Publications & Works

Publication Network

Published journal articles indexed by SCI, SSCI, and AHCI

A rank-based approach in portfolio asset allocation

Özgür C., SARIKOVANLIK V.
Applied Economics Letters , 2023 (SSCI) identifier identifier

FORECASTING BIST100 AND NASDAQ INDICES WITH SINGLE AND HYBRID MACHINE LEARNING ALGORITHMS

Ozgur C., Sarikovanlik V.
ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH , vol.56, no.3, pp.235-250, 2022 (SCI-Expanded) Creative Commons License Sustainable Development identifier identifier

Stock Market Volatility Forecasting and Performance Evaluation

Sarıkovanlık V.
ISTANBUL UNIVERSITY JOURNAL OF THE SCHOOL OF BUSINESS , vol.35, no.1, pp.33-50, 2006 (SCI-Expanded)

Halka İlk Arz Edilen Hisse Senetlerinin Kısa ve Uzun Dönem Performansları ve İMKB Üzerine Bir Uygulama

Sarıkovanlık V.
ISTANBUL UNIVERSITY JOURNAL OF THE SCHOOL OF BUSINESS , vol.33, no.2, pp.29-46, 2004 (SCI-Expanded)

Articles Published in Other Journals

Investigatıon of the Reaction of Selected Investment Instruments in Financial Markets to the Russia-Ukraine War with an Event Study Approach

CHARKASOV M., ARI G., SARIKOVANLIK V.
Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi , vol.24, no.2, pp.257-265, 2023 (Peer-Reviewed Journal) Creative Commons License identifier

TEST OF VOLATILITY BEHAVIORS ON THE CRYPTO CURRENCY MARKET WITH THE ASYMMETRIC STOCHASTIC VOLATILITY MODEL

Gubadlı M., SARIKOVANLIK V.
Uluslararası Yönetim İktisat ve İşletme Dergisi , vol.19, no.1, pp.61-82, 2023 (Peer-Reviewed Journal) Creative Commons License identifier

An application of Regular Vine copula in portfolio risk forecasting: evidence from Istanbul stock exchange

Ozgur C., Sarikovanlik V.
QUANTITATIVE FINANCE AND ECONOMICS , vol.5, no.3, pp.452-470, 2021 (ESCI) identifier

Effects Of Expectations And Confidence Indices On FinancialMarkets

ALTUNTAŞ TAŞPINAR S., SARIKOVANLIK V., MERA N.
The Journal of Accounting and Finance , 2017 (Peer-Reviewed Journal)

Fixed vs Floating Under Which Exchange Rate Regimes PPP Holds An Empirical Study on Turkish Economy

SARIKOVANLIK V., GÜN M.
İ.Ü. İşletme Fakültesi İşletme İktisadı Enstitüsü Yönetim Dergisi , no.78, pp.110-118, 2015 (Peer-Reviewed Journal)

Ardışık Bağlanımlı Modellerden Koşullu Varyans Volatilite Tahmini

Sarıkovanlık V.
Istanbul Management Journal , no.54, pp.3-16, 2006 (Peer-Reviewed Journal)

Multi country Study of ARCH Models Evidence from Eight Stock Markets

SARIKOVANLIK V., KÖSE K. A.
International Journal of Business, Management and Economics , vol.2, no.8, 2006 (Peer-Reviewed Journal)

Piyasa Riski, Sermaye Yeterliliği ve Riske Maruz Değer (VaR)

Sarıkovanlık V., Seval B., Arsoy Y.
Mali Çözüm , no.68, pp.1-16, 2004 (Peer-Reviewed Journal)

Refereed Congress / Symposium Publications in Proceedings

Forecasting BIST100 and NASDAQ Indices with Single and Hybrid Machine Learning Algorithms

ÖZGÜR C., SARIKOVANLIK V.
37th EBES CONFERENCE - BERLIN CONFERENCE, Berlin, Germany, 06 October 2021

Optimal Portfolio Allocation With Elliptical and Mixed Copulas

ÖZGÜR C., SARIKOVANLIK V.
PEARSON JOURNAL Konferansı, Ankara, Ankara, Turkey, 23 January 2021

Bankacılık Sektöründe Kurumsal Sosyal Performansın Hisse Performansına Etkisi: Türkiye’xxde Faaliyet Gösteren Bankalara Yönelik Ampirik Bir Araştırma

KÜÇÜKGERGERLİ N., SELVİ Y., SARIKOVANLIK V.
Uluslararası Katılımlı 21. Finans Sempozyumu, Balıkesir, Turkey, 18 - 21 October 2017

EFFECTS OF EXPECTATIONS AND CONFIDENCE INDICES ON FINANCIAL MARKETS

TAŞPUNAR ALTUNTAŞ S., SARIKOVANLIK V., MERA N.
IV. International Symposium on Accounting and Finance, Macedonia, 03 July 2017

Are Monetary Policy Shocks Asymmetric? Output Growth and Price Inflation in Turkey

Solakoğlu N., Köse K. A., Sarıkovanlık V.
IMDA Fifteenth World Business Congress, Sarajevo, Bosnia And Herzegovina, 15 - 18 June 2006, vol.1, no.1, pp.11-22

The Risk Effect in the IPO Process

Sarıkovanlık V., Solakoğlu N., Köse K. A.
IMDA Fifteenth World Business Congress, Sarajevo, Bosnia And Herzegovina, 15 - 18 June 2006, vol.1, no.1, pp.1-10

Systematic Risk: One-day Validity of Beta in Istanbul Stock Exchange

Sarıkovanlık V.
International Business Research Conference, World Business Institute, Melbourne, Australia, 14 - 16 November 2004, pp.18-23

