Mustafa Onur Caglayan

Ozyegin University

Associate Professor of Finance

Nisantepe Mahallesi Orman Sokak

No:34-36 Alemdag Cekmekoy

Istanbul, 34794

Turkey

View CV
SCHOLARLY PAPERS

8

DOWNLOADS
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CITATIONS
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Top 10,548

in Total Papers Citations

40

Scholarly Papers (8)

Hedge Fund Performance and Manager Skill

Journal of Futures Markets, Forthcoming
Posted: 02 Oct 2001
Franklin R. Edwards and Mustafa Onur Caglayan
Columbia Business School - Finance and Economics and Ozyegin University

Abstract:

Hedge Funds, Hedge Fund Performance, Manager Skill

Hedge Funds and Commodity Fund Investments in Bull and Bear Markets

Journal of Portfolio Management, Vol. 27, No. 4, Summer 2001
Posted: 13 Nov 2001
Franklin R. Edwards and Mustafa Onur Caglayan
Columbia Business School - Finance and Economics and Ozyegin University

Abstract:

3.

Do Hedge Funds’ Exposures to Risk Factors Predict Their Future Returns?

Number of pages: 66 Posted: 18 Feb 2010 Last Revised: 27 Feb 2012
Turan G. Bali, Stephen J. Brown and Mustafa Onur Caglayan
Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Ozyegin University
Downloads 1,011 (14,598)
Citation 8

Abstract:

Hedge Funds, Return Predictability, Risk Factors

Systematic Risk and the Cross-Section of Hedge Fund Returns

Number of pages: 38 Posted: 09 Mar 2011 Last Revised: 27 Feb 2012
Turan G. Bali, Stephen J. Brown and Mustafa Onur Caglayan
Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Ozyegin University
Downloads 473 (46,947)
Citation 29

Abstract:

hedge funds, systematic risk, time-varying risk, return predictability

Systematic Risk and the Cross-Section of Hedge Fund Returns

Number of pages: 39 Posted: 19 Dec 2011
Turan G. Bali, Stephen J. Brown and Mustafa Onur Caglayan
Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Ozyegin University
Downloads 208 (119,078)
Citation 29

Abstract:

hedge funds, systematic risk, residual risk, return predictability

Systematic Risk and the Cross-Section of Hedge Fund Returns

AFA 2012 Chicago Meetings Paper
Number of pages: 38 Posted: 15 Mar 2011 Last Revised: 27 Feb 2012
Turan G. Bali, Stephen J. Brown and Mustafa Onur Caglayan
Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Ozyegin University
Downloads 197 (125,527)
Citation 29

Abstract:

hedge funds, systematic risk, time-varying risk, return predictability

Systematic Risk and the Cross-Section of Hedge Fund Returns

Number of pages: 39 Posted: 29 Jan 2012
Turan G. Bali, Stephen J. Brown and Mustafa Onur Caglayan
Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Ozyegin University
Downloads 76 (262,675)
Citation 29

Abstract:

hedge funds, systematic risk, residual risk, return predictability

5.
Downloads 640 ( 32,029)
Citation 2

Macroeconomic Risk and Hedge Fund Returns

Georgetown McDonough School of Business Research Paper
Number of pages: 58 Posted: 23 Oct 2013 Last Revised: 10 Feb 2014
Turan G. Bali, Stephen Brown and Mustafa Onur Caglayan
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business and Ozyegin University
Downloads 362 (65,042)
Citation 2

Abstract:

hedge funds, mutual funds, macroeconomic risk, economic uncertainty

Macroeconomic Risk and Hedge Fund Returns

Georgetown McDonough School of Business Research Paper
Number of pages: 58 Posted: 20 Mar 2013 Last Revised: 18 Feb 2014
Turan G. Bali, Stephen J. Brown and Mustafa Onur Caglayan
Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Ozyegin University
Downloads 278 (88,093)
Citation 2

Abstract:

hedge funds, economic uncertainty, risk factors, return predictability

6.

Emerging Market Exposures and the Predictability of Hedge Fund Returns

Forthcoming in Financial Management
Number of pages: 39 Posted: 09 Apr 2012 Last Revised: 20 Dec 2013
Mustafa Onur Caglayan and Sevan Ulutas
Ozyegin University and Garanti Asset Management
Downloads 192 (121,150)
Citation 1

Abstract:

emerging market betas, hedge funds, return predictability

7.

Upside Potential of Hedge Funds as a Predictor of Future Performance

Georgetown McDonough School of Business Research Paper No. 2661752
Number of pages: 95 Posted: 18 Sep 2015 Last Revised: 06 May 2017
Turan G. Bali, Stephen Brown and Mustafa Onur Caglayan
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business and Ozyegin University
Downloads 26 (110,026)

Abstract:

hedge funds; upside potential; return predictability

8.

Hedge Fund vs. Non-Hedge Fund Institutional Ownership and the Book-to-Market Effect

Number of pages: 43 Posted: 07 Nov 2016 Last Revised: 25 Mar 2017
Mustafa Onur Caglayan and Umut Celiker
Ozyegin University and Ozyegin University
Downloads 0 (232,877)

Abstract:

Book-To-Market Effect; Institutional Ownership; Hedge Funds