Details about Yiğit Atılgan

Access statistics for papers by Yiğit Atılgan.

Last updated 2024-01-05. Update your information in the RePEc Author Service.

Short-id: pat129

Journal Articles

2023

1. Average skewness in global equity markets
   International Review of Finance, 2023, 23, (2), 245-271
2. Mood seasonality around the globe
   Pacific-Basin Finance Journal, 2023, 82, (C)

2022

3. Price discovery in emerging market ETFs
   Applied Economics, 2022, 54, (47), 5476-5496

2021

4. Predicting Equity Returns in Emerging Markets
   Emerging Markets Finance and Trade, 2021, 57, (13), 3721-3738
5. The impact of debt covenants on earnings announcement returns
   Applied Economics, 2021, 53, (50), 5826-5842

2020

6. Decomposing value globally
   Applied Economics, 2020, 52, (42), 4659-4676
7. Downside beta and the cross section of equity returns: A decade later
   European Financial Management, 2020, 26, (2), 316-347 View citations (3)
8. Investor reaction to accounting misstatements under IFRS: Australian evidence
   Accounting and Finance, 2020, 60, (3), 2467-2512 View citations (2)
9. Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns
   Journal of Financial Economics, 2020, 135, (3), 725-753 View citations (60)

2019

10. Global downside risk and equity returns
    Journal of International Money and Finance, 2019, 98, (C), - View citations (11)

2016

11. Derivative markets in emerging economies: A survey
    International Review of Economics & Finance, 2016, 42, (C), 88-102 View citations (15)
12. Liquidity and equity returns in Borsa Istanbul
    Applied Economics, 2016, 48, (52), 5075-5092 View citations (2)
13. Risk-Adjusted Performances of World Equity Indices
    Emerging Markets Finance and Trade, 2016, 52, (3), 706-721 View citations (1)
14. Share issuance and equity returns in Borsa Istanbul
    International Review of Economics & Finance, 2016, 43, (C), 320-333 View citations (1)

2015

15. Cross‐Listed Bonds, Information Asymmetry, and Conservatism in Credit Ratings
    Journal of Money, Credit and Banking, 2015, 47, (5), 897-929 View citations (6)
16. Implied Volatility Spreads and Expected Market Returns
    Journal of Business & Economic Statistics, 2015, 33, (1), 87-101 View citations (18)
17. Macroeconomic factors and equity returns in Borsa İstanbul
    Iktisat Isletme ve Finans, 2015, 30, (349), 09-30 View citations (1)
18. Studies of Equity Returns in Emerging Markets: A Literature Review
    Emerging Markets Finance and Trade, 2015, 51, (4), 757-773 View citations (10)

2014

19. Volatility spreads and earnings announcement returns
    Journal of Banking & Finance, 2014, 38, (C), 205-215 View citations (24)

2013

20. Downside Risk in Emerging Markets
    Emerging Markets Finance and Trade, 2013, 49, (3), 65-83 View citations (7)
21. Reward-to-Risk Ratios in Turkish Financial Markets
    Iktisat Isletme ve Finans, 2013, 28, (323), 9-32 View citations (1)
22. The performance of hedge fund indices
    Borsa Istanbul Review, 2013, 13, (3), 30-52 View citations (3)

Books

2013

1. Investing in Hedge Funds
   Elsevier Monographs, Elsevier View citations (1)