Orta Mahalle Üniversite Caddesi 27
Istanbul, Orhanli, 34956 Tuzla 34956
Turkey
Sabanci University
SSRN RANKINGS
in Total Papers Downloads
Climate Finance, Socially Responsible Investing, Corporate Social Responsibility, ESG Investing, Carbon Premium
left-tail risk, momentum, equity returns, retail investors, costly arbitrage, investor inattention
expected market returns, volatility spreads, variance risk premia, information based explanation
expected market return, variance risk premium, implied volatility spreads, conditional skewness
cross-section of equity returns, volatility spreads, equity options, information flow, put-call parity.
tail risk, momentum, anomalies, cross-section of equity returns, emerging markets
risk-return relation, volatility, emerging markets, literature review
downside risk, value at risk, risk-return tradeoff, emerging markets
liquidity, emerging markets, equity returns, asset pricing
bond markets, equity markets, downside risk, value at risk, risk-return tradeoff
asset pricing models, equity returns, arbitrage pricing theory, macroeconomic factors
Emerging markets, derivatives, risk management, price discovery
equity returns, return seasonality, investor mood, mood beta, market efficiency, anomalies, international finance
downside risk, tail risk, left-tail momentum, equity returns, international finance
Downside Beta, Downside Risk, Tail Risk, Equity Returns, Asset Pricing
risk-return relationship, downside risk, value-at-risk, emerging markets, 2008 Financial Crisis
cross-listed bonds, credit ratings, rating conservatism, cost of debt
share issues, equity returns, value effect, emerging markets
exchange traded funds, risk management, performance evaluation, hedge funds
equity returns, average skewness, market skewness, volatility, time-series predictability, international finance
value premium, decomposing value, size effect, cross-section of equity returns, international finance
misstatement news, investor reaction, stealth misstatements
aggregate earnings, return predictability, price synchronicity, international asset pricing
exchange traded funds, equity markets, price discovery, information efficiency
debt covenant; earnings announcement; equity valuation; corporate governance
regret theory, behavioral finance, equity returns, international finance
environmental risks, pollution, equity returns, portfolio performance measurement, almost stochastic dominance
toxic emissions, industrial pollution, environmental risks, asset pricing, cross-section of equity returns
momentum, downside risk, emerging markets, performance measurement
Downside Risk, Downside Beta, Equity Returns, Asset Pricing, International Finance
