Ercan Balaban

578 total citations
20 papers, 339 citations indexed

About

Ercan Balaban is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Ercan Balaban has authored 20 papers receiving a total of 339 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 15 papers in Economics and Econometrics and 7 papers in General Economics, Econometrics and Finance. Recurrent topics in Ercan Balaban's work include Market Dynamics and Volatility (15 papers), Financial Risk and Volatility Modeling (12 papers) and Financial Markets and Investment Strategies (7 papers). Ercan Balaban is often cited by papers focused on Market Dynamics and Volatility (15 papers), Financial Risk and Volatility Modeling (12 papers) and Financial Markets and Investment Strategies (7 papers). Ercan Balaban collaborates with scholars based in United Kingdom, Türkiye and Australia. Ercan Balaban's co-authors include Robert W. Faff and Jamal Ouenniche and has published in prestigious journals such as Physica A Statistical Mechanics and its Applications, Economics Letters and The Journal of Portfolio Management.

In The Last Decade

Ercan Balaban

19 papers receiving 271 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Ercan Balaban United Kingdom	10	288	269	88	52	38	20	339
Bernd Wilfling Germany	10	242 0.8×	300 1.1×	114 1.3×	34 0.7×	47 1.2×	29	363
Evarist Stoja United Kingdom	9	204 0.7×	200 0.7×	73 0.8×	52 1.0×	34 0.9×	36	279
Francis In Australia	9	217 0.8×	283 1.1×	121 1.4×	48 0.9×	50 1.3×	20	374
Gilbert Colletaz France	6	261 0.9×	208 0.8×	80 0.9×	27 0.5×	41 1.1×	13	316
Lorán Chollete United States	6	312 1.1×	261 1.0×	100 1.1×	23 0.4×	38 1.0×	24	371
Derek R. White Australia	5	321 1.1×	246 0.9×	104 1.2×	73 1.4×	61 1.6×	8	356
Jean‐Pierre Zigrand United Kingdom	11	352 1.2×	259 1.0×	76 0.9×	35 0.7×	68 1.8×	30	407
Yuliya Plyakha Luxembourg	5	264 0.9×	145 0.5×	49 0.6×	65 1.3×	49 1.3×	6	292
Paskalis Glabadanidis Australia	8	237 0.8×	155 0.6×	63 0.7×	42 0.8×	39 1.0×	28	268
Natalia Sizova United States	7	242 0.8×	177 0.7×	79 0.9×	31 0.6×	20 0.5×	13	273

Countries citing papers authored by Ercan Balaban

Since Specialization

Citations

This map shows the geographic impact of Ercan Balaban's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ercan Balaban with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ercan Balaban more than expected).

Fields of papers citing papers by Ercan Balaban

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ercan Balaban. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ercan Balaban. The network helps show where Ercan Balaban may publish in the future.

Co-authorship network of co-authors of Ercan Balaban

This figure shows the co-authorship network connecting the top 25 collaborators of Ercan Balaban. A scholar is included among the top collaborators of Ercan Balaban based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ercan Balaban. Ercan Balaban is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Balaban, Ercan, et al.. (2018). Distributional characteristics of interday stock returns and their asymmetric conditional volatility: Firm-level evidence. Physica A Statistical Mechanics and its Applications. 508. 280–288. 2 indexed citations

Balaban, Ercan, et al.. (2018). Color of Noise: Comparative Analysis of Sub-Periodic Variation in Empirical Hurst Exponent Across Foreign Currency Changes and Their Pairwise Differences. SSRN Electronic Journal. 2 indexed citations

Balaban, Ercan, et al.. (2018). Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence. Physica A Statistical Mechanics and its Applications. 503. 905–915. 3 indexed citations

Balaban, Ercan, et al.. (2016). Forecasting the term structure of volatility of crude oil price changes. Economics Letters. 141. 116–118. 3 indexed citations

Balaban, Ercan, et al.. (2015). Trading session effects on stock returns and their conditional volatility: Firm-level evidence from a European Union accession country. Physica A Statistical Mechanics and its Applications. 446. 264–271. 2 indexed citations

Balaban, Ercan, et al.. (2006). Forecasting stock market volatility: Further international evidence. European Journal of Finance. 12(2). 171–188. 27 indexed citations

Balaban, Ercan, et al.. (2006). Volatility clustering and event-induced volatility: Evidence from UK mergers and acquisitions. European Journal of Finance. 12(5). 449–453. 16 indexed citations

Balaban, Ercan, et al.. (2005). Forecasting Stock Market Volatility. The Journal of Portfolio Management. 9 indexed citations

Balaban, Ercan, et al.. (2005). A note on return distribution of UK stock indices. Applied Economics Letters. 12(9). 573–576. 3 indexed citations

10.

Balaban, Ercan, et al.. (2005). Stock returns and volatility: empirical evidence from fourteen countries. Applied Economics Letters. 12(10). 603–611. 16 indexed citations

11.

Balaban, Ercan. (2004). Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate. Economics Letters. 83(1). 99–105. 48 indexed citations

12.

Balaban, Ercan. (2004). Forecasting Exchange Rate Volatility. SSRN Electronic Journal. 4 indexed citations

13.

Balaban, Ercan, et al.. (2002). Forecasting Stock Market Volatility: Evidence From Fourteen Countries. SSRN Electronic Journal. 19 indexed citations

14.

Balaban, Ercan. (2002). Comparative Forecasting Performance of Symmetric and Asymmetric Conditional Volatility Models of an Exchange Rate. SSRN Electronic Journal. 10 indexed citations

15.

Balaban, Ercan, et al.. (2001). Stock returns, seasonality and asymmetric conditional volatility in world equity markets. Applied Economics Letters. 8(4). 263–268. 50 indexed citations

16.

Balaban, Ercan, et al.. (1997). A Proposal for a Deposit Insurance System in Turkey. RePEc: Research Papers in Economics. 1(2). 1–22.

17.

Balaban, Ercan, et al.. (1997). A note on the efficiency of financial markets in a developing country. Applied Economics Letters. 4(2). 109–112. 15 indexed citations

18.

Balaban, Ercan. (1995). Day of the week effects: new evidence from an emerging stock market. Applied Economics Letters. 2(5). 139–143. 105 indexed citations

19.

Balaban, Ercan. (1995). İstanbul Menkul Kıymetler Borsasında Ocak Ayı Etkisi, Ömer Hayyam Etkisi Ve Ümit Yaşar Etkisi. İktisat İşletme ve Finans. 10(113). 1 indexed citations

20.

Balaban, Ercan, et al.. (1995). İstanbul Menkul Kıymetler Borsasında Bahama Etkileri. İktisat İşletme ve Finans. 10(113). 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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