Vedat Akgiray

1.8k total citations · 1 hit paper
21 papers, 1.2k citations indexed

About

Vedat Akgiray is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Vedat Akgiray has authored 21 papers receiving a total of 1.2k indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Finance, 11 papers in Economics and Econometrics and 7 papers in General Economics, Econometrics and Finance. Recurrent topics in Vedat Akgiray's work include Financial Risk and Volatility Modeling (11 papers), Complex Systems and Time Series Analysis (9 papers) and Monetary Policy and Economic Impact (6 papers). Vedat Akgiray is often cited by papers focused on Financial Risk and Volatility Modeling (11 papers), Complex Systems and Time Series Analysis (9 papers) and Monetary Policy and Economic Impact (6 papers). Vedat Akgiray collaborates with scholars based in United States, Türkiye and Germany. Vedat Akgiray's co-authors include G. Geoffrey Booth, Christopher G. Lamoureux, Bruce Seifert, Kürşat Aydoğan and Bengi Ertuna and has published in prestigious journals such as The Review of Economics and Statistics, Journal of Business and Economic Statistics and The Journal of Business.

In The Last Decade

Vedat Akgiray

18 papers receiving 991 citations

Hit Papers

Conditional Heteroscedasticity in Time Series of Stock Re... 1989 2026 2001 2013 1989 200 400 600
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts
    1989 604 citations Vedat Akgiray The Journal of Business profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Vedat Akgiray United States 12 981 861 349 128 85 21 1.2k
Jimmy E. Hilliard United States 15 850 0.9× 735 0.9× 272 0.8× 76 0.6× 96 1.1× 72 1.1k
Louis O. Scott United States 14 1.9k 1.9× 781 0.9× 486 1.4× 113 0.9× 47 0.6× 25 2.0k
Mico Loretan Switzerland 13 1.1k 1.2× 1.2k 1.4× 818 2.3× 74 0.6× 71 0.8× 28 1.7k
Suzanne S. Lee United States 11 936 1.0× 643 0.7× 188 0.5× 64 0.5× 93 1.1× 19 1.1k
Joann Jasiak Canada 16 984 1.0× 688 0.8× 361 1.0× 173 1.4× 75 0.9× 48 1.3k
John M. Maheu Canada 19 1.1k 1.1× 980 1.1× 421 1.2× 162 1.3× 49 0.6× 49 1.4k
Noah Williams United States 15 445 0.5× 855 1.0× 685 2.0× 149 1.2× 54 0.6× 35 1.2k
Giovanni Barone‐Adesi Switzerland 20 2.1k 2.1× 1.1k 1.3× 417 1.2× 180 1.4× 176 2.1× 79 2.3k
Nicholas Polson United States 8 1.3k 1.3× 647 0.8× 196 0.6× 127 1.0× 52 0.6× 15 1.5k
Salih N. Neftçi United States 13 717 0.7× 1.1k 1.3× 818 2.3× 202 1.6× 78 0.9× 39 1.5k

Countries citing papers authored by Vedat Akgiray

Since Specialization
Citations

This map shows the geographic impact of Vedat Akgiray'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 Vedat Akgiray with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Vedat Akgiray more than expected).

Fields of papers citing papers by Vedat Akgiray

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Vedat Akgiray. 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 Vedat Akgiray. The network helps show where Vedat Akgiray may publish in the future.

