Education Information
1996 - 2002
1996 - 2002Doctorate
University of Essex, Faculty Of Social Sciences, İktisat, United Kingdom
1994 - 1995
1994 - 1995Postgraduate
University of Reading, Isma Institute, İktisat, United Kingdom
1987 - 1992
1987 - 1992Undergraduate
Middle East Technical University, Faculty Of Economic And Administrative Sciences, İşletme, Turkey
Dissertations
2002
2002Doctorate
Cross market arbitrage and option pricing with long memory in volatility: theory and evidence from LIFFE FTSE-100 index futures and options
University of Essex, Faculty Of Social Sciences, Department Of Economics
1995
1995Postgraduate
Leasing in Turkey
University of Reading, Isma Institute
Foreign Languages
C1 Advanced
C1 AdvancedEnglish
Research Areas
Social Sciences and Humanities
Banking - Insurance
Banking and Finance
Financial Economics
Computer Sciences
Artificial Intelligence, Computer Learning and Pattern Recognition
Evolutionary Computing
Neural Networks
Engineering and Technology
Academic Titles / Tasks
2018 - Continues
2018 - ContinuesProfessor
Akdeniz University, Faculty of Applied Sciences, Department of Finance and Banking
2016 - 2018
2016 - 2018Professor
Akdeniz University, Faculty of Economics and Administrative Sciences, Department of Banking and Finance
2011 - 2016
2011 - 2016Associate Professor
Akdeniz University, Faculty of Economics and Administrative Sciences, Department of Business
2005 - 2011
2005 - 2011Assistant Professor
Akdeniz University, Faculty of Economics and Administrative Sciences, Department of Business
2002 - 2005
2002 - 2005Lecturer PhD
Akdeniz University, Faculty of Economics and Administrative Sciences, Department of Business
2001 - 2002
2001 - 2002Instructor
London Guildhall University, Faculty Of Social Sciences, Department Of Economics
2000 - 2001
2000 - 2001Research Assistant
University of Essex, Faculty Of Social Sciences, Department Of Accounting, Finance And Management
1999 - 2001
1999 - 2001Research Assistant
University of Essex, Faculty Of Social Sciences, Department Of Economics
1999 - 2000
1999 - 2000Research Assistant
University of Essex, Faculty Of Social Sciences, Department Of Economics
Courses
Advising Theses
2015
2015Postgraduate
İMKB 100 endks vadeli işlem sözleşmesi’nin etkinliğinin test edilmesi
ER H.
N.Büyükdağ(Student)
2014
2014Postgraduate
Risk sermayesi yatırımları ile makro ekonomik değişkenler arasındaki ilişki
ER H.
G.Aygüneş(Student)
2011
2011Postgraduate
MKB’de işlem gören firmaların muhasebe değişkenleri ile betaları arasındaki ilişki
ER H.
İ.Kaya(Student)
2011
2011Doctorate
Konaklama işletmelerinde çevresel maliyet faktörlerinin çevre muhasebesi üzerine etkileri: Türkiye - Birleşik Krallık uygulaması
ER H.
S.Aydın(Student)
2010
2010Postgraduate
AB’ye uyum çerçevesinde Basel II kriterleri ve Türkiye’deki kobiler üzerine etkileri : Antalya ilindeki bir işletme üzerine bir uygulama
ER H.
K.Gürsoy(Student)
2010
2010Postgraduate
Antalya organize sanayi bölgesi’nde faaliyette olan firmaların önem verdikleri sermaye bütçeleme tekniklerinin belirlenmesi üzerine bir uygulama
ER H.
M.Çiğdem(Student)
2006
2006Doctorate
Hisse senedi yatırım kararlarında genetik algoritmaların kullanımı
ER H.
M.Koray(Student)
2004
2004Postgraduate
FTSE-100 endeks gelecek sözleşmeleri ile FTSE-100 endeks opsiyon sözleşmeleri arasındaki put-call paritesi ilişkisinin test edilmesi
ER H.
E.Cengiz(Student)
Published journal articles indexed by SCI, SSCI, and AHCI
2017
2017The application of technical trading rules developed from spot market prices on futures market prices using CAPM
Er H., Hushmat A.
EURASIAN BUSINESS REVIEW
, vol.7, no.3, pp.313-353, 2017 (SSCI)
2008
2008EDDIE for Discovering Arbitrage Opportunities
Tsang E., Markose S., Garcia A., ER H.
