üniversitesi, December 2012
Yalaman A., Visiting Research Associate, University Of Cambridge, July 2010
Yalaman A., Visiting Scholar, School Of Economics And Finance, Utas, February 2009
Yalaman A., Yüksek Lisans Tez Yarışması Ünal AYSAL Ödülü, İktisadi Araştırmalar Vakfı , December 2006 Yalaman A., İşletme Bölüm Birincisi (1999-2003 ), Eskişehir Osmangazi Üniversitesi , December 2003
