Nusret Cakici

Fordham university

113 West 60th Street

New York, NY 10023

United States

SCHOLARLY PAPERS

46

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Top 1,783

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24,893

SSRN CITATIONS
Rank 709

SSRN RANKINGS

Top 709

in Total Papers Citations

788

CROSSREF CITATIONS

703

Scholarly Papers (46)

1.
Downloads 3,232 ( 5,215)
Citation 51

The Joint Cross Section of Stocks and Options

AFA 2011 Denver Meetings Paper, Fordham University Schools of Business Research Paper No. 2010-003
Number of pages: 58 Posted: 08 Jan 2010 Last Revised: 27 Feb 2012
Andrew Ang, Turan G. Bali and Nusret Cakici
BlackRock, Inc, Georgetown University - McDonough School of Business and Fordham university
Downloads 1,541 (16,766)
Citation 11

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implied volatility, risk premiums, return predictability, momentum

The Joint Cross Section of Stocks and Options

Georgetown McDonough School of Business Research Paper No. 2012-10
Number of pages: 142 Posted: 22 Feb 2012 Last Revised: 24 Mar 2014
Byeong-Je An, Andrew Ang, Turan G. Bali and Nusret Cakici
Nanyang Business School, Nanyang Technological University, BlackRock, Inc, Georgetown University - McDonough School of Business and Fordham university
Downloads 1,385 (19,649)
Citation 4

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implied volatility, risk premiums, predictability, short-term momentum

The Joint Cross Section of Stocks and Options

Netspar Discussion Paper No. 10/2013-032, Georgetown McDonough School of Business Research Paper
Number of pages: 69 Posted: 19 Oct 2013
Byeong-Je An, Andrew Ang, Turan G. Bali and Nusret Cakici
Nanyang Business School, Nanyang Technological University, BlackRock, Inc, Georgetown University - McDonough School of Business and Fordham university
Downloads 219 (194,667)
Citation 17

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implied volatility, risk premiums, predictability, short-term momentum

The Joint Cross Section of Stocks and Options

NBER Working Paper No. w19590
Number of pages: 96 Posted: 01 Nov 2013 Last Revised: 13 Jul 2022
Byeong-Je An, Andrew Ang, Turan G. Bali and Nusret Cakici
Nanyang Business School, Nanyang Technological University, BlackRock, Inc, Georgetown University - McDonough School of Business and Fordham university
Downloads 87 (399,822)
Citation 13

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2.

The Five-Factor Fama-French Model: International Evidence

Number of pages: 51 Posted: 03 May 2015 Last Revised: 15 Oct 2015
Nusret Cakici
Fordham university
Downloads 3,088 (5,648)
Citation 12

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Idiosyncratic Volatility and the Cross-Section of Expected Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 41 Posted: 08 Aug 2006
Turan G. Bali and Nusret Cakici
Georgetown University - McDonough School of Business and Fordham university
Downloads 1,389 (19,564)
Citation 24

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idiosyncratic risk, expected stock returns, size, book-to-market, liquidity

Idiosyncratic Volatility and the Cross-Section of Expected Returns

Number of pages: 29 Posted: 03 Mar 2006
Turan G. Bali and Nusret Cakici
Georgetown University - McDonough School of Business and Fordham university
Downloads 1,011 (31,294)
Citation 5

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idiosyncratic risk, total risk, expected stock returns, size, liquidity

Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns

Number of pages: 49 Posted: 03 Sep 2008 Last Revised: 27 Feb 2012
Turan G. Bali, Nusret Cakici and Robert Whitelaw
Georgetown University - McDonough School of Business, Fordham university and New York University
Downloads 1,720 (14,192)
Citation 35

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expected stock returns, maximum returns, idiosyncratic volatility, skewness

Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns

NYU Working Paper No. FIN-08-025
Number of pages: 44 Posted: 09 Mar 2009 Last Revised: 27 Feb 2012
Turan G. Bali, Nusret Cakici and Robert Whitelaw
Georgetown University - McDonough School of Business, Fordham university and New York University
Downloads 242 (176,672)
Citation 98

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Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns

NBER Working Paper No. w14804
Number of pages: 50 Posted: 24 Mar 2009 Last Revised: 15 Jun 2022
Turan G. Bali, Nusret Cakici and Robert Whitelaw
Georgetown University - McDonough School of Business, Fordham university and New York University
Downloads 96 (375,660)

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5.

