| EDDIE in financial decision making EPK Tsang, J Li, S Markose, H Er, A Salhi, G Iori Journal of Management and economics 4 (4), 1-13, 2000 | 71 | 2000 |
| Chance discovery in stock index option and futures arbitrage E Tsang, S Markose, H Er New Mathematics and Natural Computation 1 (03), 435-447, 2005 | 55 | 2005 |
| Evolutionary arbitrage for FTSE-100 index options and futures S Markose, E Tsang, H Er, A Salhi Proceedings of the 2001 Congress on Evolutionary Computation (IEEE Cat. No …, 2001 | 26 | 2001 |
| Finansta evrimsel algoritmik yaklaşımlar: Genetik algoritma uygulamaları H Er, MK ÇETİN, E İPEKÇİ ÇETİN Akdeniz İİBF Dergisi 5 (10), 73-94, 2005 | 21 | 2005 |
| The relationship between accounting beta and CAPM: Evidence from Turkey E Hakan, K İbrahim International Journal of Social Sciences and Humanity Studies 4 (2), 233-243, 2012 | 18 | 2012 |
| The application of technical trading rules developed from spot market prices on futures market prices using CAPM H Er, A Hushmat Eurasian Business Review 7, 313-353, 2017 | 10 | 2017 |
| Environmental reporting in UK hotels: an empirical analysis H Er, S Aydin Paper, 2009 | 8 | 2009 |
| İŞBİRLİĞINE DAYALI ÖĞRENME YÖNTEMİNİN GENEL MUHASEBE DERSLERİNDEKİ ETKİNLİĞı. S AYDIN, H ER World of Accounting Science 13 (2), 2011 | 7 | 2011 |
| Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage: How Not to Miss Opportunities S Markose, E Tsang, H Er Genetic Algorithms and Genetic Programming in Computational Finance, 281-308, 2002 | 6 | 2002 |
| The impact of the leverage provided by the futures on the performance of technical indicators: Evidence from Turkey H Er, A Hushmat International Journal of Economics and Finance Studies 4 (2), 2012 | 4 | 2012 |
| The Black (1976) effect and cross market arbitrage in FTSE-100 index futures and options SM Markose, H Er | 4 | 2000 |
| THE HEDGING EFFECTIVENESS AND THE STABILITY OF THE OPTIMAL HEDGE RATIOS: EVIDENCE FOR THE ISTANBUL STOCK EXCHANGE 30 CONTRACT H Er, A Ates Journal of Business Economics and Finance 4 (3), 2015 | 3 | 2015 |
| THE IMPACT OF EQUITY INDEX FUTURES TRADING ON THE UNDERLYING INDEX VOLATILITY: EVIDENCE FOR THE ISE-30 STOCK INDEX FUTURES CONTRACT H Er, W Al-Masri, K Adalessossi Journal of Economics Finance and Accounting 2 (2), 2015 | 2 | 2015 |
| Performance of portfolio insurance strategies: Evidence from Turkey ER Hakan, HE AKTAN International Journal of Economics and Finance Studies 1 (2), 35-44, 2009 | 2 | 2009 |
| Interval Effect on the Estimation of Beta: Evidence from Istanbul Stock Exchange H Er, S Aydin Journal of Financial and Quantitative Analysis 11 (1), 99-118, 2009 | 2 | 2009 |
| EDDIE for Discovering Arbitrage Opportunities E Tsang, S Markose, A Garcia, H Er Numerical Methods for Finance, 281-284, 2007 | 2* | 2007 |
| Pricing Efficiency of a Failed Futures Contract: A Transactions Data Analysis of the ISE 100 Futures H Er, A Ateş IX. European Conference on Social and Behavioral Sciences, 387-387, 2016 | | 2016 |
| The Relationship Between The Hedging Effectiveness And The Failure Of Futures Contracts: An Analysis Of The Istanbul Stock Exchange 100 Index Futures H Er, İ Peker International Conference on the Changing World and Social Researc 1, 492-501, 2015 | | 2015 |
| ON THE PERFORMANCE OF ARTIFICIAL INTELLIGENCE METHODS FOR FAILURE PREDICTION: EVIDENCE FROM ISTANBUL STOCK EXCHANGE H Er International Journal of Economics and Finance Studies 6 (1), 29-41, 2014 | | 2014 |
| Constructing Trading Rules Using Technical Analysis and EDDIE: Evidence from an Emerging Market", The 6th International Symposium on Intelligent and Manufacturing Systems MK Er, Hakan: Çetin The 6th International Symposium on Intelligent and Manufacturing Systems …, 2008 | | 2008 |
Sheri Marina MarkoseProfessor of Economics, University of EssexAdresse e-mail validée de essex.ac.uk
