Publications:

• Bulent Koksal and Mehmet Orhan, “Stock Market Volatility of European Emerging Markets as Signals to Macroeconomic Activities” in Greg N. Gregoriou (Ed.) Emerging Markets: Performance Analysis and Innovation, Chapman Hall-CRC/Taylor and Francis (2009), pp: 215-234.

• M. Nihat Solakoglu, Nazmi Demir and Mehmet Orhan, “Are Macroeconomic Variables Important for the Stock Market Volatility? Evidence from the Istanbul Stock Exchange” in Greg N. Gregoriou (Ed.) Stock Market Volatility, Chapman Hall-CRC/Taylor and Francis (2009), pp: 519-534.

• Mehmet Orhan and Gokhan Karaahmet, “Risk Evaluation of Sectors Traded at the ISE with VaR” in Greg N. Gregoriou (Ed.) The VaR Implementation Handbook, McGraw-Hill (2009), pp: 339-357.

• Mehmet Orhan and M. Nihat Solakoglu, “The Role of Macro and Country-Specific Factors on the Use of Credit Derivatives: Sovereign CDS Market” in Greg N. Gregoriou and Paul Ali (Eds.), The Credit Derivatives Handbook: Global Perspectives, Innovations and Market Drivers, MacGraw-Hill (Finance and Investing), July 2008, pp:77-90.

• Mehmet Orhan, “Calmar Ratio”, “Factor Models”, “Hedging”, and “Optimization” in Greg N. Gregoriou (Ed.) Encyclopedia of Alternative Investments, Chapman-Hall, August 2008.

• Sami Keskek and Mehmet Orhan, "Inflation and Inflation Uncertainty in Turkey", Applied Economics (online version), 2008, pp:1-11.

• Nihat M. Solakoglu and Mehmet Orhan, “Influence of M&As on Firm Value: Turkish Experience” in Greg N. Gregoriou and Karyn Neuhauser (Eds.), Mergers and Acquisitions Current Issues, Palgrave-MacMillan, Nov. 2007, 83-93.

• Mehmet Orhan, “Short and Long Run Performance of IPOs Traded on the Istanbul Stock Exchange” in Greg N. Gregoriou (Ed.) Initial Public Offerings: An International Perspective, Elsevier Finance (2006), Chapter 4, pp. 45-55.

• Mehmet Orhan and Turker Tekten, “Hedge Funds Investing in Emerging Markets” in Greg N. Gregoriou and Dieter Kaiser (Eds.), Hedge Funds and Managed Futures: A Handbook for Institutional Investors, Riskbooks (2006), Chapter 13, pp. 259-274.

• Mehmet Orhan, "Ekonometri Teorisine Kisa Bir Bakis", Akademik Arastirmalar Dergisi, Vol. 7, No. 30, Sep. 2006.

• Mehmet Orhan and Mesut Yilmaz, "Avrupa Risk Sermayesine Teorik Bir Bakis", Active Bankacilik ve Finans, Vol. 8, No. 50, 2006, pp. 36-41.

• Mehmet Orhan and Turker Tekten, "Gelismekte Olan Piyasalarda Hedge Fonlari: Türkiye Örnegi", Active Bankacilik ve Finans, Vol. 8, No. 49, July 2006, pp. 58-67 .

• Sami Keskek and Mehmet Orhan, "Time Series Behavior of the Turkish Exchange Rate", Yapi Kredi Economic Review, Vol. 17, No. 1, June 2006, pp. 1-15.

• Sami Keskek and Mehmet Orhan, "Türkiye'de Döviz Kuru Dinamikleri: 1987:2004", Iktisat Isletme ve Finans, No. 237, Dec. 2005, pp. 92-111.

• Mehmet Dikkaya and Mehmet Orhan, "Economies of the Black Sea Economic Cooperation (BSEC) Countries ", Journal of Economic and Social Research, Vol. 6, No. 2, June 2004, pp. 63-86.

• Gulnur Muradoglu, Asad Zaman, and Mehmet Orhan, "Measuring the Systematic Risk of IPO's Using Empirical Bayes Estimates in the Thinly Traded ISE", International Journal of Business, Vol. 8, No. 3, Jun. 2003, pp. 315-334.

• Mehmet Orhan, "Küresellesmenin Ekonomik Boyutu", Akademik Arastirmalar Dergisi, Vol. 4, No. 15, Jan. 2003, pp. 17-24.

• Asad Zaman, Peter J. Rousseeuw and Mehmet Orhan, "Econometric Applications of High-Breakdown Robust Regression Techniques", Economics Letters, Vol. 71, No. 1, Apr. 2001, pp. 1-8.

• Mehmet Orhan, "Outlier Detection and Treatment in Econometric Applications", Fatih University, 2001.

• Erdem Basci and Mehmet Orhan, "Reinforcement Learning and Dynamic Optimization", Journal of Economic and Social Research, Vol. 2, No. 1, Jun. 2000, pp. 39-57.

Conference Proceedings

• Asad Zaman, and Mehmet Orhan “Bias Calculation and Corrections of HCCMEs”, 2nd International Workshop on Computational and Financial Econometrics, June 2008, Neuchatel,

• Mehmet Orhan, “Robust HCCME Performances in Small Samples”, 3rd IASC World Conference on CSDA, Limassol, Southern Cyprus, Oct. 2005.

• Mehmet Orhan and Asad Zaman, “Comparison of Several Heteroskedasticity-Consistent Covariance Matrix Estimators”, METU ERC Conference, Ankara, Sep. 2000, pp. 1-20