Feedback to SSRN

 
  • Selected
  • Entire List
 

Demirtas, K. Ozgur


 SSRN Author Rank: 1,687 by Downloads
 Chair Professor of Finance
 

Sabanci University


 School of Management
 Orhanli Tuzla
 İstanbul, 34956
 Turkey
 (+90) 216-483-9985 (Phone)
 (+90) 216-483-9699 (Fax)
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Demirtas, K. Ozgur's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
11,144
Total
Citations
107
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Hovakimian, Armen
Baruch College - Zicklin School of Business
Posted:
15 Oct 06
Last Revised:
27 Feb 12
1,191
(8,424)
 

2.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J.
New York University - Stern School of Business
Demirtas, K. Ozgur
Sabanci University
Posted:
15 Mar 11
Last Revised:
27 Feb 12
1,164
(8,762)
 

3.  
Testing Mean Reversion in Stock Market Volatility | Show Abstract | Download |
Journal of Futures Markets, Vol. 28, No. 1, pp. 1-33, 2008
Working Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Posted:
17 Oct 06
Last Revised:
27 Feb 12
1,079
(9,912)
1

4.  
Bonds Versus Stocks: Investors' Age and Risk Taking | Show Abstract | Download |
Journal of Monetary Economics, Vol. 56, No. 6, pp. 817-830, September 2009
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Wolf, Avner
Baruch College
Posted:
18 Oct 06
Last Revised:
27 Feb 12
858
(14,108)
3

5.  
Is There an Intertemporal Relation between Downside Risk and Expected Returns? | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 4, pp. 883-909, 2009
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Posted:
18 Jul 09
Last Revised:
27 Feb 12
729
(17,961)
18

6.   Incl. Electronic Paper
Atilgan, Yigit
Sabanci University
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Posted:
10 Mar 11
Last Revised:
27 May 14
695
(19,266)
32

7.  
Aggregate Earnings, Firm-Level Earnings and Expected Stock Returns | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 43, No. 3, pp. 657-684, 2008
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Tehranian, Hassan
Boston College - Department of Finance
Posted:
18 Jul 09
Last Revised:
27 Feb 12
678
(19,926)
6

8.  
Implied Volatility Spreads, Skewness and Expected Market Returns | Show Abstract | Download |
Georgetown McDonough School of Business Research Paper No. 1511970
Working Paper Series
Atilgan, Yigit
Sabanci University
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Posted:
25 Nov 09
Last Revised:
11 Jun 14
542
(27,246)
30

9.  
Nonlinear Mean-Reversion in Stock Prices | Show Abstract | Download |
Journal of Banking and Finance, Vol. 32, No. 5, pp. 767-782, 2008
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Posted:
01 Aug 09
Last Revised:
27 Feb 12
512
(29,354)
7

10.  
Corporate Financing Activities and Contrarian Investment | Show Abstract | Download |
Review of Finance, Vol. 14, No. 3, pp. 543-584, 2010, Georgetown McDonough School of Business Research Paper
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Hovakimian, Armen
Baruch College - Zicklin School of Business
Posted:
18 Jul 09
Last Revised:
19 Apr 13
501
(30,231)
3

11.  
Can Overreaction Explain Part of the Size Premium? | Show Abstract | Download |
International Journal of Revenue Management, 2008, Vol.2, Issue 3.
Working Paper Series
Demirtas, K. Ozgur
Sabanci University
Guner, A. Burak
Citadel
Posted:
11 Dec 06
Last Revised:
20 Aug 08
488
(31,243)
1

12.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J.
New York University - Stern School of Business
Demirtas, K. Ozgur
Sabanci University
Posted:
07 May 12
Last Revised:
20 Dec 12
424
(37,506)
 

