.
Demirtas, K. Ozgur's
Scholarly Papers
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column.
Aggregate Statistics
Total 9,168
Total Citations 76
1.
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Hovakimian, Armen Baruch College - Zicklin School of Business
Posted:
15 Oct 06
Last Revised:
27 Feb 12
1,126(7,609)
Share issues, share repurchases, contrarian investment, expected stock returns, value-to-market ratios
2.
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
17 Oct 06
Last Revised:
27 Feb 12
1,006(9,194)
2
reversion, fat-tailed distributions, diffusion, GARCH, stochastic volatility
3.
Investing in Stock Market Anomalies
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Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
15 Mar 11
Last Revised:
27 Feb 12
835(12,322)
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
01 Feb 12
Last Revised:
27 Feb 12
113
Mutual funds, equity portfolios, expected utility paradigm, stock market anomalies
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
241
Stock Market Anomalies, Momentum, Reversal, Size, Value Premium
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
481
Stock Market Anomalies, Momentum, Reversal, Size, Value Premium
4.
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Levy, Haim Hebrew University of Jerusalem - Jerusalem School of Business Administration
Wolf, Avner Baruch College
Posted:
18 Oct 06
Last Revised:
27 Feb 12
833(12,369)
3
Asset Allocation, Life-Cycle Funds, Almost Stochastic Dominance, Almost Mean-Variance
5.
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Levy, Haim Hebrew University of Jerusalem - Jerusalem School of Business Administration
Posted:
18 Jul 09
Last Revised:
27 Feb 12
704(15,834)
17
Downside risk, skewed fat-tail distributions, extreme stock returns, tail risk.
6.
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Tehranian, Hassan Boston College - Department of Finance
Posted:
18 Jul 09
Last Revised:
27 Feb 12
649(17,815)
6
earnings, dividends, stock returns, market returns, predictability, business cycle
7.
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Guner, A. Burak Menta Capital
Posted:
11 Dec 06
Last Revised:
20 Aug 08
477(27,114)
1
Small-firm effect, Anomalies, Overreaction, Profitability
8.
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Hovakimian, Armen Baruch College - Zicklin School of Business
Posted:
18 Jul 09
Last Revised:
19 Apr 13
471(27,529)
4
9.
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Levy, Haim Hebrew University of Jerusalem - Jerusalem School of Business Administration
Posted:
01 Aug 09
Last Revised:
27 Feb 12
470(27,599)
8
mean reversion, extreme returns, time-varying risk aversion, stock market returns, market efficiency
10.
Do Hedge Funds Outperform Stocks and Bonds?
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Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
07 May 12
Last Revised:
20 Dec 12
344(40,979)
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
10 May 12
Last Revised:
20 Dec 12
213
Hedge Funds, Stocks, Bonds, Almost Stochastic Dominance, and MPPM
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J. New York University - Stern School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
07 May 12
Last Revised:
20 Dec 12
131
Hedge Funds, Stocks, Bonds, Almost Stochastic Dominance, MPPM
11.
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
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
299(48,378)
12.
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Guner, A. Burak Menta Capital
Posted:
30 Nov 06
Last Revised:
20 Aug 08
295(49,138)
Small-firm effect, Return anomalies, Overreaction
13.
Atilgan, Yigit Sabanci University
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
30 Jan 12
Last Revised:
22 Mar 13
257(57,408)
29
expected market returns, volatility spreads, variance risk premia, information based explanation
14.
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
18 Jul 09
Last Revised:
12 Dec 12
212(70,429)
15.
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Tandon, Kishore CUNY Baruch College - Zicklin School of Business
Posted:
15 Jul 09
Last Revised:
12 Dec 12
208(71,844)
stock index futures, international futures markets, risk-return tradeoff, GARCH-in-mean.
16.
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
18 Jul 09
Last Revised:
27 Feb 12
200(74,775)
17.
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
18 Jul 09
Last Revised:
09 Nov 09
195(76,657)
rates, volatility, nonlinearity, asymmetry, GARCH, diffusions
18.
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Cornaggia, Kimberly Rodgers American University - Kogod School of Business
Posted:
03 Apr 12
Last Revised:
12 Dec 12
179(83,641)
4
Credit Ratings, Earnings management, Accruals, Market efficiency
19.
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Zirek, Duygu CUNY Baruch College - Zicklin School of Business
Posted:
11 Sep 10
Last Revised:
12 Dec 12
166(89,301)
1
earnings, emerging markets, market returns, predictability, business cycle
20.
Atilgan, Yigit Sabanci University
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
16 Jan 12
Last Revised:
12 Dec 12
94(140,994)
1
downside risk, value at risk, risk-return tradeoff, emerging markets
21.
Atilgan, Yigit Sabanci University
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
89(146,236)
risk-return relationship, downside risk, value-at-risk, emerging markets, 2008 Financial Crisis
22.
Atilgan, Yigit Sabanci University
Demirtas, K. Ozgur CUNY Baruch College - Zicklin School of Business
Posted:
28 Mar 12
Last Revised:
12 Dec 12
59(185,330)
bond markets, equity markets, downside risk, value at risk, risk-return tradeoff
