Efdal Misirli

Federal Reserve Banks - Quantitative Supervision & Research

United States

http://https://www.richmondfed.org/banking/qsr/misirli

  • Federal Reserve Banks - Quantitative Supervision & Research

SCHOLARLY PAPERS

5

DOWNLOADS

1,553

TOTAL CITATIONS

3

Scholarly Papers (5)

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1.

Peer Momentum

Number of pages: 59 Posted: 16 Dec 2020 Last Revised: 22 Jan 2023
Efdal Misirli, Daniela Scida and Mihail Velikov
Federal Reserve Banks - Quantitative Supervision & Research, Quantitative Supervision and Research - Federal Reserve Bank of Richmond and Pennsylvania State University - Smeal College of Business
Downloads 898 (55,321)

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Asset Pricing, Anomalies, Network, Attention, Behavioral Finance, Connectedness

2.

Distressed Stocks in Distressed Times

Number of pages: 53 Posted: 02 Dec 2015 Last Revised: 27 Mar 2017
Assaf Eisdorfer and Efdal Misirli
University of Connecticut - Department of Finance and Federal Reserve Banks - Quantitative Supervision & Research
Downloads 283 (222,499)
Citation 2

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Anomalies, Financial distress, Time-varying risk

3.

Aggregate Volatility Risk and Momentum Returns

Number of pages: 80 Posted: 11 Jun 2012 Last Revised: 06 Jun 2018
Efdal Misirli
Federal Reserve Banks - Quantitative Supervision & Research
Downloads 219 (286,857)

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Momentum, aggregate volatility, growth options, corporate investment, event study

4.

Productivity Risk and Industry Momentum

Number of pages: 39 Posted: 04 Oct 2016 Last Revised: 11 Apr 2017
Efdal Misirli
Federal Reserve Banks - Quantitative Supervision & Research
Downloads 124 (467,504)
Citation 1

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Productivity Shock, ICAPM, Labor Income, Industry Momentum Returns

5.

Designing Market Shock Scenarios

FRB Richmond Working Paper No. 24-17
Number of pages: 38 Posted: 02 Jan 2025
Azamat Abdymomunov, Zheng Duan, Anne Lundgaard Hansen and Efdal Misirli
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Banks - Quantitative Supervision & Research and Federal Reserve Banks - Quantitative Supervision & Research
Downloads 29 (968,855)

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stress test, bank supervision, market risk