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Yildirim, Yildiray


 SSRN Author Rank: 6,227 by Downloads
 

Syracuse University - Whitman School of Management


 721 University Avenue
 Syracuse, NY 13244
 1-315-443-4885 (Phone)
 HOME PAGE: http://myweb.whitman.syr.edu/yildiray/
 email address

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. Yildirim, Yildiray's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
4,572
Total
Citations
119
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Oxman, Jeffrey
Syracuse University - Whitman School of Management
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
20 Mar 07
466
(38,155)
2

2.  
Dynamic Correlations Among Asset Classes: REIT and Stock Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Real Estate Finance and Economics, Forthcoming
Number of Pages in PDF File: 41
Case, Bradford
National Association of Real Estate Investment Trusts®
Yang, Yawei
affiliation not provided to SSRN
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
08 Feb 11
338
(56,608)
5

3.   Incl. Electronic Paper
Case, Bradford
National Association of Real Estate Investment Trusts®
Guidolin, Massimo
Bocconi University - Department of Finance
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
30 Aug 12
Last Revised:
20 May 14
323
(59,746)
 

4.  
Pricing Treasury Inflation Protected Securities and Related Derivatives Using an Hjm Model | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 38, No. 2, pp. 337-359, June 2003
Number of Pages in PDF File: 34
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
06 Oct 04
Last Revised:
03 Feb 11
257
(76,804)
33

5.  
Oxman, Jeffrey
Syracuse University - Whitman School of Management
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
17 Mar 08
253
(78,161)
 

6.   Incl. Electronic Paper
Ascheberg, Marius
Goethe University Frankfurt
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Kraft, Holger
Goethe University Frankfurt
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
04 Dec 10
Last Revised:
25 May 15
217
(91,741)
 

7.  
Agarwal, Sumit
National University of Singapore
Ambrose, Brent W.
Pennsylvania State University
Huang, Henry Hongren
National Central University at Taiwan
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
25 May 09
212
(93,918)
3

8.  
Bick, Björn
Goethe University Frankfurt
Hirsch, Christian W.
Goethe University Frankfurt - House of Finance
Kraft, Holger
Goethe University Frankfurt
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
15 Nov 11
207
(96,206)
 

9.  
The Cost of Operational Risk Loss Insurance | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Derivatives Research, Vol. 13, No. 3, 2010, Johnson School Research Paper Series No. 19-2011
Number of Pages in PDF File: 27
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Oxman, Jeffrey
University of St. Thomas (Minnesota) - University of St. Thomas, Minneapolis
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
07 Feb 11
Last Revised:
27 Mar 11
189
(104,942)
1

10.  
Shafer, Michael
Providence College School of Business
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
21 Nov 11
Last Revised:
12 Nov 12
172
(114,479)
 

11.  
Ho, Hsiao-Wei
affiliation not provided to SSRN
Huang, Henry Hongren
National Central University at Taiwan
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
18 Oct 11
Last Revised:
12 Nov 12
169
(116,316)
 

12.  
Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Real Estate Finance and Economics, Vol. 39, No. 2, 2009
Number of Pages in PDF File: 21
Kau, James B.
University of Georgia - Department of Insurance, Legal Studies, Real Estate
Keenan, Donald C.
University of Georgia
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
27 Feb 09
Last Revised:
11 Feb 11
134
(141,984)
3

13.  
Ascheberg, Marius
Goethe University Frankfurt
Kraft, Holger
Goethe University Frankfurt
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
19 Sep 12
Last Revised:
24 Oct 12
133
(142,866)
 

14.  
Agarwal, Sumit
National University of Singapore
Ambrose, Brent W.
Pennsylvania State University
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
21 May 10
Last Revised:
03 Feb 11
133
(142,866)
1

15.  
Sener, Emrah
Ozyegin University
Satiroglu, Sait
Center For Computational Finance
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
02 Jul 12
117
(157,756)
 

16.  
Inaltekin, Hazer
University of Melbourne
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Saglam, Mehmet
University of Cincinnati - Department of Finance - Real Estate
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
13 Apr 11
Last Revised:
07 Jun 11
112
(162,972)
 

17.  
Estimating Default Probabilities of CMBS Loans With Clustering and Heavy Censoring | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Real Estate Finance and Economics, Vol. 37, No. 2, 2008
Number of Pages in PDF File: 27
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
16 Nov 07
Last Revised:
03 Feb 11
112
(162,972)
 

18.  
The Effects of LBO Events on Industry Rivals | Show Abstract | Download This Paper | Open PDF in Browser |
Midwest Finance Association 2012 Annual Meetings Paper
Number of Pages in PDF File: 40
Oxman, Jeffrey
University of St. Thomas (Minnesota) - University of St. Thomas, Minneapolis
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
21 Feb 11
Last Revised:
02 Oct 11
106
(169,526)
 

