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    • Herding in Middle Eastern frontier markets: are local and global factors important? 

      Demir, Nazmi; Solakoğlu, M. Nihat (Elsevier, 2016)
      In this study we look for sentimental herding in a sample of frontier markets in the Middle East, using a state-space approach. The stock markets we consider are Oman, Bahrain, Qatar, and Kuwait. We use daily data to ...
    • Litigation and mutual-fund runs 

      Qian, M.; Tanyeri, B. (Elsevier Inc., 2017)
      We investigate whether anticipation of adverse events (litigation about market timing and late trading) may trigger mutual-fund runs. We find that runs start as early as three months prior to litigation announcements. ...