R
Riza Demirer
Researcher at Southern Illinois University Edwardsville
Publications - 172
Citations - 3921
Riza Demirer is an academic researcher from Southern Illinois University Edwardsville. The author has contributed to research in topics: Volatility (finance) & Stock market. The author has an hindex of 27, co-authored 147 publications receiving 2702 citations. Previous affiliations of Riza Demirer include University of Kansas & University of Illinois at Urbana–Champaign.
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Does herding behavior exist in Chinese stock markets
Riza Demirer,Ali M. Kutan +1 more
TL;DR: In this article, the authors examined the presence of herd formation in Chinese markets using both individual firm and sector-level data and found that return dispersions during extreme downside movements of the market are much lower than those for upside movements, indicating that stock returns behave more similarly during down markets.
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Do investors herd in emerging stock markets?: Evidence from the Taiwanese market
TL;DR: In this paper, the authors extended investor herding studies to an emerging yet relatively sophisticated Taiwanese stock market at the sector level by using firm level data and employed different methodologies designed to test the existence of investor herds to better understand the sources of herd behavior.
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Geopolitical risks and stock market dynamics of the BRICS
TL;DR: In this paper, the effect of geopolitical uncertainty on return and volatility dynamics in the BRICS stock markets via nonparametric causality-in-quantiles tests was examined, finding that news regarding geopolitical tensions do not affect return dynamics in these markets in a uniform way.
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Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
TL;DR: In this article, the authors examined the risk spillovers between energy futures prices and Europe-based carbon futures contracts using a Markov regime-switching dynamic correlation, generalized autoregressive conditional heteroscedasticity (MS-DCC-GARCH) model to capture the time variations and structural breaks in the spillovers.
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Investor Herds and Regime-Switching: Evidence from Gulf Arab Stock Markets
TL;DR: In this paper, the authors proposed a dynamic herding approach which takes into account herding under different market regimes, with concentration on the Gulf Arab stock markets (Abu Dhabi, Dubai, Kuwait, Qatar and Saudi Arabia).