Department of Business Administration

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Department of Business Administration

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Type:  Journal Article
Author:  rp00042

Results 1-20 of 25 (Search time: 0.0 seconds).

Issue DateTitleAuthor(s)
1Dec-2022Connectedness among fan tokens and stocks of football clubsErsan, Oguz; Demir, Ender; Assaf, Ata 
2Jun-2023COVID-19 and information flow between cryptocurrencies, and conventional financial assetsAssaf, Ata ; Mokni, Khaled; Youssef, Manel
31-Apr-2024Detecting and date-stamping bubbles in fan tokensAssaf, Ata ; Demir, Ender; Ersan, Oguz
4Jan-2023Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemicAl-Shboul, Mohammad; Assaf, Ata ; Mokni, Khaled
52021Dynamic connectedness between uncertainty and energy markets: do investor sentiments matter?Assaf, Ata ; Charif, Husni ; Mokni, Khaled
62021Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?Assaf, Ata 
77-Jun-2022The effects of economic policy uncertainty on the US REITs ETFs: A quantile analysisCharif, Husni ; Assaf, Ata ; Demir, Ender; Mokni, Khaled
81-May-2024Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysisAssaf, Ata ; Demir, Ender; Mokni, Khaled
9Jun-2022Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19Assaf, Ata ; Charif, Husni ; Demir, Ender
101-Jan-2023Long Memory and Change in Persistence in the Rare Earth Market IndexAssaf, Ata ; Mokni, Khaled; Gil-Alana, Luis Alberiko
112015Long memory and level shifts in REITS returns and volatilityAssaf, Ata 
12Jan-2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19Assaf, Ata ; Mokni, Khaled; Yousaf, Imran; Bhandari, Avishek
132021Market efficiency in the arts markets using a combination of long memory, fractal dimension, and approximate entropy measures,Assaf, Ata ; Kristoufek, L; Demir, E; Mitra, S.K
142017Market efficiency in the MENA equity markets: evidence from newly developed tests and regime changeAssaf, Ata ; Charif, Husni 
152016MENA stock market volatility persistence: evidence before and after the financial crisis of 2008Assaf, Ata 
16Jul-2022Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19Assaf, Ata ; Bhandari, Avishek; Charif, Husni ; Demir, Ender
171-Apr-2024Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approachYousaf, Imran; Assaf, Ata ; Demir, Ender
182017The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity marketsAssaf, Ata 
192018Testing for bubbles in the art markets: an empirical investigationAssaf, Ata 
20Sep-2022True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methodsAssaf, Ata ; Gil-Alana, Luis Alberiko; Mokni, Khaled