NUMERICAL METHODS FOR FINANCE
, pp.281-284, 2008 (SCI-Expanded)
Articles Published in Other Journals
2015
2015The Hedging Effectiveness and the Stability of the Optimal Hedge Ratios: Evidence for the Istanbul Stock Exchange 30 Contract.
Er H.
Journal of Business Economics and Finance-JBEF , vol.4, no.3, pp.351-362, 2015 (Peer-Reviewed Journal)
2015
2015The Impact of Equity Index Futures Trading on the Underlying Index Volatility: Evidence for the ISE-30 Stock Index Futures contracts
ER H., Al-Masri W., Adolessossi K.
Journal of Economics, Finance and Accounting –JEFA
, vol.2, no.2, pp.266-276, 2015 (Peer-Reviewed Journal)
2014
2014On the Performance of Artificial Intelligence Methods for Failure Prediction: Evidence From Istanbul Stock Exchange
ER H.
International Journal of Economics and Finance Studies , vol.6, no.1, pp.29-41, 2014 (Scopus)
2012
2012The Relationship between Accounting Beta and CAPM: Evidence from Turkey
ER H., KAYA İ.
International Journal of Social Sciences and Humanity Studies (IJ-SSHS) , vol.4, no.2, pp.233-243, 2012 (Peer-Reviewed Journal)
2011
2011The Impact of the Leverage Provided by the Futures on the Performance of Technical Indicators: Evidence from Turkey.
ER H., Hushmart A.
World of Accounting Science , vol.4, no.2, pp.91-101, 2011 (Peer-Reviewed Journal)
2009
2009Performance of portfolio insurance strategies: Evidence from Turkey
ER H., ERDOĞAN AKTAN H.
International Journal of Economics and Finance , vol.1, no.2, pp.35-44, 2009 (Peer-Reviewed Journal)
2005
2005CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE
TSANG E., MARKOSE S., ER H.
NEW MATHEMATICS AND NATURAL COMPUTATION , vol.01, pp.435-447, 2005 (ESCI)
2005
2005Finansta Evrimsel Algoritmik Yaklaşımlar: Genetik Algoritma Uygulamaları
ER H., ÇETİN M. K., İPEKÇİ ÇETİN E.
Akdeniz Üniversitesi İİBF Dergisi , vol.5, no.10, pp.73-94, 2005 (Peer-Reviewed Journal)
2000
2000EDDIE in financial decision making
Tsang E., Li J., Markose S., Er H., Salhi A., Iori G.
The Journal of Management and Economics , vol.4, pp.1-13, 2000 (Peer-Reviewed Journal)
Refereed Congress / Symposium Publications in Proceedings
2016
2016Price Discovery Dynamics in Turkish Equity Index Futures Market
ATEŞ A., ER H.
Vietnam International Conference in Finance, Danang, Vietnam, 9 - 10 June 2016, vol.1, no.1, pp.36-37
2016
2016Pricing Efficiency of a Failed Futures Contract: A Transactions Data Analysis of the ISE 100 Futures
ER H.
IX. European Conference on Social and Behavioral Sciences, Paris, France, 3 - 06 February 2016, pp.387
2015
2015The Relationship Between The Hedging Effectiveness And The Failure Of Futures Contracts: An Analysis Of The Istanbul Stock Exchange 100 Index Futures
ER H., Peker İ.
International Conference on the Changing World and Social Research, Viyana, Austria, 25 August - 28 May 2015, vol.1, pp.492-501
2014
2014Intraday Price Discovery Process in the ISE 30 Stock Index Futures
ATEŞ A., ER H.
The 24th International Conference of The International Trade and Finance Association, Kayseri, Turkey, 21 - 24 May 2014, vol.1, pp.1
2009
2009Interval Effect on the Estimation of Beta: Evidence from Istanbul Stock Exchange
ER H., Aydın S.
Annual American Business Research Conference, New York, United States Of America, 28 - 29 September 2009, vol.1, pp.1-8
2008
2008Constructing Trading Rules Using Technical Analysis and EDDIE: Evidence from an Emerging Market
ER H., ÇETİN M. K.
The 6th International Symposium on Intelligent and Manufacturing Systems, Sakarya, Turkey, 14 - 17 October 2008, vol.1, pp.695-703
2008
2008CONSTRUCTING TRADING RULES USING TECHNICAL ANALYSIS AND EDDIE: EVIDENCE FROM AN EMERGING MARKET
ER H., ÇETİN M. K.
