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 | 154 | 2020 |
Volatility spreads and earnings announcement returns Y Atilgan Journal of Banking & Finance 38, 205-215, 2014 | 87* | 2014 |
Implied volatility spreads and expected market returns Y Atilgan, TG Bali, KO Demirtas Journal of Business & Economic Statistics 33 (1), 87-101, 2015 | 43* | 2015 |
Downside risk in emerging markets Y Atilgan, KO Demirtas Emerging Markets Finance and Trade 49 (3), 65-83, 2013 | 33 | 2013 |
Global downside risk and equity returns Y Atilgan, TG Bali, KO Demirtas, AD Gunaydin Journal of International Money and Finance 98, 102065, 2019 | 32 | 2019 |
Derivative markets in emerging economies: A survey Y Atilgan, KO Demirtas, KD Simsek International Review of Economics & Finance 42, 88-102, 2016 | 32 | 2016 |
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 | 27 | 2015 |
The performance of hedge fund indices Y Atilgan, TG Bali, KO Demirtas Borsa Istanbul Review 13 (3), 30-52, 2013 | 23* | 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 | 19 | 2015 |
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 | 17* | 2015 |
Liquidity and equity returns in Borsa Istanbul Y Atilgan, KO Demirtas, AD Gunaydin Applied Economics 48 (52), 5075-5092, 2016 | 15 | 2016 |
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 | 12 | 2020 |
Predicting Equity Returns in Emerging Markets Y Atilgan, KO Demirtas, AD Gunaydin Emerging Markets Finance and Trade, 1-18, 2020 | 8 | 2020 |
Reward-to-risk ratios in Turkish Financial Markets Y Atilgan, KO Demirtas Iktisat Isletme ve Finans 28 (322), 2013 | 8 | 2013 |
Investor reaction to accounting misstatements under IFRS: Australian evidence J Goodwin, Y Atilgan, SA Simsir, K Ahmed Accounting & Finance 60 (3), 2467-2512, 2020 | 5 | 2020 |
Macroeconomic factors and equity returns in Borsa Istanbul Y Atilgan, KO Demirtas, A Erdogan Iktisat Isletme Ve Finans 30 (349), 2015 | 4 | 2015 |
Decomposing value globally Y Atilgan, KO Demirtas, AD Gunaydin, I Kirli Applied Economics 52 (42), 4659-4676, 2020 | 3 | 2020 |
Share issuance and equity returns in Borsa Istanbul Y Atilgan, KO Demirtas, A Erdogan International Review of Economics & Finance 43, 320-333, 2016 | 3 | 2016 |
Risk-adjusted performances of world equity indices Y Atilgan, KO Demirtas Emerging Markets Finance and Trade 52 (3), 706-721, 2016 | 3 | 2016 |
Price discovery in emerging market ETFs Y Atilgan, KO Demirtas, AD Gunaydin, M Oztekin Applied Economics 54 (47), 5476-5496, 2022 | 2 | 2022 |