Co-authorship network of co-authors of Vedat Akgiray

This figure shows the co-authorship network connecting the top 25 collaborators of Vedat Akgiray. A scholar is included among the top collaborators of Vedat Akgiray 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 Vedat Akgiray. Vedat Akgiray is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Akgiray, Vedat. (2019). Good Finance. Bristol University Press eBooks.
2.
Akgiray, Vedat, et al.. (2016). Emeklilik Fonlari ve Finansal Istikrar:Sili ve Turkiye Orneklerinden Dersler. International Journal of Finance & Banking Studies (2147-4486). 5(2). 1–20.
3.
Akgiray, Vedat, et al.. (2016). Robust term structure estimation in developed and emerging markets. Annals of Operations Research. 260(1-2). 23–49. 6 indexed citations
4.
Akgiray, Vedat, et al.. (2016). Emeklilik Fonlar? ve Finansal ?stikrar. International Journal of Finance & Banking Studies (2147-4486). 5(2). 1–20. 4 indexed citations
5.
Akgiray, Vedat, et al.. (2015). Predictability of Emerging Market Local Currency Bond Risk Premia. Emerging Markets Finance and Trade. 52(7). 1627–1646. 8 indexed citations
6.
Akgiray, Vedat & G. Geoffrey Booth. (2008). Modeling the Stochastic Behavior of Canadian Foreign Exchange Rates. 2 indexed citations
7.
Akgiray, Vedat, et al.. (2004). The statistical evolution of prices on the Istanbul stock exchange. European Journal of Finance. 10(6). 510–525. 16 indexed citations
8.
Akgiray, Vedat, et al.. (2003). Knowledge representation for investment strategy selection. 189–196.
9.
Ertuna, Bengi, et al.. (2003). The Effect of the Issuer-Underwriter Relationship on IPOs: The Case of an Emerging Market. ˜The œjournal of entrepreneurial finance. 8(3). 43–55. 4 indexed citations
10.
Akgiray, Vedat, et al.. (1991). Conditional Dependence in Precious Metal Prices. Financial Review. 26(3). 367–386. 45 indexed citations
11.
Akgiray, Vedat. (1989). Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts. The Journal of Business. 62(1). 55–55. 604 indexed citations breakdown →
12.
Akgiray, Vedat & Christopher G. Lamoureux. (1989). Estimation of Stable-Law Parameters: A Comparative Study. Journal of Business and Economic Statistics. 7(1). 85–93. 56 indexed citations
13.
Akgiray, Vedat & Christopher G. Lamoureux. (1989). Estimation of Stable-Law Parameters: A Comparative Study. Journal of Business and Economic Statistics. 7(1). 85–85. 24 indexed citations
14.
Akgiray, Vedat, et al.. (1989). A causal analysis of black and official exchange rates: The turkish case. Review of World Economics. 125(2). 337–345. 27 indexed citations
15.
Akgiray, Vedat & G. Geoffrey Booth. (1988). The Stable-Law Model of Stock Returns. Journal of Business and Economic Statistics. 6(1). 51–51. 56 indexed citations
16.
Akgiray, Vedat & G. Geoffrey Booth. (1988). The Stable-Law Model of Stock Returns. Journal of Business and Economic Statistics. 6(1). 51–57. 133 indexed citations
17.
Akgiray, Vedat, G. Geoffrey Booth, & Bruce Seifert. (1988). Distribution properties of Latin American black market exchange rates. Journal of International Money and Finance. 7(1). 37–48. 26 indexed citations
18.
Akgiray, Vedat & G. Geoffrey Booth. (1988). Mixed Diffusion-Jump Process Modeling of Exchange Rate Movements. The Review of Economics and Statistics. 70(4). 631–631. 85 indexed citations
19.
Akgiray, Vedat & G. Geoffrey Booth. (1987). COMPOUND DISTRIBUTION MODELS OF STOCK RETURNS: AN EMPIRICAL COMPARISON. The Journal of Financial Research. 10(3). 269–280. 46 indexed citations
20.
Akgiray, Vedat & G. Geoffrey Booth. (1986). STOCK PRICE PROCESSES WITH DISCONTINUOUS TIME PATHS: AN EMPIRICAL EXAMINATION. Financial Review. 21(2). 163–184. 23 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.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Jimmy E. Hilliard Breakdown of academic impact, for papers by Louis O. Scott Breakdown of academic impact, for papers by Mico Loretan Breakdown of academic impact, for papers by Suzanne S. Lee Breakdown of academic impact, for papers by Joann Jasiak Breakdown of academic impact, for papers by John M. Maheu Breakdown of academic impact, for papers by Noah Williams Breakdown of academic impact, for papers by Giovanni Barone‐Adesi Breakdown of academic impact, for papers by Nicholas Polson Breakdown of academic impact, for papers by Salih N. Neftçi
Rankless by CCL
2026