title   
  

Subject: HG4501-6051 Investment, capital formation, speculation

Number of items at this level: 14.

2014

Atılgan, Yiğit (2014) Volatility spreads and earnings announcement returns. Journal of Banking and Finance, 38 . pp. 205-215. ISSN 0378-4266 (Print) 1872-6372 (Online)

Atılgan, Yiğit and Demirtaş, K. Özgür (2014) Risk-adjusted performances of world equity indices. (Accepted/In Press)

Atılgan, Yiğit and Demirtaş, Özgür and Şimşek, Koray Deniz (2014) Studies of equity returns in emerging markets: a literature review. (Accepted/In Press)

2013

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 Bali, Turan G. and Demirtaş, K. Özgür (2013) Reward-to-risk ratios of funds of hedge funds. In: Gregoriou, Greg N., (ed.) Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence. Elsevier, Amsterdam, pp. 275-287. ISBN 978-0-12-401699-6

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, K. Özgür (2013) The intertemporal relation between tail risk and funds of hedge funds returns. In: Gregoriou, Greg N., (ed.) Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence. Elsevier, Amsterdam, pp. 381-392. ISBN 0124016995 ; 978-0124016996

Atılgan, Yiğit and Demirtaş, K. Özgür (2013) Reward-to-risk ratios in Turkish financial markets (Türkiye finans piyasalarında getiri-risk rasyoları). İktisat, İşletme, Finans, 28 (323). pp. 9-32. ISSN 1300-610X (Print) 1308-4658 (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

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 Demirtaş, Özgür and Atılgan, Yiğit (2013) The performance of Hedge fund indices. (Accepted/In Press)

2012

Atılgan, Yiğit and Demirtaş, K. Özgür (2012) Risk-adjusted performances of world equity indices. [Working Paper / Technical Report] Sabanci University ID:10.5900/SU_SOM_WP.2012.19397

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

2008

Yılmaz, Bahri and Başar, Mustafa Doruk (2008) Foreign direct investment in the Mediterranean partner countries, developments and determinants of FDI in the Mediterranean countries. In: Zukrowska, Katarzyna, (ed.) Euro-Mediterranean Partnership. Warsaw School of Economics, Warsaw, Poland, pp. 65-92. ISBN 978-83-7378-413-0

This list was generated on Sun Dec 21 03:14:29 2014 EET.