| 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 | 243 | 2020 |
| Volatility spreads and earnings announcement returns Y Atilgan Journal of Banking & Finance 38, 205-215, 2014 | 103* | 2014 |
| Implied volatility spreads and expected market returns Y Atilgan, TG Bali, KO Demirtas Journal of Business & Economic Statistics 33 (1), 87-101, 2015 | 56* | 2015 |
| Global downside risk and equity returns Y Atilgan, TG Bali, KO Demirtas, AD Gunaydin Journal of International Money and Finance 98, 102065, 2019 | 48 | 2019 |
| Does the Carbon Premium Reflect Risk or Mispricing? Y Atilgan, KO Demirtas, A Edmans, AD Gunaydin Available at SSRN, 2023 | 39 | 2023 |
| Derivative markets in emerging economies: A survey Y Atilgan, KO Demirtas, KD Simsek International Review of Economics & Finance 42, 88-102, 2016 | 39 | 2016 |
| Downside risk in emerging markets Y Atilgan, KO Demirtas Emerging Markets Finance and Trade 49 (3), 65-83, 2013 | 38 | 2013 |
| 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 | 29 | 2015 |
| Downside Beta and Equity Returns around the World Y Atilgan, TG Bali, KO Demirtas, AD Gunaydin The Journal of Portfolio Management 44 (7), 2015 | 28* | 2015 |
| The performance of hedge fund indices Y Atilgan, TG Bali, KO Demirtas Borsa Istanbul Review 13 (3), 30-52, 2013 | 28* | 2013 |
| 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 | 23* | 2015 |
| 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 | 20 | 2020 |
| Liquidity and equity returns in Borsa Istanbul Y Atilgan, KO Demirtas, AD Gunaydin Applied Economics 48 (52), 5075-5092, 2016 | 20 | 2016 |
| Predicting Equity Returns in Emerging Markets Y Atilgan, KO Demirtas, AD Gunaydin Emerging Markets Finance and Trade, 1-18, 2020 | 10 | 2020 |
| Price discovery in emerging market ETFs Y Atilgan, KO Demirtas, AD Gunaydin, M Oztekin Applied Economics 54 (47), 5476-5496, 2022 | 8 | 2022 |
| 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 | 7 | 2020 |
| Macroeconomic factors and equity returns in Borsa Istanbul Y Atilgan, KO Demirtas, A Erdogan Iktisat Isletme Ve Finans 30 (349), 2015 | 7 | 2015 |
| 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 | 4 | 2022 |
| Decomposing value globally Y Atilgan, KO Demirtas, AD Gunaydin, I Kirli Applied Economics 52 (42), 4659-4676, 2020 | 3 | 2020 |
Turan BaliRobert Parker Chair Professor of Finance, Georgetown UniversityZweryfikowany adres z georgetown.edu
