Riza Demirer - Economic Research Forum (ERF)

Riza Demirer

Research Fellows

Professor, Department of Economics & Finance, Southern Illinois University Edwardsville


Areas of Interest:

  • Investments
  • Derivatives and Risk Management
  • Energy & Commodity Markets
  • Real Options
  • Decision Theory

Education:

  • Ph.D., Business, University of Kansas, Lawrence, Kansas, 2003
  • M.S., Operations Research, Lancaster University, Lancaster, England, 1995
  • B.S., Industrial Engineering, Bogazici University, Istanbul, Turkey, 1994

Experience:

  • Professor, Department of Economics & Finance, Southern Illinois University Edwardsville, 2016–present.
  • Associate Professor, Department of Economics & Finance, Southern Illinois University Edwardsville, 2009–2016.
  • Assistant Professor, Department of Economics & Finance, Southern Illinois University Edwardsville, 2003–2009.
  • Instructor, School of Business, University of Kansas, 1999–2003.
  • Research Assistant, School of Business, University of Kansas, 1997–1999.

Latest Publications:

  • Demirer, R., Yuksel, A., Yuksel, A. (2017). Flight to quality and the predictability of reversals: The role of market states and global factors. Research in International Business and Finance, forthcoming.
  • Balcilar, M., R. Demirer, R. Gupta, M. Wohar (2017). Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach. Journal of Economics and Finance, forthcoming.
  • Demirer, R., C. Pierdzioch, H. Zhang (2017). On the Short-Term Predictability of Stock Returns: A Quantile-Boosting Approach, Finance Research Letters, forthcoming.
  • Balcilar, M., M. Bonato, R. Demirer, R. Gupta (2017). Geopolitical Risks and Stock Market Dynamics of the BRICS. Economic Systems, forthcoming.
  • Balcilar, M., R. Demirer, T. Ulussever (2017). Does speculation in the oil market drive investor herding in emerging stock markets? Energy Economics 65, 50-63.
  • Balcilar, M., M. Bonato, R. Demirer, R. Gupta (2017). The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach, Resources Policy 51, 77-84.

Working Papers

Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?

This paper examines the dynamic relationship between global factors and herding behavior in the oil-rich ... read more


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