The Magic Formula: Value, Profitability, and the Cross Section of Global Stock Returns

Number of pages: 39 Posted: 22 Apr 2017 Last Revised: 29 Oct 2017
Douglas W. Blackburn and Nusret Cakici
JP Morgan Chase and Fordham university
Downloads 2,020 (11,177)

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return predictability, profitability, value, magic formula, cross-section of returns

6.

Cross-Sectional Stock Return Predictability in China

Number of pages: 42 Posted: 11 Apr 2012
Nusret Cakici, Kalok Chan and Kudret Topyan
Fordham university, CUHK Business School and Manhattan College - Department of Economics and Finance
Downloads 865 (39,609)
Citation 11

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Chinese stock returns, Stock return predictors, Momentum, Stock Cheapness

7.

Machine Learning Goes Global: Cross-Sectional Return Predictability in International Stock Markets

Number of pages: 98 Posted: 28 Jun 2022 Last Revised: 07 Jul 2022
Fordham university, University of Bremen, University of Bremen and Montpellier Business School
Downloads 743 (48,674)

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machine learning, return predictability, international stock markets, the cross-section of stock returns, forecast combination, asset pricing

8.

Riskiness Measures and Expected Returns

Number of pages: 51 Posted: 11 Apr 2011 Last Revised: 27 Feb 2012
Turan G. Bali, Nusret Cakici and Fousseni Chabi-Yo
Georgetown University - McDonough School of Business, Fordham university and University of Massachusetts Amherst - Isenberg School of Management
Downloads 739 (48,843)
Citation 2

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Riskiness, economic index of riskiness, operational measure of riskiness, risk-neutral measures, stock returns

9.

Empirical Asset Pricing via Machine Learning: The Global Edition

Number of pages: 79 Posted: 09 Feb 2022 Last Revised: 21 Jun 2022
Nusret Cakici and Adam Zaremba
Fordham university and Montpellier Business School
Downloads 705 (52,017)

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machine learning, factor investing, the cross-section of country stock returns, equity risk premia, international markets, return predictability, forecast combination

10.

A Model-Independent Measure of Aggregate Idiosyncratic Risk

Number of pages: 48 Posted: 16 Mar 2005 Last Revised: 27 Feb 2012
Turan G. Bali, Nusret Cakici and Haim Levy
Georgetown University - McDonough School of Business, Fordham university and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 704 (52,102)
Citation 3

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idiosyncratic risk, total risk, average stock risk, stock market volatility, stock returns

11.

Size, Value, and Momentum in Emerging Market Stock Returns

Fordham University Schools of Business Research Paper No. 2070832
Number of pages: 40 Posted: 30 May 2012 Last Revised: 11 Sep 2012
Nusret Cakici, Frank J. Fabozzi and Sinan Tan
Fordham university, EDHEC Business School and Fordham University - Gabelli School of Business
Downloads 683 (54,236)
Citation 14

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12.

Do the Size, Value, and Momentum Factors Drive Stock Returns in Emerging Markets?

Number of pages: 47 Posted: 04 Feb 2016 Last Revised: 06 Jun 2016
Nusret Cakici, Yi Tang and An Yan
Fordham university, Fordham University - Gabelli School of Business and Fordham University - Gabelli School of Business
Downloads 657 (56,973)
Citation 3

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Emerging markets, cross-sectional stock returns, market comovements

Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?

Number of pages: 54 Posted: 09 Oct 2011 Last Revised: 06 Aug 2014
Turan G. Bali, Nusret Cakici and Robert Whitelaw
Georgetown University - McDonough School of Business, Fordham university and New York University
Downloads 206 (206,124)

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tail risk, downside risk, under-diversification, expected stock returns

Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?

NYU Working Paper No. FIN-11-007
Number of pages: 54 Posted: 15 Oct 2011 Last Revised: 06 Aug 2014
Turan G. Bali, Nusret Cakici and Robert Whitelaw
Georgetown University - McDonough School of Business, Fordham university and New York University
Downloads 85 (405,581)

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Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?

