Efdal Misirli

Federal Reserve Banks - Federal Reserve Bank of Richmond

Financial Economist

502 S Sharp St

Baltimore, MD 21201

United States

SCHOLARLY PAPERS

3

DOWNLOADS

379

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

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 - Federal Reserve Bank of Richmond
Downloads 157 (195,156)
Citation 3

Abstract:

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Anomalies, Financial distress, Time-varying risk

2.

Aggregate Volatility Risk and Momentum Returns

Number of pages: 80 Posted: 11 Jun 2012 Last Revised: 06 Jun 2018
Efdal Misirli
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 149 (203,863)

Abstract:

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

3.

Productivity Risk and Industry Momentum

Number of pages: 39 Posted: 04 Oct 2016 Last Revised: 11 Apr 2017
Efdal Misirli
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 73 (333,391)

Abstract:

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Productivity Shock, ICAPM, Labor Income, Industry Momentum Returns