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Nusret Cakici
Nusret Cakici
Verified email at fordham.edu
Title
Cited by
Cited by
Year
Maxing out: Stocks as lotteries and the cross-section of expected returns
TG Bali, N Cakici, RF Whitelaw
Journal of financial economics 99 (2), 427-446, 2011
19012011
Idiosyncratic volatility and the cross section of expected returns
TG Bali, N Cakici
Journal of Financial and Quantitative Analysis 43 (1), 29-58, 2008
9152008
Does idiosyncratic risk really matter?
TG Bali, N Cakici, X Yan, Z Zhang
The journal of finance 60 (2), 905-929, 2005
5932005
Size, value, and momentum in emerging market stock returns
N Cakici, FJ Fabozzi, S Tan
Emerging Markets Review 16, 46-65, 2013
4662013
The joint cross section of stocks and options
BJ An, A Ang, TG Bali, N Cakici
The Journal of Finance 69 (5), 2279-2337, 2014
4382014
Do markets overreact: International evidence
A Baytas, N Cakici
Journal of Banking & Finance 23 (7), 1121-1144, 1999
2581999
Foreign acquisitions in the United States: Effect on shareholder wealth of foreign acquiring firms
N Cakici, C Hessel, K Tandon
Journal of Banking & Finance 20 (2), 307-329, 1996
2431996
Value at risk and expected stock returns
TG Bali, N Cakici
Financial Analysts Journal 60 (2), 57-73, 2004
1582004
World market risk, country-specific risk and expected returns in international stock markets
TG Bali, N Cakici
Journal of Banking & Finance 34 (6), 1152-1165, 2010
1512010
Hybrid tail risk and expected stock returns: When does the tail wag the dog?
TG Bali, N Cakici, RF Whitelaw
The Review of Asset Pricing Studies 4 (2), 206-246, 2014
1332014
Cross-sectional stock return predictability in China
N Cakici, K Chan, K Topyan
The European Journal of Finance 23 (7-9), 581-605, 2017
1142017
Cross-sectional stock return predictability in China
N Cakici, K Chan, K Topyan
The European Journal of Finance 23 (7-9), 581-605, 2017
1142017
Premiums on Stock Index Futures-Some Evidence.
S Bhatt, N Cakici
Journal of Futures Markets 10 (4), 1990
981990
When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns
A Zaremba, N Cakici, E Demir, H Long
Journal of Financial Stability 58, 100964, 2022
822022
A generalized measure of riskiness
TG Bali, N Cakici, F Chabi-Yo
Management science 57 (8), 1406-1423, 2011
792011
Foreign acquisitions in the United States and the effect on shareholder wealth
N Cakici, C Hessel, K Tandon
Journal of International Financial Management & Accounting 3 (1), 39-60, 1991
781991
How to grow a smiling tree
S Barle, N Cakici
The Journal of Financial Engineering 7 (2), 1998
771998
Overreaction and the cross-section of returns: International evidence
DW Blackburn, N Cakici
Journal of Empirical Finance 42, 1-14, 2017
722017
Do the size, value, and momentum factors drive stock returns in emerging markets?
N Cakici, Y Tang, A Yan
Journal of International Money and Finance 69, 179-204, 2016
672016
Growing a smiling tree
S Barle, N Cakici
Risk 8 (10), 76-81, 1995
671995
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