Georgetown McDonough School of Business Research Paper No. 1993287
Number of pages: 54 Posted: 30 Jan 2012 Last Revised: 06 Aug 2014
Turan G. Bali, Nusret Cakici and Robert Whitelaw
Georgetown University - McDonough School of Business, Fordham university and New York University
Downloads 84 (408,498)

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tail risk, downside risk, under-diversification, expected stock returns

Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?

Number of pages: 54 Posted: 15 Mar 2012 Last Revised: 06 Aug 2014
Turan G. Bali, Nusret Cakici and Robert Whitelaw
Georgetown University - McDonough School of Business, Fordham university and New York University
Downloads 78 (426,922)

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tail risk, downside risk, under-diversification, expected stock returns

Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?

NYU Working Paper No. FIN-11-007
Number of pages: 54 Posted: 06 Nov 2011 Last Revised: 06 Aug 2014
Turan G. Bali, Nusret Cakici and Robert Whitelaw
Georgetown University - McDonough School of Business, Fordham university and New York University
Downloads 71 (450,112)

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Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?

NYU Working Paper No. 2451/31271, Georgetown McDonough School of Business Research Paper
Number of pages: 54 Posted: 10 Sep 2013 Last Revised: 06 Aug 2014
Turan G. Bali, Nusret Cakici and Robert Whitelaw
Georgetown University - McDonough School of Business, Fordham university and New York University
Downloads 54 (516,514)

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Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?

NBER Working Paper No. w19460
Number of pages: 47 Posted: 20 Sep 2013 Last Revised: 05 Mar 2022
Turan G. Bali, Nusret Cakici and Robert Whitelaw
Georgetown University - McDonough School of Business, Fordham university and New York University
Downloads 36 (609,061)
Citation 7

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14.

Size, Value, and Momentum in Developed Country Equity Returns: Macroeconomic and Liquidity Exposures

Number of pages: 60 Posted: 06 Dec 2013 Last Revised: 07 Dec 2013
Nusret Cakici and Sinan Tan
Fordham university and Fordham University - Gabelli School of Business
Downloads 602 (63,707)
Citation 4

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developed international equity markets, value effect, momentum effect, macroeconomic risk, liquidity risk

15.

Recency Bias and the Cross-Section of International Stock Returns

Number of pages: 54 Posted: 01 May 2021 Last Revised: 06 Nov 2021
Nusret Cakici and Adam Zaremba
Fordham university and Montpellier Business School
Downloads 558 (70,125)
Citation 1

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chronological return ordering, recency bias, behavioral finance, the cross-section of stock returns, asset pricing, return predictability, international markets

16.

Overreaction and the Cross-Section of Returns: International Evidence

Journal of Empirical Finance, Vol. 42, 2017, Gabelli School of Business, Fordham University Research Paper No. 2800188
Number of pages: 40 Posted: 25 Jun 2016 Last Revised: 23 Apr 2017
Douglas W. Blackburn and Nusret Cakici
JP Morgan Chase and Fordham university
Downloads 556 (70,450)
Citation 4

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Return predictability, overreaction, long-term reversals, market efficiency, cross-section of returns, international asset pricing

17.

Alternative Profitability Measures and Cross Section of Expected Stock Returns: International Evidence

Number of pages: 37 Posted: 18 May 2017 Last Revised: 04 Jun 2020
Nusret Cakici, Sris Chatterjee, Yi Tang and Lin Tong
Fordham university, Fordham University - Gabelli School of Business, Fordham University - Gabelli School of Business and Fordham University - Finance Area
Downloads 544 (72,374)
Citation 4

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Profitability, enterprise value, behavioral finance, international asset pricing

18.

