.
Atilgan, Yigit's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total Downloads
886
Total
Citations
30
1.
Atilgan, Yigit Sabanci University
Posted:
25 Nov 09
Last Revised:
19 Mar 13
384
(35,824)
cross-section of equity returns, volatility spreads, equity options, information flow, put-call parity.
2.
Atilgan, Yigit Sabanci University
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
30 Jan 12
Last Revised:
22 Mar 13
259
(57,215)
29
expected market returns, volatility spreads, variance risk premia, information based explanation
3.
Atilgan, Yigit Sabanci University
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
16 Jan 12
Last Revised:
12 Dec 12
95
(141,051)
1
downside risk, value at risk, risk-return tradeoff, emerging markets
4.
Atilgan, Yigit Sabanci University
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
89
(146,302)
risk-return relationship, downside risk, value-at-risk, emerging markets, 2008 Financial Crisis
5.
Atilgan, Yigit Sabanci University
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
28 Mar 12
Last Revised:
12 Dec 12
59
(185,412)
bond markets, equity markets, downside risk, value at risk, risk-return tradeoff
Records 1 -
5
of 5 matches
[
1
]
.
Atilgan, Yigit's
Other Papers
Note: the statistics on these "Other Papers" are not used
in determining an Author's rank.
Click on the title of any column to sort the table by
that column.
Aggregate Statistics
Total Downloads
509
Total
Citations
27
1.
Atilgan, Yigit Sabanci University
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
25 Nov 09
Last Revised:
20 Mar 13
509
27
implied volatility spreads, conditional skewness, expected market return, information flow, intertemporal risk-return relation
Records 1 -
1
of 1 matches
[
1
]
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