Prof.

ABDULLAH YALAMAN


İktisadi-İdari Bilimler Fak.

İşletme Bölümü

Muhasebe ve Finansman A.D.

Education Information

2009 - 2010

2009 - 2010

Post Doctorate

UTAS, Economics and Finance, Australia

2005 - 2008

2005 - 2008

Doctorate

Anadolu University, Instıtute Of Socıal Scıences, Finansman (Dr), Turkey

2003 - 2005

2003 - 2005

Postgraduate

Anadolu University, Instıtute Of Socıal Scıences, Finansman (Yl) (Tezli), Turkey

1999 - 2003

1999 - 2003

Undergraduate

Eskisehir Osmangazi University, İktisadi Ve İdari Bilimler Fakültesi, İşletme Bölümü, Turkey

Dissertations

2008

2008

Doctorate

Dünya borsaları ve İMKB’xxde oynaklık yapısının analizi ve oynaklık etkileşimi

Anadolu University, Instıtute Of Socıal Scıences

2005

2005

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

Research Areas

Finance, Financial Markets and Investment Management

Academic Titles / Tasks

2021 - Continues

2021 - Continues

Researcher

Australian National University, The Centre for Applied Macroeconomic Analysis (CAMA), Finance and the Macroeconomy program.

2016 - Continues

2016 - Continues

Professor

Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü

2011 - Continues

2011 - Continues

Researcher

Bogazici University, Macro Economıcs And Applıed Econometry Applıcatıon And Research Center

2019 - 2020

2019 - 2020

Researcher

University of York, The York Management School/Finance

2011 - 2016

2011 - 2016

Associate Professor

Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü

2009 - 2011

2009 - 2011

Assistant Professor

Eskisehir Osmangazi University, İktisadi Ve İdari Bilimler Fakültesi, İşletme Bölümü

2010 - 2010

2010 - 2010

Researcher

University of Cambridge, Judge Business School, Centre for Financial Analysis & Policy

2009 - 2010

2009 - 2010

Researcher

School of Economics and Finance, Finance

2003 - 2009

2003 - 2009

Research Assistant

Eskisehir Osmangazi University, İktisadi Ve İdari Bilimler Fakültesi, İşletme Bölümü

Managerial Experience

2021 - Continues

2021 - Continues

TÜBİTAK, Araştırma Destek Programları Başkanlığı, SOBAG, Danışma Kurulu Üyesi

Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü

2021 - Continues

2021 - Continues

Fakülte Kurulu Üyesi

Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü

2021 - Continues

2021 - Continues

Fakülte Yönetim Kurulu Üyesi

Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü

2019 - 2019

2019 - 2019

Fakülte Kurulu Üyesi

Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü

2018 - 2019

2018 - 2019

Ethics Committee Member

Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü

2016 - 2019

2016 - 2019

BAP Scientific Commissioner

Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü

2016 - 2017

2016 - 2017

Fakülte Kurulu Üyesi

Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü

2016 - 2017

2016 - 2017

Vice Dean

Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü

2016 - 2017

2016 - 2017

Head of Department

Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü

2012 - 2016

2012 - 2016

Erasmus Program Institutional Coordinator

Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü

2011 - 2012

2011 - 2012

Assistant Director of the Institute

Eskisehir Osmangazi University, İktisadi-İdari Bilimler Fak., İşletme Bölümü

Articles Published in Journals That Entered SCI, SSCI and AHCI Indexes

2022

2022

Fiscal stimulus packages to COVID-19: The role of informality

Elgin C., Williams C. C. , ÖZ YALAMAN G. , YALAMAN A.

Journal of International Development, 2022 (Journal Indexed in SSCI) Sustainable Development identifier identifier identifier

2021

2021

Characterizing financial crises using high-frequency data

Dungey M., Holloway J., YALAMAN A. , Yao W.

QUANTITATIVE FINANCE, 2021 (Journal Indexed in SCI) identifier identifier

2017

2017

Jumps and Earnings Announcement: Empirical Evidence from An Emerging Market Using High Frequency Data

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) identifier

2017

2017

Forecasting Emerging Market Volatility in Crisis Period: Comparing Traditional GARCH with High-Frequency Based Models

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) identifier identifier

2014

2014

Volatility Spillover Effects in Interregional Equity Markets: Empirical Evidence from Brazil and Turkey

TAŞDEMİR M., Yalama A.