Frontier Stock Markets: Local vs Global Factors

Gabelli School of Business, Fordham University Research Paper No. 2930491
Number of pages: 39 Posted: 10 Mar 2017
Douglas W. Blackburn and Nusret Cakici
JP Morgan Chase and Fordham university
Downloads 453 (90,375)
Citation 1

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Frontier markets, Cross-section of returns, International asset pricing, Fama-French factors, Momentum, Value premium, Size effect

A New Approach to Measuring Riskiness in the Equity Market: Implications for the Risk Premium

Fisher College of Business Working Paper No. 2012-03-009, Charles A. Dice Center Working Paper No. 2012-9
Number of pages: 61 Posted: 10 May 2012 Last Revised: 06 Sep 2013
Turan G. Bali, Nusret Cakici and Fousseni Chabi-Yo
Georgetown University - McDonough School of Business, Fordham university and University of Massachusetts Amherst - Isenberg School of Management
Downloads 208 (204,314)
Citation 5

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Time-varying riskiness, risk-neutral measures, physical measures, expected returns, equity premium

A New Approach to Measuring Riskiness in the Equity Market: Implications for the Risk Premium

Number of pages: 58 Posted: 12 Apr 2012 Last Revised: 01 May 2013
Turan G. Bali, Nusret Cakici and Fousseni Chabi-Yo
Georgetown University - McDonough School of Business, Fordham university and University of Massachusetts Amherst - Isenberg School of Management
Downloads 176 (237,124)
Citation 1

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Time-varying riskiness, risk-neutral measures, physical measures, expected returns, equity

20.

Responsible Investing: ESG Ratings and the Cross-Section of International Stock Returns

Number of pages: 39 Posted: 11 Oct 2021 Last Revised: 10 Jan 2022
Nusret Cakici and Adam Zaremba
Fordham university and Montpellier Business School
Downloads 337 (126,442)

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corporate social responsibility, sustainable investing, environmental, social, and governance ratings, ESG, the cross-section of stock returns, international markets, return predictability, asset pricing, size premium, small firm effect

21.

The Risk-Neutral Distribution of Option Returns

Georgetown McDonough School of Business Research Paper No. 2902209
Number of pages: 59 Posted: 22 Jan 2017 Last Revised: 26 Feb 2017
Georgetown University - McDonough School of Business, Fordham university, University of Massachusetts Amherst - Isenberg School of Management and Georgia State University
Downloads 316 (135,259)
Citation 1

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Risk-Neutral Distribution, Option Returns

22.

Salience Theory and the Cross-Section of Stock Returns: International and Further Evidence

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 76 Posted: 17 Dec 2020 Last Revised: 19 Oct 2021
Nusret Cakici and Adam Zaremba
Fordham university and Montpellier Business School
Downloads 309 (138,520)

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salience theory, probability weighting, microcaps, asset pricing, firm size, return predictability, equity anomalies, international markets, replication

23.

Size, Value, Profitability, and Investment Effects in International Stock Returns: Are They Really There?

Journal of Investing, Forthcoming
Number of pages: 36 Posted: 25 May 2021
Nusret Cakici and Adam Zaremba
Fordham university and Montpellier Business School
Downloads 282 (152,285)
Citation 1

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Five-Factor Model, Size, Value, Profitability, Investment, Asset Pricing, International Stock Markets, Small-Minus-Big (SMB), High-Minus-Low (HML), Robust-Minus-Weak (RMW), Conservative-Minus-Aggressive (CMA)

24.

World Market Risk, Country-Specific Risk and Expected Returns in International Stock Markets

Number of pages: 46 Posted: 15 Oct 2009
Turan G. Bali and Nusret Cakici
Georgetown University - McDonough School of Business and Fordham university
Downloads 248 (173,045)
Citation 12

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international equity returns, country-specific risk, idiosyncratic risk, systematic risk

25.

Yield Curve Shifts and the Cross-Section of Global Equity Returns

Number of pages: 52 Posted: 27 Feb 2021 Last Revised: 10 Jan 2022
Montpellier Business School, Fordham university, Griffith UniversityGriffith University and Zhejiang University
Downloads 247 (174,428)

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yield curve, government bonds, country equity indexes, interest rates, international markets, asset pricing, return predictability, the cross-section of stock returns

26.

Liquidity and the Cross-Section of International Stock Returns

Journal of Banking and Finance, Forthcoming
Number of pages: 38 Posted: 02 Mar 2020 Last Revised: 20 Mar 2021
Nusret Cakici and Adam Zaremba
Fordham university and Montpellier Business School
Downloads 195 (216,842)

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illiquidity premium, liquidity effect, international markets, microcaps, Amihud’s measure, turnover ratio, bid-ask spread, zero-return days, asset pricing, return predictability

27.

