Orta Mahalle Üniversite Caddesi 27
Istanbul, Orhanli, 34956 Tuzla 34956
Turkey
Sabanci University
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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.
risk-return relation, volatility, emerging markets, literature review
Downside Risk, Downside Beta, Equity Returns, Asset Pricing, International Finance
Equity Risk, Anomalies, Cross-Section of Equity Returns, Emerging Markets
downside risk, value at risk, risk-return tradeoff, emerging markets
risk-return relationship, downside risk, value-at-risk, emerging markets, 2008 Financial Crisis
cross-listed bonds, credit ratings, rating conservatism, cost of debt
asset pricing models, equity returns, arbitrage pricing theory, macroeconomic factors
bond markets, equity markets, downside risk, value at risk, risk-return tradeoff
Emerging markets, derivatives, risk management, price discovery
liquidity, emerging markets, equity returns, asset pricing
misstatement news, investor reaction, stealth misstatements
share issues, equity returns, value effect, emerging markets
Downside Risk, Downside Beta, Equity Returns, Asset Pricing