The Destruction of Inflation on Financial Statements and the Developments about Inflation Accounting in Turkey

YILMAZ F., SELVİ Y., SARIKOVANLIK V., KÖSE K. A.
International Business Research Conference, Melbourne, Australia, 15 - 16 November 2004, pp.1-9

Factors in the IPO mechanism that Affecting IPOs Initial Returns in Istanbul Stock Exchange

Sarıkovanlık V.
9th International Conference Silesian University Karvina Czech Republic, Karvina, Czech Republic, 20 - 21 October 2004, pp.315-324

The Effect of Consolidation Standard on the Transparency of Financial Statements at the Istanbul Stock Exchange

YILMAZ F., SARIKOVANLIK V.
The 9th International Conference, Future of Banking after the Year 2000 in the World and in the Czech Republic, Karvina, Czech Republic, 20 - 21 October 2004, pp.377-389

January Effect: Evidence From Turkish Financial Markets

Sarıkovanlık V.
11th International Business Conference, South-Dakota, United States Of America, 14 - 16 October 2004, pp.159-168

Tek Dönemlik Portföy Seçim Modeli: İMKB 50 Endeksi Üzerine Uygulama

Sarıkovanlık V.
VIII. Ulusal Finans Sempozyumu, İstanbul, Turkey, 7 - 09 June 2004, pp.237-243

Books & Book Chapters

FİNANSAL YÖNETİM

SARIKOVANLIK V.
Literatür, İstanbul, 2023

Finansal Sistem

Sarıkovanlık V.
in: Finansal Yönetim, KIYILAR MURAT,SARIKOVANLIK VEDAT, Editor, Literatür, İstanbul, pp.1-551, 2023

Finansal Planlama

SEVAL B., KIYILAR M., SARIKOVANLIK V., HEPŞEN A., EREN SARIOĞLU S., ÖZDEMİR A. K., et al.
in: Finansal Yönetim, , Editor, literatür, pp.91-130, 2023

İşletme Sermayesi Yönetimi

Seval B., Kıyılar M., Sarıkovanlık V., Hepşen A., Eren Sarıoğlu S., Özdemir A. K., et al.
in: Financial Management, , Editor, literatür yayınevi, İstanbul, pp.131-154, 2023

Finansal Yönetim

Sarıkovanlık V.
Makro Yayınları ve Eğitim Hizmetleri, İstanbul, 2022

Sermaye Piyasaları ve Finansal Kurumlar Yönetimi

SARIKOVANLIK V.
Makro Yayınları ve Eğitim Hizmetleri, İstanbul, 2022

Finans Biliminde Ekonometri Uygulamaları

Sarıkovanlık V., Koy A., Akkaya M., Yıldırım H. H., Kantar L.
Seçkin, Ankara, 2020

Finans Biliminde EKONOMETRİ UYGULAMALARI Kavram Uygulama ve Analiz

Sarıkovanlık V.
Seçkin Yayıncılık, Ankara, 2019

Sürdürülebilirlik ve Finansal Performans İlişkisi Üzerine Literatür Taraması

SARIKOVANLIK V., ÖZGÜR C.
in: Türkiye’de Sürdürülebilir Finans Uygulamaları, AYSEL Gündoğdu, Editor, Gazi Kitabevi, Ankara, pp.265-296, 2019

FINANCE / Finans

Sarıkovanlık V.
Nobel Akademik Yayıncılık, Ankara, 2016

FİNANS

Sarıkovanlık V., Altuntaş Taşpınar S., Gün M.
NOBEL AKADEMİK YAYINCILIK DAĞITIM DANIŞMANLIK TİC. LTD. ŞTİ., Ankara, 2016

Birleşme ve Devir

SARIKOVANLIK V.
in: Finansal Yönetim ve Mali Analiz, TEKBAŞ M.Ş., SEVAL B., KÖSE A., KIYILAR M., SARIKOVANLIK V., Editor, Spl-Sermaye Piyasası Lisanslama Sicil Ve Eğitim Kuruluşu, İstanbul, pp.130-144, 2015

Teknik Analiz

SARIKOVANLIK V.
in: Temel Finans matematiği ve Değerleme Yöntemleri, TEKBAŞ M.Ş., KÖSE A., SARIKOVANLIK V., SARIOĞLU EREN S., BAŞ K. N., ÖZDEMİR K., Editor, Spl- Sermaye Piyasası Lisanslama Sicil Ve Eğitim Kuruluşu, İstanbul, pp.149-174, 2015

İşletme Finansı Teori ve Pratik

SARIKOVANLIK V.
Türkmen Kitabevi, İstanbul, 2013

Finansta Nümerik Uygulamalar: Sayısal Finans

SARIKOVANLIK V.
Türkmen Kitabevi, İstanbul, 2013

Episodes in the Encyclopedia

Foreign Exchange Transactions

Sarikovanlik V.
TÜBITAK Yayınları, pp.300, 2022

Time Value of Money

Sarikovanlik V.
TÜBITAK Yayınları, pp.200, 2022

Expert Reports

2016/1175 Esas

SARIKOVANLIK V.
10 Asliye Ticaret, pp.17, İstanbul, 2018

Tazminat Davası

SARIKOVANLIK V.
2 Asliye Ticaret, pp.22, İstanbul, 2017

Metrics

Publication

43

Citation (WoS)

3

H-Index (WoS)

2

Citation (Scholar)

7

H-Index (Scholar)

1

Citiation (TrDizin)

58

H-Index (TrDizin)

3

Project

2

Thesis Advisory

24

Open Access

3
UN Sustainable Development Goals