19.  
Modeling Credit Risk with Partial Information | Show Abstract | Download This Paper | Open PDF in Browser |
Annals of Applied Probability, Forthcoming, Johnson School Research Paper Series No. 4-2013
Number of Pages in PDF File: 14
Cetin, Umut
Cornell University - Cornell Theory Center (CTC)
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Columbia University
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
14 Nov 12
Last Revised:
07 Feb 13
101
(175,378)
22

20.  
Modelling Default Risk: A New Structural Approach | Show Abstract | Download This Paper | Open PDF in Browser |
Finance Research Letters, Forthcoming
Number of Pages in PDF File: 12
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
08 Feb 11
92
(186,763)
 

21.  
Chang, Chuang-Chang
National Central University at Taiwan - Department of Finance
Ho, Hsiao-Wei
affiliation not provided to SSRN
Huang, Henry Hongren
National Central University at Taiwan
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
21 Oct 11
Last Revised:
22 Oct 11
91
(188,125)
 

22.  
Varli, Yusuf
Borsa İstanbul - Research Dept.
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
09 Jun 14
90
(189,452)
 

23.  
Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Real Estate Finance and Economics, Vol. 37, No. 3, 2008
Number of Pages in PDF File: 26
Ambrose, Brent W.
Pennsylvania State University
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
01 Oct 08
Last Revised:
03 Feb 11
73
(215,321)
2

24.  
Price Discovery in Real Estate Markets: A Dynamic Analysis | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Real Estate Finance and Economics, Vol. 42, No. 1, 2011
Number of Pages in PDF File: 49
Yavas, Abdullah
University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
29 Aug 10
Last Revised:
11 Feb 11
70
(220,371)
3

25.  
Emmerling, Thomas J.
Whitman School of Management
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
26 Apr 14
Last Revised:
06 Mar 15
68
(223,907)
 

26.  
The Dynamics of Operational Loss Clustering | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Forthcoming
Number of Pages in PDF File: 30
Chernobai, Anna
Syracuse University - M. J. Whitman School of Management
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
07 Feb 11
68
(223,907)
1

27.  
Leverage, Options Liabilities, and Corporate Bond Pricing | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Derivatives Research, Vol. 11, No. 3, 2008
Number of Pages in PDF File: 37
Huang, Henry Hongren
National Central University at Taiwan
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
07 Feb 11
48
(265,519)
 

28.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Janosi, Tibor
Cornell University - Department of Computer Science
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
06 Oct 04
Last Revised:
01 Jun 13
47
(267,950)
31

29.  
Estimating Default Probabilities Implicit in Equity Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Investment Management, Vol. 1, No 1, First Quarter 2003
Number of Pages in PDF File: 38
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Janosi, Tibor
Cornell University - Department of Computer Science
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
02 Apr 04
Last Revised:
12 Nov 12
47
(267,950)
9

30.  
Agarwal, Sumit
National University of Singapore
Hadzic, Muris
Whitman School of Management, Syracuse University
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
26 Feb 15
33
(306,281)
 

31.  
Emmerling, Thomas J.
Whitman School of Management
Yavas, Abdullah
University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
02 Jun 13
31
(312,745)
 

32.  
Coopchik, Spencer J.
Independent
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
23 Feb 15
29
(319,669)
 

33.  
Satiroglu, Sait
Center For Computational Finance
Sener, Emrah
Ozyegin University
Shafer, Michael
Providence College School of Business
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
10 Feb 15
17
(370,404)
 

34.  
Topaloglu, Zeynep
Georgetown University Qatar
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
24 Mar 09
12
(393,633)
 

35.  
Commercial Mortgage-Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information | Show Abstract | Add to Cart |
Real Estate Economics, Vol. 36, Issue 3, pp. 441-498, Fall 2008
Number of Pages in PDF File: 58
Christopoulos, Andreas D.
affiliation not provided to SSRN
Jarrow, Robert A.
affiliation not provided to SSRN
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
04 Aug 08
5
(424,237)
3

36.  
Case, Bradford
National Association of Real Estate Investment Trusts®
Guidolin, Massimo
Bocconi University - Department of Finance
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
28 Sep 12
 

37.  
Dynamic Correlations Among Classes: REIT and Stock Returns | Show Abstract |
Journal of Real Estate Finance and Economics, Vol. 44, No. 3, 2012
Case, Bradford
National Association of Real Estate Investment Trusts®
Yang, Yawei
affiliation not provided to SSRN
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
22 Feb 12
 


Records 1 - 37 of 37 matches
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