6th International Symposium on Intelligent and Manufacturing Systems, Sakarya, Turkey, 14 - 16 October 2008, pp.695-703
2008
2008An Application of Artificial Intelligence Methods on an Emerging Market’s Foreign Exchange Rates
ÇETİN M. K., ER H., TOSUN Ö.
International Conference on Social Sciences-Sobiad, Turkey, 1 - 04 August 2008, pp.129-142
0
0An Application of Artificial Intelligence Methods on an Emerging Market’s Foreign Exchange Rates
ÇETİN M. K., ER H., TOSUN Ö.
International Conference on Social Sciences-Sobiad, Turkey
0
0An Application of Artificial Intelligence Methods on an Emerging Market’s Foreign Exchange Rates
ÇETİN M. K., ER H., TOSUN Ö.
International Conference on Social Sciences-Sobiad, Turkey
2007
2007Importance of Solid Waste Recycling for Organizations
ER H., Herguner S. A.
16th World Business Congress, Maastricht, Netherlands, 4 - 08 July 2007, vol.16, pp.539-543
2006
2006Profit Maximization Obtained from Solid Waste Recycling: A Linear Program Model for a Compost Establishment
Aydın S., YENİDOĞAN T., Turan G., ER H.
18th International Congress on Social and Environmental Accounting Research, St-Andrews, United Kingdom, 6 - 08 September 2006
2005
2005Using EDDIE to Search for Profitable Investment Opportunities in Istanbul Stock Exchange (ISE)
ER H., ÇETİN M. K., İPEKÇİ ÇETİN E., Sekreter S.
9th International Research/Expert Conference, Antalya, Turkey, 26 - 30 September 2005, pp.697-700
2005
2005Using EDDIE to Search for Profitable Investment Opportunities in Istanbul Stock Exchange (ISE)
ER H., ÇETİN M. K., İPEKÇİ ÇETİN E., Sekreter S.
The 9th International Research/Expert Conference, Antalya, Turkey, 26 - 30 September 2005, vol.1, pp.697-700
2005
2005Using EDDIE to Search for Profitable Investment Opportunities in Istanbul Stock Exchange (ISE)
ER H., ÇETİN M. K., İPEKÇİ ÇETİN E., SEKRETER M. S.
9th International Research/Expert Conference “Trends in the Development of Machinery and Associated Technology, Antalya, Turkey, 26 - 30 September 2005, pp.697-700
2005
2005Ussing EDDIE to search for profitable Investment Opportunities in İstanbul Stock Exchange (ISE)
ER H., ÇETİN M. K., İPEKÇİ ÇETİN E., Sekreter M.
9th International Research/Expert Conference, Antalya, Turkey, 26 - 30 September 2005, pp.697-700
2005
2005Long Memory in Volatility: An Examination of Turkish Foreign Exchange Market
ÇETİN M. K., ER H.
The Fourteenth Annual World Business Congress of the IMDA, Granada, Spain, 10 - 14 July 2005, vol.1, pp.422-427
2005
2005Long Memory in Volatility: An Examination of Turkish Foreign Exchange Market
ÇETİN M. K., ER H.
14th World Business Congress, Granada, Spain, 10 - 14 July 2005, pp.422-427
2001
2001Evolutionary arbitrage for FTSE index options and futures
Markose S., Tsang E., ER H., Salhi A.
Congress on Evolutionary Computation, CEC 2001 (Special Session on Time Series Analysis & Compumetric Forecasting), Seul, South Korea, 27 - 30 May 2001, vol.1, pp.275-282
2001
2001Evolutionary arbitrage for FTSE-100 index options and futures
Markose S., Tsang E., Er H., Salhi A.
Congress on Evolutionary Computation 2001, Soul, South Korea, 27 - 30 May 2001, vol.1, pp.418-425
Books & Book Chapters
2008
2008EDDIE for Discovering Arbitrage Opportunities
Markose S., Tsang E., Garcia A., ER H.
in: Numerical Methods for Finance, John Miller, David Edelman, John Appleby, Editor, Chapman & Hall/Crc, Boca Raton, Fl, pp.281-284, 2008
2002
2002Evolutionary Decision Trees in FTSE-100 Index Options and Futures Arbitrage
Markose S., Tsang E., ER H.
in: Genetic Algorithms and Programming in Computational Finance, S-H. Chen , Editor, Kluwer Academic Publishers, Norwell, Ma, pp.231-308, 2002
Awards
April 2005
April 2005