| 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 |
| 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 |
| Downside beta and equity returns around the world Y Atilgan, TG Bali, KO Demirtas, AD Gunaydin The Journal of Portfolio Management 44 (7), 39-54, 2018 | 19 | 2018 |
| 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 57 (13), 3721-3738, 2021 | 8 | 2021 |
| Tax expense surprise and emerging markets equity returns AD Gunaydin Borsa Istanbul Review 22 (4), 711-724, 2022 | 3 | 2022 |
| Decomposing value globally Y Atilgan, KO Demirtas, AD Gunaydin, I Kirli Applied Economics 52 (42), 4659-4676, 2020 | 3 | 2020 |
| Do the rich gamble in the stock market? Low risk anomalies and wealthy households TG Bali, AD Gunaydin, T Jansson, Y Karabulut Low Risk Anomalies and Wealthy Households (July 31, 2020). Georgetown …, 2020 | 3 | 2020 |
| Price discovery in emerging market ETFs Y Atilgan, KO Demirtas, AD Gunaydin, M Oztekin Applied Economics 54 (47), 5476-5496, 2022 | 2 | 2022 |
| Momentum and downside risk in emerging markets Y Atilgan, KO Demirtas, AD Gunaydin, I Kirli The Journal of Portfolio Management 48 (8), 44-58, 2022 | 1 | 2022 |
| Average skewness in global equity markets Y Atilgan, KO Demirtas, AD Gunaydin, I Kirli International Review of Finance, 2020 | 1 | 2020 |
| TÜRKİYE PİYASALARINDA PAY GETİRİSİ ANOMALİLERİ Y Atilgan, A doruk GUNAYDIN Journal of Economics Finance and Accounting 7 (4), 409-418, 2019 | 1 | 2019 |
| Impact of Financial Innovation on Fund Performance: Hedging with Industry ETFs Y Atilgan, KO Demirtas, AD Gunaydin, M OZTEKIN Available at SSRN, 2023 | | 2023 |
| Mood Seasonality Around The Globe Y Atilgan, KO Demirtas, AD Gunaydin, I KIRLI Available at SSRN, 2022 | | 2022 |
| Hedge fund strategies in the post-crisis era Y Atilgan, TG Bali, AD Gunaydin The Oxford Handbook of Hedge Funds, 136, 2021 | | 2021 |
| REVENUE SURPRISE AND EQUITY RETURNS IN BORSA ISTANBUL AD Gunaydin Doğuş Üniversitesi Dergisi 22 (1), 187-198, 2021 | | 2021 |
| TÜRKİYE PİYASALARINDA PAY FİYATLAMA FAKTÖRLERİ AD GUNAYDİN, Y ATILGAN Uluslararası Yönetim İktisat ve İşletme Dergisi, 127-145, 2021 | | 2021 |
| Predicting equity returns in developed markets AD Günaydin Recent Applications of Financial Risk Modelling and Portfolio Management, 68-90, 2021 | | 2021 |
| EXPOSURE TO LIQUIDITY RISK AND EQUITY RETURNS IN BORSA ISTANBUL AD Gunaydin Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 38 (3 …, 2020 | | 2020 |
Yigit AtilganProfessor of Finance at Sabanci UniversityVerified email at sabanciuniv.edu
