Efdal Misirli

Federal Reserve Bank of Richmond - Quantitative Supervision & Research

SCHOLARLY PAPERS

4

DOWNLOADS

748

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Peer Momentum

Number of pages: 53 Posted: 16 Dec 2020
Efdal Misirli, Daniela Scida and Mihail Velikov
Federal Reserve Bank of Richmond - Quantitative Supervision & Research, Federal Reserve Bank of Richmond - Quantitative Supervision & Research and Pennsylvania State University
Downloads 327 (112,880)

Abstract:

Loading...

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 Bank of Richmond - Quantitative Supervision & Research
Downloads 185 (198,064)
Citation 2

Abstract:

Loading...

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 Bank of Richmond - Quantitative Supervision & Research
Downloads 156 (229,138)

Abstract:

Loading...

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 Bank of Richmond - Quantitative Supervision & Research
Downloads 80 (366,219)

Abstract:

Loading...

Productivity Shock, ICAPM, Labor Income, Industry Momentum Returns