Tangible and Intangible Information in Emerging Markets

Number of pages: 56 Posted: 22 Sep 2017 Last Revised: 29 Oct 2017
Douglas W. Blackburn and Nusret Cakici
JP Morgan Chase and Fordham university
Downloads 181 (233,503)

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Book-to-market decomposition, Value effect, Emerging markets, Tangible information, Intangible information, Overreaction

28.

Book-to-Market Decomposition, Net Share Issuance, and the Cross Section of Global Stock Returns

Number of pages: 29 Posted: 01 Jun 2017 Last Revised: 08 Jun 2019
Douglas W. Blackburn and Nusret Cakici
JP Morgan Chase and Fordham university
Downloads 167 (247,620)
Citation 1

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Global return predictability, Cross-section of returns, Book-to-market, Net share issues

29.

Misery on Main Street, Victory on Wall Street: Economic Discomfort and the Cross-Section of Global Stock Returns

Number of pages: 49 Posted: 17 Dec 2020 Last Revised: 20 Dec 2020
Nusret Cakici and Adam Zaremba
Fordham university and Montpellier Business School
Downloads 150 (270,563)

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Equity Indices, International Markets, Asset Pricing, Equity Anomalies, Return Predictability, the Cross-Section of Stock Returns, the Misery Index, Economic Discomfort Index, Unemployment, Inflation

30.

When Bad News is Good News: Geopolitical Risk and the Cross-Section of Emerging Market Stock Returns

Number of pages: 50 Posted: 17 Dec 2020 Last Revised: 20 Dec 2020
Adam Zaremba, Nusret Cakici and Ender Demir
Montpellier Business School, Fordham university and Istanbul Medeniyet University
Downloads 141 (284,143)

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Geopolitical Risk Index, the Cross-Section of Stock Returns, Emerging Markets, Equity Anomalies, Asset Pricing, Return Predictability, Overreaction, Availability Heuristic, Salience

31.

Equity Options During the Short Ban of 2008

Fordham University Schools of Business Research Paper No. 2010-004, 23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 63 Posted: 27 Aug 2010 Last Revised: 21 Oct 2010
Nusret Cakici, Sinan Tan and Gautam Goswami
Fordham university, Fordham University - Gabelli School of Business and Fordham University - Finance Area
Downloads 113 (334,564)
Citation 1

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Equity Options, Capital Markets, Short Sales

32.

False Discoveries in the Anomaly Research: New Insights from the Stock Exchange of Melbourne (1927-1987)

Number of pages: 47 Posted: 10 Mar 2021 Last Revised: 21 Apr 2021
Fordham university, Montpellier Business School, Griffith UniversityGriffith University and Monash University
Downloads 107 (347,214)

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equity anomalies, replication, factor investing, financial history, Australia, Melbourne Stock Exchange, asset pricing, return predictability, cross-section of returns, false discoveries, p-hacking, data mining

33.

Who Should be Afraid of Infections? Pandemic Exposure and the Cross-Section of Stock Returns

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 57 Posted: 20 May 2020 Last Revised: 15 Mar 2021
Nusret Cakici and Adam Zaremba
Fordham university and Montpellier Business School
Downloads 107 (347,214)

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pandemic, epidemic, COVID-19, novel coronavirus, pandemic index, asset pricing, the cross-section of stock returns, return predictability

34.

Decomposition of Book-to-Market and the Cross-Section of Returns for Chinese Shares

Number of pages: 42 Posted: 23 Jan 2015
Nusret Cakici, Sris Chatterjee and Kudret Topyan
Fordham university, Fordham University - Gabelli School of Business and Manhattan College - Department of Economics and Finance
Downloads 101 (360,814)
Citation 1

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35.

Equity Options During the Shorting Ban of 2008

Number of pages: 31 Posted: 02 Jun 2010 Last Revised: 10 Jun 2019
Nusret Cakici, Gautam Goswami and Sinan Tan
Fordham university, Fordham University - Finance Area and Fordham University - Gabelli School of Business
Downloads 86 (398,911)
Citation 2

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SEC; Shorting Ban; OPRA; Intraday Stock Options

36.

