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Yildirim, Yildiray


 SSRN Author Rank: 6,261 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
4,367
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
463
(36,753)
2

2.  
Dynamic Correlations Among Asset Classes: REIT and Stock Returns | Show Abstract | Download This Paper |
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
319
(57,954)
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
312
(59,449)
 

4.  
Oxman, Jeffrey
Syracuse University - Whitman School of Management
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
17 Mar 08
253
(74,790)
 

5.  
Pricing Treasury Inflation Protected Securities and Related Derivatives Using an Hjm Model | Show Abstract | Download This Paper |
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
233
(81,675)
33

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:
28 Aug 14
216
(88,286)
 

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
209
(91,256)
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
205
(93,037)
 

9.  
The Cost of Operational Risk Loss Insurance | Show Abstract | Download This Paper |
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
185
(102,717)
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
167
(112,889)
 

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
166
(113,502)
 

12.  
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
129
(140,601)
 

13.  
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
128
(141,488)
1

14.  
Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) | Show Abstract | Download This Paper |
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
126
(143,257)
3

15.  
Sener, Emrah
Ozyegin University
Satiroglu, Sait
Center For Computational Finance
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
02 Jul 12
110
(158,572)
 

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
109
(159,665)
 

17.  
The Effects of LBO Events on Industry Rivals | Show Abstract | Download This Paper |
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
(162,953)
 

18.  
Estimating Default Probabilities of CMBS Loans With Clustering and Heavy Censoring | Show Abstract | Download This Paper |
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
99
(170,969)
 

19.  
Modeling Credit Risk with Partial Information | Show Abstract | Download This Paper |
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
96
(175,753)
22

20.  
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
88
(184,805)
 

21.  
Modelling Default Risk: A New Structural Approach | Show Abstract | Download This Paper |
Finance Research Letters, Forthcoming
Number of Pages in PDF File: 12
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
08 Feb 11
88
(184,805)
 

22.  
Varli, Yusuf
Borsa İstanbul - Research Dept.
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
09 Jun 14
73
(206,957)
 

23.  
Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach | Show Abstract | Download This Paper |
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
72
(208,620)
2

24.  
The Dynamics of Operational Loss Clustering | Show Abstract | Download This Paper |
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
67
(217,023)
1

25.  
Price Discovery in Real Estate Markets: A Dynamic Analysis | Show Abstract | Download This Paper |
Journal of Real Estate Finance and Economics, Vol. 42, No. 1, 2011
Number of Pages in PDF File: 49
Yavas, Abdullah
University of Wisconsin-Madison
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
29 Aug 10
Last Revised:
11 Feb 11
66
(218,776)
3

26.  
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
62
(226,191)
 

27.  
Leverage, Options Liabilities, and Corporate Bond Pricing | Show Abstract | Download This Paper |
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
(255,342)
 

28.  
Estimating Expected Losses and Liquidity Discounts Implicit in Debt Prices | Show Abstract | Download This Paper |
Journal of Risk, Vol. 5, No. 1, Fall 2002
Number of Pages in PDF File: 39
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
42
(269,722)
31

29.  
Estimating Default Probabilities Implicit in Equity Prices | Show Abstract | Download This Paper |
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
42
(269,722)
9

30.  
Emmerling, Thomas J.
Whitman School of Management
Yavas, Abdullah
University of Wisconsin-Madison
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
02 Jun 13
29
(307,587)
 

31.  
Coopchik, Spencer J.
Independent
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
23 Feb 15
21
(339,526)
 

32.  
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
15
(365,729)
 

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
10
(388,513)
 

34.  
Topaloglu, Zeynep
Georgetown University Qatar
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
24 Mar 09
8
(397,223)
 

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
(409,565)
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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