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Yigit Atilgan
Yigit Atilgan
Professor of Finance at Sabanci University
Verified email at sabanciuniv.edu - Homepage
Title
Cited by
Cited by
Year
Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns
Y Atilgan, TG Bali, KO Demirtas, AD Gunaydin
Journal of Financial Economics 135 (3), 725-753, 2020
1962020
Volatility spreads and earnings announcement returns
Y Atilgan
Journal of Banking & Finance 38, 205-215, 2014
97*2014
Implied volatility spreads and expected market returns
Y Atilgan, TG Bali, KO Demirtas
Journal of Business & Economic Statistics 33 (1), 87-101, 2015
54*2015
Global downside risk and equity returns
Y Atilgan, TG Bali, KO Demirtas, AD Gunaydin
Journal of International Money and Finance 98, 102065, 2019
412019
Derivative markets in emerging economies: A survey
Y Atilgan, KO Demirtas, KD Simsek
International Review of Economics & Finance 42, 88-102, 2016
382016
Downside risk in emerging markets
Y Atilgan, KO Demirtas
Emerging Markets Finance and Trade 49 (3), 65-83, 2013
362013
Studies of equity returns in emerging markets: a literature review
Y Atilgan, KO Demirtas, KD Simsek
Emerging Markets Finance and Trade 51 (4), 757-773, 2015
282015
The performance of hedge fund indices
Y Atilgan, TG Bali, KO Demirtas
Borsa Istanbul Review 13 (3), 30-52, 2013
26*2013
Downside Beta and Equity Returns around the World
Y Atilgan, TG Bali, KO Demirtas, AD Gunaydin
The Journal of Portfolio Management 44 (7), 2015
232015
Cross‐Listed Bonds, Information Asymmetry, and Conservatism in Credit Ratings
Y Atilgan, A Ghosh, M Yan, J Zhang
Journal of Money, Credit and Banking 47 (5), 897-929, 2015
22*2015
Liquidity and equity returns in Borsa Istanbul
Y Atilgan, KO Demirtas, AD Gunaydin
Applied Economics 48 (52), 5075-5092, 2016
182016
Downside beta and the cross section of equity returns: A decade later
Y Atilgan, KO Demirtas, AD Gunaydin
European Financial Management 26 (2), 316-347, 2020
162020
Does the Carbon Premium Reflect Risk or Mispricing?
Y Atilgan, KO Demirtas, A Edmans, AD Gunaydin
Available at SSRN, 2023
132023
Reward-to-risk ratios in Turkish Financial Markets
Y Atilgan, KO Demirtas
Iktisat Isletme ve Finans 28 (322), 2013
92013
Predicting Equity Returns in Emerging Markets
Y Atilgan, KO Demirtas, AD Gunaydin
Emerging Markets Finance and Trade, 1-18, 2020
82020
Investor reaction to accounting misstatements under IFRS: Australian evidence
J Goodwin, Y Atilgan, SA Simsir, K Ahmed
Accounting & Finance 60 (3), 2467-2512, 2020
72020
Macroeconomic factors and equity returns in Borsa Istanbul
Y Atilgan, KO Demirtas, A Erdogan
Iktisat Isletme Ve Finans 30 (349), 2015
42015
Price discovery in emerging market ETFs
Y Atilgan, KO Demirtas, AD Gunaydin, M Oztekin
Applied Economics 54 (47), 5476-5496, 2022
32022
Decomposing value globally
Y Atilgan, KO Demirtas, AD Gunaydin, I Kirli
Applied Economics 52 (42), 4659-4676, 2020
32020
Share issuance and equity returns in Borsa Istanbul
Y Atilgan, KO Demirtas, A Erdogan
International Review of Economics & Finance 43, 320-333, 2016
32016
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