EMERGING MARKETS FINANCE AND TRADE, vol.50, no.2, pp.190-202, 2014 (Journal Indexed in SSCI) identifier identifier

2014

2014

The Effect of Word-of-Mouth Communication on Stock Holdings and Trades: Empirical Evidence From 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) identifier identifier

2013

2013

The cross market effects of short sale restrictions

Dungey M., McKenzie M. D. , Yalama A.

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, vol.26, pp.53-71, 2013 (Journal Indexed in SSCI) identifier identifier

2010

2010

The calendar anomalies in IPO returns: Evidence from Turkey

Yalaman A. , Ünlü U.

Iktisat Isletme Ve Finans, vol.25, 2010 (Journal Indexed in SSCI)

Articles Published in Other Journals

2020

2020

Economic Policy Responses to a Pandemic: Developing the COVID-19 Economic Stimulus Index

Elgin C., Başbuğ G., Yalaman A.

Covid Economics, vol.3, pp.40-54, 2020 (Refereed Journals of Other Institutions) Sustainable Development

2013

2013

The Relationship between Intellectual Capital and Banking Performance Evidence from Panel Data

YALAMA A.

International Journal of Learning and Intellectual Capital, vol.10, no.1, pp.71-87, 2013 (Refereed Journals of Other Institutions)

2013

2013

The relationship between intellectual capital and banking performance in Turkey: Evidence from panel data

Yalama A.

International Journal of Learning and Intellectual Capital, vol.10, no.1, pp.71-87, 2013 (Refereed Journals of Other Institutions) identifier

2012

2012

International financial contagion:the role of the uk

Yalama A.

Bogazici Journal, vol.26, no.2, 2012 (Refereed Journals of Other Institutions) identifier

2012

2012

Detecting contagion with correlation: Volatility 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) identifier

2009

2009

Banking efficiency in developing economy: Empirical evidence from Turkey

AYDIN N., YALAMA A. , mustafa s.

Journal of Money, Investment and Banking, 2009 (Refereed Journals of Other Institutions)

2009

2009

Financial development and investment: cointegration and causality analysis for the case of Turkey

NAZLIOĞLU Ş., YALAMAN A. , ASLAN M.

International Journal of Economic Perspectives, 2009 (Refereed Journals of Other Institutions)

2009

2009

The dynamics of real wages and productivity in public and private sectors: An empirical investigation for 1963-2007 period 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) identifier

2009

2009

İlk Halka Arzlarda Uzun Dönem Getirilerinin Tahmini: Yapay Sinir Ağları İle İMKB için Ampirik Bir Çalışma

ÜNLÜ U., YILDIZ B. , YALAMAN A.

Ekonometri ve İstatistik, no.10, pp.29-47, 2009 (Other Refereed National Journals)

2009

2009

Stock Market Linkages in Emerging Markets Evidence from Turkey and Brazil

YALAMA A.

Banks and Bank Systems, vol.4, no.3, pp.73-80, 2009 (Refereed Journals of Other Institutions)

2008

2008

Financial market efficiency in Turkey: Empirical evidence from Toda Yamamoto 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) identifier

2008

2008

VERİ ZARFLAMA ANALİZİ İLE İMALAT SEKTÖRÜNÜN PERFORMANS DEĞERLENDİRMESİ

YALAMA A. , mustafa s.

DOKUZ EYLÜL ÜNİVERSİTESİ İİBF DERGİSİ, vol.23, no.1, pp.89-107, 2008 (Other Refereed National Journals)

2008

2008

Forecasting world stock markets volatility

YALAMAN A. , SEVİL G.

InternationalResearch Journal of Finance and Economics , no.15, pp.159-174, 2008 (Refereed Journals of Other Institutions)

2007

2007

Intellectual capital performance of quoted banks on the Istanbul stock exchange market

Yalama A. , ÇOŞKUN M.

Journal of Intellectual Capital, vol.8, no.2, pp.256-271, 2007 (Refereed Journals of Other Institutions) identifier identifier

Refereed Congress / Symposium Publications in Proceedings

2018

2018

A Market Microstructure Analysis of Turkish Stock Market during the crisis Period

YALAMAN A.

Uluslararası Katılımlı 22. Finans Sempozyumu, 10 - 18 October 2018

2017

2017

Analysis of Systematic Risk around Firm-specific News Using High Frequecy Data

YALAMAN A. , Saleem S. A.

