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Creator/Author/Editor: Demirtaş, Özgür

2016

Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk (2016) Liquidity and equity returns in Borsa Istanbul. Applied Economics, 48 (52). pp. 5075-5092. ISSN 0003-6846 (Print) 1466-4283 (Online)

Atılgan, Yiğit and Demirtaş, Özgür and Erdoğan, Alper (2016) Share issuance and equity returns in Borsa Istanbul. International Review of Economics and Finance, 43 . pp. 320-333. ISSN 1059-0560 (Print) 1873-8036 (Online)

Atılgan, Yiğit and Demirtaş, Özgür and Şimşek, Koray Deniz (2016) Derivative markets in emerging economies: a survey. International Review of Economics and Finance, 42 . pp. 88-102. ISSN 1059-0560 (Print) 1873-8036 (Online)

2015

Atılgan, Yiğit and Demirtaş, Özgür and Şimşek, Koray Deniz (2015) Studies of equity returns in emerging markets: a literature review. Emerging Markets Finance and Trade, 51 (4). pp. 757-773. ISSN 1540–496X (Print) 1558-0938 (Online)

Atılgan, Yiğit and Demirtaş, Özgür and Erdoğan, Alper (2015) Macroeconomic factors and equity returns in Borsa Istanbul. İktisat, İşletme ve Finans, 30 (349). pp. 9-30. ISSN 1300-610X (Print) 1308-4658 (Online)

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür (2015) Implied volatility spreads and expected market returns. Journal of Business and Economic Statistics, 33 (1). pp. 87-101. ISSN 0735-0015 (Print) 1537-2707 (Online)

2013

Bali, Turan G. and Brown, Stephen J. and Demirtaş, Özgür (2013) Do hedge funds outperform stocks and bonds? Management Science, 59 (8). pp. 1887-1903. ISSN 0025-1909 (Print) 1526-5501 (Online)

Bali, Turan G. and Atılgan, Yiğit and Demirtaş, Özgür (2013) Investing in hedge funds: a guide to measuring risk and return characteristics. Elsevier, Amsterdam. ISBN 9780124047310 (Print) 9780124051690 (Online)

Atılgan, Yiğit and Demirtaş, Özgür (2013) Downside risk in emerging markets. Emerging Markets Finance and Trade, 49 (3). pp. 65-83. ISSN 1540–496X

Atılgan, Yiğit and Demirtaş, Özgür and Erdoğan, Alper (2013) Share issuance and equity returns in the Istanbul stock exchange. [Working Paper / Technical Report] Sabanci University ID:UNSPECIFIED

2012

Demirtaş, Özgür and Cornaggia, Kimberly Rodgers (2012) Initial credit ratings and earnings management. (Accepted/In Press)

This list was generated on Mon Dec 5 11:42:17 2016 +03.