Details about Yiğit Atılgan

Access statistics for papers by Yiğit Atılgan.

Last updated 2025-05-08. Update your information in the RePEc Author Service.

Short-id: pat129

Working Papers

2023

1. Does the Carbon Premium Reflect Risk or Mispricing?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

Journal Articles

2025

1. Aggregate earnings and global equity returns
   Journal of International Financial Markets, Institutions and Money, 2025, 100, (C)

2024

2. Performance implications of hedging with industry ETFs
   Global Finance Journal, 2024, 61, (C)

2023

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

2022

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

2021

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

2020

8. Decomposing value globally
   Applied Economics, 2020, 52, (42), 4659-4676
9. Downside beta and the cross section of equity returns: A decade later
   European Financial Management, 2020, 26, (2), 316-347 View citations (5)
10. Investor reaction to accounting misstatements under IFRS: Australian evidence
    Accounting and Finance, 2020, 60, (3), 2467-2512 View citations (2)
11. Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns
    Journal of Financial Economics, 2020, 135, (3), 725-753 View citations (75)

2019

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

2016

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

2015

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

2014

21. Volatility spreads and earnings announcement returns
    Journal of Banking & Finance, 2014, 38, (C), 205-215 View citations (26)

2013

22. Downside Risk in Emerging Markets
    Emerging Markets Finance and Trade, 2013, 49, (3), 65-83 View citations (8)
23. Reward-to-Risk Ratios in Turkish Financial Markets
    Iktisat Isletme ve Finans, 2013, 28, (323), 9-32 View citations (1)
24. 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)