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Details about Yiğit Atılgan

Homepage:http://myweb.sabanciuniv.edu/yatilgan
Workplace:Yönetim Bilimleri Fakültesi (School of Management), Sabancı Üniversitesi (Sabanci University), (more information at EDIRC)

Access statistics for papers by Yiğit Atılgan.

Last updated 2020-04-17. Update your information in the RePEc Author Service.

Short-id: pat129


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Journal Articles

2020

  1. Downside beta and the cross section of equity returns: A decade later
    European Financial Management, 2020, 26, (2), 316-347 Downloads
  2. Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns
    Journal of Financial Economics, 2020, 135, (3), 725-753 Downloads

2019

  1. Global downside risk and equity returns
    Journal of International Money and Finance, 2019, 98, (C), - Downloads View citations (1)

2016

  1. Derivative markets in emerging economies: A survey
    International Review of Economics & Finance, 2016, 42, (C), 88-102 Downloads View citations (6)
  2. Liquidity and equity returns in Borsa Istanbul
    Applied Economics, 2016, 48, (52), 5075-5092 Downloads View citations (2)
  3. Risk-Adjusted Performances of World Equity Indices
    Emerging Markets Finance and Trade, 2016, 52, (3), 706-721 Downloads View citations (1)
  4. Share issuance and equity returns in Borsa Istanbul
    International Review of Economics & Finance, 2016, 43, (C), 320-333 Downloads View citations (1)

2015

  1. Cross‐Listed Bonds, Information Asymmetry, and Conservatism in Credit Ratings
    Journal of Money, Credit and Banking, 2015, 47, (5), 897-929 Downloads View citations (2)
  2. Implied Volatility Spreads and Expected Market Returns
    Journal of Business & Economic Statistics, 2015, 33, (1), 87-101 Downloads View citations (4)
  3. Macroeconomic factors and equity returns in Borsa İstanbul
    Iktisat Isletme ve Finans, 2015, 30, (349), 09-30 View citations (1)
  4. Studies of Equity Returns in Emerging Markets: A Literature Review
    Emerging Markets Finance and Trade, 2015, 51, (4), 757-773 Downloads View citations (2)

2014

  1. Volatility spreads and earnings announcement returns
    Journal of Banking & Finance, 2014, 38, (C), 205-215 Downloads View citations (5)

2013

  1. Downside Risk in Emerging Markets
    Emerging Markets Finance and Trade, 2013, 49, (3), 65-83 Downloads View citations (2)
  2. Reward-to-Risk Ratios in Turkish Financial Markets
    Iktisat Isletme ve Finans, 2013, 28, (323), 9-32 View citations (1)
  3. The performance of hedge fund indices
    Borsa Istanbul Review, 2013, 13, (3), 30-52 Downloads View citations (1)

Books

2013

  1. Investing in Hedge Funds
    Elsevier Monographs, Elsevier Downloads
 
Page updated 2020-06-02