Return Predictability of Turkish Stocks: An Empirical Investigation

Number of pages: 36 Posted: 11 Apr 2012
Nusret Cakici and Kudret Topyan
Fordham university and Manhattan College - Department of Economics and Finance
Downloads 72 (441,265)

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Istanbul Securities Exchange, Stock return predictors, Book-to-Market Ratio, Momentum, Stock Cheapness

37.

Preference for Positive Skewness and Expected Stock Returns

Number of pages: 36 Posted: 20 Mar 2007
Turan G. Bali and Nusret Cakici
Georgetown University - McDonough School of Business and Fordham university
Downloads 72 (441,265)

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skewness preference, idiosyncratic skewness, systematic skewness, expected stock returns

38.

Default Risk and Cross Section of Returns

J. Risk Financial Manag. 2019, 12, 95; doi:10.3390/jrfm12020095
Number of pages: 15 Posted: 17 Jun 2019
Nusret Cakici, Sris Chatterjee and Ren-Raw Chen
Fordham university, Fordham University - Gabelli School of Business and affiliation not provided to SSRN
Downloads 57 (495,891)

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risk management; default risk; option pricing

39.

Cross-Sectional Return Predictability in Taiwan Stock Exchange: An Empirical Investigation

Review of Pacific Basin Financial Markets and Policies, Vol. 17, No. 02, 1450010 (2014) https://doi.org/10.1142/S0219091514500106
Posted: 10 Jan 2022
Nusret Cakici, Kudret Topyan and Chia-Jane Wang
Fordham university, Manhattan College - Department of Economics and Finance and Rutgers Business School

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Taiwan Stock Exchange, TWSE, Stock return predictors, book-to-market ratio, momentum, stock cheapness

40.

What Drives the January Seasonality in the Illiquidity Premium? Evidence from International Stock Markets

Journal of Investment Strategies, Vol. 10, No. 1
Number of pages: 24 Posted: 30 Jun 2021
Adam Zaremba and Nusret Cakici
Montpellier Business School and Fordham university
Downloads 0 (910,623)
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illiquidity premium; liquidity; size effect; small-firm premium; January effect; seasonality; international markets; Amihud’s ratio.

41.

Tracking the Evolution of Idiosyncratic Risk and Cross-Sectional Expected Returns for US REITSs

Journal of Real Estate Finance and Economics, Vol. 48, No. 3, 2014
Posted: 22 Mar 2014
Nusret Cakici, Isil Erol and Dogan Tirtiroglu
Fordham university, Middle East Technical University (METU) - Department of Economics and Kadir Has University

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Idiosyncratic risk; Expected returns; REITs; GFC; REIT maturity era

42.

Hedge Fund Mergers

Journal of Investment Management, Vol. 5, No. 2, Second Quarter 2007
Posted: 30 May 2007
Nusret Cakici and Sris Chatterjee
Fordham university and Fordham University - Gabelli School of Business

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43.

Aggregate Idiosyncratic Risk and Market Returns

Journal of Investment Management, Vol. 4, No. 4, Fourth Quarter 2006
Posted: 29 Nov 2006
Turan G. Bali and Nusret Cakici
Georgetown University - McDonough School of Business and Fordham university

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Idiosyncratic Risk, total risk, average stock risk, stock market volatility, stock returns

44.

Value at Risk and Expected Stock Returns

Financial Analysts Journal, Vol. 60, No. 2, pp. 57-73, March/April 2004
Posted: 07 May 2004
Turan G. Bali and Nusret Cakici
Georgetown University - McDonough School of Business and Fordham university

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Equity Investments: Fundamental Analysis and Valuation Models; Portfolio Management: Equity Strategies; Risk Measurement and Management: Equity Portfolios

45.

Closed-End Funds and Turnover Restrictions

Financial Analysts Journal, Vol. 58, No. 3, May/June 2002
Posted: 20 Aug 2002
Nusret Cakici, Anthony Tessitore and Nilufer Usmen
Fordham university, City of London Investment Group PLC - Quantitative Management Limited and Montclair State University - School of Business

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46.

How to Grow a Smiling Tree

The Journal of Financial Engineering, Vol. 7, No. 2, June 1998
Posted: 10 Aug 1998
Stanko Barle and Nusret Cakici
Renaissance Technologies Corporation and Fordham university

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