Items where Author is "Atılgan, Yiğit"

Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk and Kirli, Imra (2023) Mood seasonality around the globe. Pacific Basin Finance Journal, 82 . ISSN 0927-538X (Print) 1879-0585 (Online)

Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk and Kirli, Imra (2023) Average skewness in global equity markets. International Review of Finance, 23 (2). pp. 245-271. ISSN 1369-412X (Print) 1468-2443 (Online)

Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk and Öztekin, Mustafa (2022) Price discovery in emerging market ETFs. Applied Economics, 54 (47). pp. 5476-5496. ISSN 0003-6846 (Print) 1466-4283 (Online)

Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk and Kirli, Imra (2022) Momentum and downside risk in emerging markets. Journal of Portfolio Management, 48 (8). pp. 44-58. ISSN 0095-4918 (Print) 2168-8656 (Online)

Atılgan, Yiğit and Bali, Turan G. and Günaydın, A. Doruk (2021) Hedge fund strategies in the post-crisis era. In: Cumming, Douglas and Johan, Sofia and Wood, Geoffrey, (eds.) The Oxford Handbook of Hedge Funds. Oxford University Press, pp. 136-159. ISBN 9780198840954 (Print) 9780191876554 (Online)

Akdoğu, Evrim and Atılgan, Yiğit (2021) The impact of debt covenants on earnings announcement returns. Applied Economics, 53 (50). pp. 5826-5842. ISSN 0003-6846 (Print) 1466-4283 (Online)

Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk (2021) Predicting equity returns in emerging markets. Emerging Markets Finance and Trade, 57 (13). pp. 3721-3738. ISSN 1540-496X (Print) 1558-0938 (Online)

Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, Ali Doruk and Kırlı Öziş, Rabia İmra (2020) Decomposing value globally. Applied Economics, 52 (42). pp. 4659-4676. ISSN 0003-6846 (Print) 1466-4283 (Online)

Goodwin, John and Atılgan, Yiğit and Şimşir, Şerif Aziz and Ahmed, Kamran (2020) Investor reaction to accounting misstatements under IFRS: Australian evidence. Accounting and Finance, 60 (3). pp. 2467-2512. ISSN 0810-5391 (Print) 1467-629X (Online)

Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, Ali Doruk (2020) Downside beta and the cross section of equity returns: a decade later. European Financial Management, 26 (2). pp. 316-347. ISSN 1354-7798 (Print) 1468-036X (Online)

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür and Günaydın, Ali Doruk (2020) Left-tail momentum: underreaction to bad news, costly arbitrage and equity returns. Journal of Financial Economics, 135 (3). pp. 725-753. ISSN 0304-405X (Print) 1879-2774 (Online)

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür and Günaydın, Ali Doruk (2019) Global downside risk and equity returns. Journal of International Money and Finance, 98 . ISSN 0261-5606 (Print) 1873-0639 (Online)

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür and Günaydın, A. Doruk (2018) Downside beta and equity returns around the world. Journal of Portfolio Management, 44 (7). pp. 39-54. ISSN 0095-4918 (Print) 2168-8656 (Online)

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)

Atılgan, Yiğit and Demirtaş, K. Özgür (2016) Risk-adjusted performances of world equity indices. Emerging Markets Finance and Trade, 52 (3). pp. 706-721. ISSN 1540-496X (Print) 1558-0938 (Online)

Atılgan, Yiğit and Ghosh, Aloke and Yan, Meng and Zhang, Jieying (2015) Cross-listed bonds, information asymmetry and conservatism in credit ratings. Journal of Money, Credit and Banking, 47 (5). pp. 897-929. ISSN 0022-2879 (Print) 1538-4616 (Online)

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)

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)

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 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 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 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