V. Anadolu International Conference in Economics, 11 - 13 May 2017

2017

2017

Analyzing emerging market returns with high-frequency data during crisis and non-crisis periods

Yalaman A.

V. Anadolu International Conference in Economics (EconAnadolu), Eskişehir, Turkey, 11 - 13 May 2017, pp.1-13

2015

2015

Forecasting stock return volatility in emerging markets Comparing traditional GARCH to high frequency based models

YALAMA A.

6th International Research Meeting in Business and Management, Eskişehir, Turkey, 2 - 03 July 2015

2015

2015

Analyzing emerging market returns with high frequency data during crisis and non crisis periods

YALAMA A.

Anadolu International Conference in Economy (EconAnadolu), 10 - 12 June 2015

2010

2010

Characterizing financial crises through the spectrum of high frequency data

Dungey M., Yalaman A.

6th Cambridge-Princeton Conference, Cambridge, United Kingdom, 10 - 13 September 2010

2010

2010

Observing the Crisis: Characterising the Spectrum of Markets with High Frequency Data, 2004-2008

Dungey M., Yalaman A.

The Society for Financial Econometrics, Third Annual Conference, Melbourne, Australia, 16 - 18 June 2010

2009

2009

Inter-regional volatility spillovers between emerging capital markets: evidence from Turkey and Brazil

Yalaman A.

The Econometric Society Australasian Meeting, Canberra, Australia, 7 - 10 July 2009, pp.1-20

2008

2008

Forecasting the Istanbul Stock Exchange National 100 Index Using An Artificial Neural Network

YILDIZ B. , YALAMA A. , ÇOŞKUN M.

World Congress On Science, Engineering and Technolog, 17 - 19 December 2008

Books & Book Chapters

2020

2020

Derivative Markets

Yalaman A.

in: Financial Markets & Institutions, Özlem Sayılır, Editor, Anadolu Üniversitesi AÖF Yayınlar, Eskişehir, pp.87-102, 2020

2020

2020

Bitcoin Jumps and Speculations: Empirical Evidence from High Frequency Data

Yalaman A.

in: Digital Business Strategies in Blockchain Ecosystems, Umit Hacioglu, Editor, Springer, London/Berlin , Zug, pp.617-629, 2020

2019

2019

Dayanak Varlıklar ve Piyasa Yapıcılığı

Yalaman A.

in: Türev Ürünler, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.136-167, 2019

2019

2019

Vadeli İşlem ve Opsiyon Piyasası

Yalaman A.

in: Türev Ürünler, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.168-207, 2019

2019

2019

Opsiyon Sözleşmeleri I

Yalaman A.

in: Türev Ürünler, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.68-87, 2019

2019

2019

Futures (Gelecek) Sözleşmeler

Yalaman A.

in: Türev Ürünler, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.44-66, 2019

2019

2019

Forward Sözleşmeler

Yalaman A.

in: Türev Araçlar, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.26-43, 2019

2019

2019

Swap Sözleşmeleri

Yalaman A.

in: Türev Ürünler, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.110-134, 2019

2019

2019

Vadeli İşlem Sözleşmeleri ve Türev Ürünler

Yalaman A.

in: Türev Ürünler, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.2-24, 2019

2017

2017

Jumps and Earnings Announcement: Empirical Evidence from Emerging Markets Using High Frequency Data

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

2016

2016

Spor 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

2016

2016

Ticaret 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

2016

2016

Borçlanma Araçları Piyasası

YALAMAN A.

in: Borsaların Yapısı ve İşleyişi, Doç.Dr. Murat Ertuğrul, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.64-97, 2016

2016

2016

Sporda Finansal Yönetimin Fonksiyonları

YALAMAN A.

in: Spor Finansmanı, Doç.Dr. Kerem YIldırım Şimşek, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.38-63, 2016

2016

2016

Bankalarla 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

2012

2012

Opsiyon Fiyatlaması ve İleri Opsiyon Stratejileri

Yalaman A.

in: Vadeli işlemler Piyasası, Prof. Dr. Abdullah Yalaman, Editor, Anadolu Üniversitesi AÖF Yayınlar, Eskişehir, pp.1-30, 2012

2012

2012

Risk ve Risk Yönetimi

Yalaman A.

in: Vadeli İşlemler Piyasası, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınları, Eskişehir, pp.1-30, 2012

