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Demirtas, K. Ozgur


 SSRN Author Rank: 1,755 by Downloads
 Chair Professor of Finance
 

Sabanci University


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

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. Demirtas, K. Ozgur's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
11,990
Total
Citations
111
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   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
1,401
(7,370)
 

2.  
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
1,218
(9,309)
 

3.  
Testing Mean Reversion in Stock Market Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Futures Markets, Vol. 28, No. 1, pp. 1-33, 2008
Number of Pages in PDF File: 36
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
1,121
(10,642)
1

4.  
Bonds Versus Stocks: Investors' Age and Risk Taking | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Monetary Economics, Vol. 56, No. 6, pp. 817-830, September 2009
Number of Pages in PDF File: 40
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
886
(15,300)
3

5.   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
796
(18,010)
33

6.  
Is There an Intertemporal Relation between Downside Risk and Expected Returns? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 4, pp. 883-909, 2009
Number of Pages in PDF File: 37
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
750
(19,600)
18

7.  
Aggregate Earnings, Firm-Level Earnings and Expected Stock Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 43, No. 3, pp. 657-684, 2008
Number of Pages in PDF File: 48
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
687
(22,250)
6

8.  
Implied Volatility Spreads, Skewness and Expected Market Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Georgetown McDonough School of Business Research Paper No. 1511970
Number of Pages in PDF File: 34
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:
10 Mar 15
561
(29,466)
31

9.  
Nonlinear Mean-Reversion in Stock Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Vol. 32, No. 5, pp. 767-782, 2008
Number of Pages in PDF File: 33
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
554
(29,979)
7

10.  
Corporate Financing Activities and Contrarian Investment | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Finance, Vol. 14, No. 3, pp. 543-584, 2010, Georgetown McDonough School of Business Research Paper
Number of Pages in PDF File: 45
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
540
(30,988)
3

11.  
Can Overreaction Explain Part of the Size Premium? | Show Abstract | Download This Paper | Open PDF in Browser |
International Journal of Revenue Management, 2008, Vol.2, Issue 3.
Number of Pages in PDF File: 28
Demirtas, K. Ozgur
Sabanci University
Guner, A. Burak
Citadel
Posted:
11 Dec 06
Last Revised:
20 Aug 08
496
(34,605)
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
473
(36,813)
 

13.  
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
331
(57,120)
 

14.  
Demirtas, K. Ozgur
Sabanci University
Guner, A. Burak
Citadel
Posted:
30 Nov 06
Last Revised:
20 Aug 08
303
(63,251)
 

15.  
Initial Credit Ratings and Earnings Management | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Financial Economics Vol. 22, No. 4, pp. 135-145.
Number of Pages in PDF File: 45
Demirtas, K. Ozgur
Sabanci University
Cornaggia, Kimberly Rodgers
American University - Kogod School of Business
Posted:
03 Apr 12
Last Revised:
18 Mar 14
262
(74,104)
4

16.  
Small Sample Bias in Panel Data | Show Abstract | Download This Paper | Open PDF in Browser |
Finance Letters, 2007, 5(2), 17-21
Number of Pages in PDF File: 9
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
231
(84,812)
 

17.  
Investigating ICAPM in International Futures Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Futures Markets, 2011, 19(3), 195-216
Number of Pages in PDF File: 18
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
224
(87,513)
 

18.  
Predictability of Risk Measures in International Stock Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Stock Market Volatility, pp. 313-322, March 2009
Number of Pages in PDF File: 15
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
209
(93,874)
 

19.  
Nonlinear Asymmetric Models of the Short Term Interest Rate | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Futures Markets, Vol. 26, No. 9, pp. 869-894, 2006
Number of Pages in PDF File: 28
Demirtas, K. Ozgur
Sabanci University
Posted:
18 Jul 09
Last Revised:
09 Nov 09
205
(95,682)
 

20.  
Aggregate Earnings and Expected Stock Returns in Emerging Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Emerging Markets Finance and Trade, Vol. 47, No. 3, 4-22
Number of Pages in PDF File: 29
Demirtas, K. Ozgur
Sabanci University
Zirek, Duygu
CUNY Baruch College - Zicklin School of Business
Posted:
11 Sep 10
Last Revised:
12 Dec 12
193
(101,415)
2

21.  
Atilgan, Yigit
Sabanci University
Demirtas, K. Ozgur
Sabanci University
Simsek, Koray D.
Sabanci University
Posted:
02 Jun 14
172
(112,924)
 

22.  
Downside Risk in Emerging Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Emerging Markets Finance and Trade, Forthcoming
Number of Pages in PDF File: 34
Atilgan, Yigit
Sabanci University
Demirtas, K. Ozgur
Sabanci University
Posted:
16 Jan 12
Last Revised:
26 May 14
129
(144,326)
2

23.  
Atilgan, Yigit
Sabanci University
Demirtas, K. Ozgur
Sabanci University
Posted:
13 Oct 12
Last Revised:
26 May 14
109
(163,914)
 

24.  
Reward-to-Risk Ratios in Turkish Financial Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Iktisat Isletme ve Finans, Forthcoming
Number of Pages in PDF File: 33
Atilgan, Yigit
Sabanci University
Demirtas, K. Ozgur
Sabanci University
Posted:
28 Mar 12
Last Revised:
26 May 14
74
(210,654)
 

25.  
Atilgan, Yigit
Sabanci University
Demirtas, K. Ozgur
Sabanci University
Erdogan, Alper
Sabanci University - Graduate School of Management
Posted:
20 Sep 14
Last Revised:
11 Mar 15
35
(296,036)
 

26.  
Atilgan, Yigit
Sabanci University
Demirtas, K. Ozgur
Sabanci University
Erdogan, Alper
Sabanci University - Graduate School of Management
Posted:
23 Jul 14
20
(352,211)
 

27.  
Atilgan, Yigit
Sabanci University
Demirtas, K. Ozgur
Sabanci University
Gunaydin, A. Doruk
Sabanci University
Posted:
14 May 15
10
(397,436)
 


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