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Yildiray Yildirim

SSRN Author Rank: 6,191 by Downloads and 4,167 by Citations

 

CUNY Baruch College - Zicklin School of Business


 137 E 22nd Street
 New York, NY 10010
 United States
 HOME PAGE: http://yildiray-yildirim.com
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. Yildiray Yildirim's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,257
Total
Citations
128
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
CUNY Baruch College - Zicklin School of Business
Posted:
20 Mar 07
467
(43,485)
2

2.   Incl. Electronic Paper
Case, Bradford
National Association of Real Estate Investment Trusts®
Guidolin, Massimo
Bocconi University - Department of Finance
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
30 Aug 12
Last Revised:
20 May 14
358
(61,147)
 

3.  
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
CUNY Baruch College - Zicklin School of Business
Posted:
08 Feb 11
341
(57,726)
5

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
CUNY Baruch College - Zicklin School of Business
Posted:
06 Oct 04
Last Revised:
03 Feb 11
258
(69,431)
28

5.  
Oxman, Jeffrey
Syracuse University - Whitman School of Management
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
17 Mar 08
253
(86,752)
 

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
CUNY Baruch College - Zicklin School of Business
Posted:
04 Dec 10
Last Revised:
25 May 15
227
(100,739)
 

7.  
Agarwal, Sumit
Georgetown University - Department of Finance
Ambrose, Brent W.
Pennsylvania State University
Huang, Henry Hongren
National Central University at Taiwan
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
25 May 09
212
(101,203)
3

8.  
Bick, Björn
Goethe University Frankfurt
Hirsch, Christian W.
Goethe University Frankfurt - House of Finance
Kraft, Holger
Goethe University Frankfurt
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
15 Nov 11
211
(104,318)
 

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
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
07 Feb 11
Last Revised:
27 Mar 11
191
(113,482)
1

10.  
Shafer, Michael
Providence College School of Business
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
21 Nov 11
Last Revised:
12 Nov 12
172
(125,037)
 

11.  
Ho, Hsiao-Wei
Shih Chien University
Huang, Henry Hongren
National Central University at Taiwan
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
18 Oct 11
Last Revised:
12 Nov 12
170
(125,698)
 

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
CUNY Baruch College - Zicklin School of Business
Posted:
27 Feb 09
Last Revised:
11 Feb 11
137
(136,752)
3

13.  
Ascheberg, Marius
Goethe University Frankfurt
Kraft, Holger
Goethe University Frankfurt
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
19 Sep 12
Last Revised:
24 Oct 12
136
(145,898)
 

14.  
Agarwal, Sumit
Georgetown University - Department of Finance
Ambrose, Brent W.
Pennsylvania State University
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
21 May 10
Last Revised:
03 Feb 11
134
(149,260)
 

15.  
Sener, Emrah
Ozyegin University
Satiroglu, Sait
Center For Computational Finance
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
02 Jul 12
121
(156,353)
 

16.  
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
CUNY Baruch College - Zicklin School of Business
Posted:
16 Nov 07
Last Revised:
03 Feb 11
114
(165,804)
8

17.  
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
CUNY Baruch College - Zicklin School of Business
Posted:
13 Apr 11
Last Revised:
07 Jun 11
112
(177,360)
 

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
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
21 Feb 11
Last Revised:
02 Oct 11
106
(181,885)
 

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
CUNY Baruch College - Zicklin School of Business
Posted:
14 Nov 12
Last Revised:
07 Feb 13
102
(165,804)
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
CUNY Baruch College - Zicklin School of Business
Posted:
08 Feb 11
94
(189,159)
1

21.  
Varli, Yusuf
Borsa İstanbul - Research Dept.
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
09 Jun 14
Last Revised:
28 Dec 15
93
(169,873)
 

22.  
Chang, Chuang-Chang
National Central University at Taiwan - Department of Finance
Ho, Hsiao-Wei
Shih Chien University
Huang, Henry Hongren
National Central University at Taiwan
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
21 Oct 11
Last Revised:
09 Mar 16
91
(201,057)
 

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
CUNY Baruch College - Zicklin School of Business
Posted:
01 Oct 08
Last Revised:
03 Feb 11
73
(224,976)
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
CUNY Baruch College - Zicklin School of Business
Posted:
29 Aug 10
Last Revised:
11 Feb 11
70
(233,397)
3

25.  
Emmerling, Thomas J.
CUNY Baruch College
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
26 Apr 14
Last Revised:
28 Oct 15
68
(213,972)
 

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
CUNY Baruch College - Zicklin School of Business
Posted:
07 Feb 11
68
(230,009)
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
CUNY Baruch College - Zicklin School of Business
Posted:
07 Feb 11
48
(290,352)
 

28.  
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
CUNY Baruch College - Zicklin School of Business
Posted:
02 Apr 04
Last Revised:
12 Nov 12
48
(250,197)
9

29.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Janosi, Tibor
Cornell University - Department of Computer Science
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
06 Oct 04
Last Revised:
01 Jun 13
47
(254,128)
34

30.  
Agarwal, Sumit
Georgetown University - Department of Finance
Hadzic, Muris
Whitman School of Management, Syracuse University
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
26 Feb 15
Last Revised:
07 Dec 15
35
(235,186)
 

31.  
Emmerling, Thomas J.
CUNY Baruch College
Yavas, Abdullah
University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
02 Jun 13
32
(320,614)
 

32.  
Coopchik, Spencer J.
Independent
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
23 Feb 15
29
(306,228)
 

33.  
Satiroglu, Sait
Center For Computational Finance
Sener, Emrah
Ozyegin University
Shafer, Michael
Providence College School of Business
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
10 Feb 15
18
(342,802)
 

34.  
Topaloglu, Zeynep
Georgetown University Qatar
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
24 Mar 09
12
(387,598)
 

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.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
04 Aug 08
5
(475,713)
5

36.  
Emmerling, Thomas J.
CUNY Baruch College
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
29 Oct 15
0
(317,641)
 

37.  
The Subprime Virus | Show Abstract | Add to Cart |
Real Estate Economics, Vol. 43, Issue 4, pp. 891-915, 2015
Number of Pages in PDF File: 25
Agarwal, Sumit
Georgetown University - Department of Finance
Ambrose, Brent W.
Pennsylvania State University
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
26 Oct 15
0
(513,396)
 

38.  
Case, Bradford
National Association of Real Estate Investment Trusts®
Guidolin, Massimo
Bocconi University - Department of Finance
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
28 Sep 12
 

39.  
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
CUNY Baruch College - Zicklin School of Business
Posted:
22 Feb 12
 

40.  
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Yang, Ya-Wei
Syracuse University - Whitman School of Management
Petrova, Milena T.
Bocconi University
Posted:
22 Mar 09
0
(502,116)
 

41.  
Petrova, Milena T.
Bocconi University
Yang, Ya-Wei
Syracuse University - Whitman School of Management
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
18 Mar 08
Last Revised:
06 Apr 16
0
(480,519)
1


Records 1 - 41 of 41 matches
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