13.  
Peer Pressure: Industry Group Impacts on Stock Valuation Precision and Contrarian Strategy Performance | Show Abstract | Download |
Journal of Portfolio Management, Vol. 32, No. 3, pp. 80-92, 2006
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Hovakimian, Armen
Baruch College - Zicklin School of Business
Merrick, John J.
College of William and Mary - Mason School of Business
Posted:
18 Jul 09
Last Revised:
27 Feb 12
319
(52,869)
 

14.  
Demirtas, K. Ozgur
Sabanci University
Guner, A. Burak
Citadel
Posted:
30 Nov 06
Last Revised:
20 Aug 08
299
(56,995)
 

15.  
Initial Credit Ratings and Earnings Management | Show Abstract | Download |
Review of Financial Economics Vol. 22, No. 4, pp. 135-145.
Accepted Paper Series
Demirtas, K. Ozgur
Sabanci University
Cornaggia, Kimberly Rodgers
American University - Kogod School of Business
Posted:
03 Apr 12
Last Revised:
18 Mar 14
228
(76,636)
4

16.  
Small Sample Bias in Panel Data | Show Abstract | Download |
Finance Letters, 2007, 5(2), 17-21
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Posted:
18 Jul 09
Last Revised:
12 Dec 12
224
(78,029)
 

17.  
Investigating ICAPM in International Futures Markets | Show Abstract | Download |
Review of Futures Markets, 2011, 19(3), 195-216
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Tandon, Kishore
CUNY Baruch College - Zicklin School of Business
Posted:
15 Jul 09
Last Revised:
12 Dec 12
214
(81,815)
 

18.  
Predictability of Risk Measures in International Stock Markets | Show Abstract | Download |
Stock Market Volatility, pp. 313-322, March 2009
Working Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Posted:
18 Jul 09
Last Revised:
27 Feb 12
204
(85,871)
 

19.  
Nonlinear Asymmetric Models of the Short Term Interest Rate | Show Abstract | Download |
Journal of Futures Markets, Vol. 26, No. 9, pp. 869-894, 2006
Accepted Paper Series
Demirtas, K. Ozgur
Sabanci University
Posted:
18 Jul 09
Last Revised:
09 Nov 09
201
(87,188)
 

20.  
Aggregate Earnings and Expected Stock Returns in Emerging Markets | Show Abstract | Download |
Emerging Markets Finance and Trade, Vol. 47, No. 3, 4-22
Accepted Paper Series
Demirtas, K. Ozgur
Sabanci University
Zirek, Duygu
CUNY Baruch College - Zicklin School of Business
Posted:
11 Sep 10
Last Revised:
12 Dec 12
181
(96,400)
1

21.  
Atilgan, Yigit
Sabanci University
Demirtas, K. Ozgur
Sabanci University
Simsek, Koray D.
Sabanci University
Posted:
02 Jun 14
122
(135,547)
 

22.  
Downside Risk in Emerging Markets | Show Abstract | Download |
Emerging Markets Finance and Trade, Forthcoming
Accepted Paper Series
Atilgan, Yigit
Sabanci University
Demirtas, K. Ozgur
Sabanci University
Posted:
16 Jan 12
Last Revised:
26 May 14
115
(141,788)
1

23.  
Atilgan, Yigit
Sabanci University
Demirtas, K. Ozgur
Sabanci University
Posted:
13 Oct 12
Last Revised:
26 May 14
98
(158,923)
 

24.  
Reward-to-Risk Ratios in Turkish Financial Markets | Show Abstract | Download |
Iktisat Isletme ve Finans, Forthcoming
Accepted Paper Series
Atilgan, Yigit
Sabanci University
Demirtas, K. Ozgur
Sabanci University
Posted:
28 Mar 12
Last Revised:
26 May 14
70
(195,902)
 

25.  
Atilgan, Yigit
Sabanci University
Demirtas, K. Ozgur
Sabanci University
Erdogan, Alper
Sabanci University - Graduate School of Management
Posted:
23 Jul 14
8
(367,739)
 


Records 1 - 25 of 25 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo3 in 0.656 seconds