2012

2012

İleri Türev Ürünler

Yalaman A.

in: Vadeli İşlemler Piyasası, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınlar, Eskişehir, pp.1-30, 2012

2012

2012

Dayanak Varlıklar

Yalaman A.

in: Vadeli İşlemler Piyasası, Prof. Dr. Güven Sevil, Editor, Anadolu Üniversitesi AÖF Yayınlar, Eskişehir, pp.1-30, 2012

Supported Projects

2020 - 2021

2020 - 2021

Improving Institutional Capacity and Economic Literacy in Turkish Agricultural CooperativesSustainable Development

Project Supported by Public Organizations in Other Countries

Yalaman A. (Executive)

2019 - 2020

2019 - 2020

Piyasa Mikroyapısının Analizi

Project Supported by Higher Education Institutions

Yalaman A. (Executive)

2014 - 2015

2014 - 2015

Yüksek Frekanslı Veri ile Sistematik Risk Yapısının Analizi

Project Supported by Higher Education Institutions

YALAMAN A. (Executive)

2013 - 2014

2013 - 2014

Hisse Senetlerin Halka Arz Yöntemlerinin Volatilite Üzerindeki Etkisi

Project Supported by Higher Education Institutions

YALAMAN A. (Executive)

2012 - 2013

2012 - 2013

Yüksek Frekanslı veri ile Volatilite Modellemesi: İMKB-30’da Ampirik Bir Uygulama

Project Supported by Higher Education Institutions

YALAMAN A. (Executive)

Activities in Scientific Journals

2020 - Continues

2020 - Continues

Anadolu Üniversitesi Sosyal Bilimler Dergisi

Publication Committee Member

2016 - 2017

2016 - 2017

Eskişehir Osmangazi Üniversitesi İktisadi ve İdari Bilimler Dergisi

Publication Committee Member

2011 - 2012

2011 - 2012

Eskişehir Osmangazi Üniversitesi Sosyal Bilimler Dergisi

Assistant Editor

Awards

September 2019

September 2019

Visiting Professor

University Of York

December 2015

December 2015

Sosyal Bilimler Alanında Uluslararası Makale Ödülü Türünde Birincilik

Eskişehir Osmangazi Üniversitesi

December 2014

December 2014

Routledge Behavioral Sciences Journals’da En çok İndirilen Makale Ödülü (2014 Yılı için)

Routledge Taylor & Francis Group

December 2014

December 2014

Sosyal Bilimler Alanında Uluslararası Makale Atıf Ödülü Türünde Birincilik

Eskişehir Osmangazi Üniversitesi

December 2013

December 2013

Sosyal Bilimler Alanında Uluslararası Makale Ödülü Türünde Üçüncülük

Eskişehir Osmangazi Üniversitesi

December 2012

December 2012

Sosyal Bilimler Alanında Uluslararası Makale Atıf Türünde Birincilik

Eskişehir Osmangazi Üniversitesi

July 2010

July 2010

Visiting Research Associate

University Of Cambridge

February 2009

February 2009

Visiting Scholar

School Of Economics And Finance, Utas

December 2006

December 2006

Yüksek Lisans Tez Yarışması Ünal AYSAL Ödülü

İktisadi Araştırmalar Vakfı

December 2003

December 2003

İşletme Bölüm Birincisi (1999-2003 )

Eskişehir Osmangazi Üniversitesi



Invited Talks

October 2019

October 2019

Identifying Financial Crises Using High Frequency Data, Macro-Finance Seminar

Seminar

University of York-United Kingdom

May 2019

May 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

December 2009

December 2009

Observing the Crisis: Characterising the Spectrum of US Treasury Markets with High Frequency Data

Seminar

UTAS, Financial Econometric Seminar-Australia

October 2009

October 2009

Testing for Correlation Break

Seminar

UTAS, School of Economics and Finance-Australia

Scientific Research / Working Group Memberships

2015 - Continues

2015 - Continues

Society For Financial Econometrics

https://sofie.stern.nyu.edu/

, United States Of America

2009 - Continues

2009 - Continues

Türkiye Ekonomi Kurumu

http://www.tek.org.tr/

, Turkey

2009 - Continues

2009 - Continues

Econometric Society

https://www.econometricsociety.org/

, Australia

2006 - Continues

2006 - Continues

Finans Bilim Platformu

http://www.finansbilim.com/

, Turkey