Items where Author is "Demirtaş, Özgür"

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 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)

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, 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)

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

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