Arzu Ozoguz

Southern Methodist University (SMU) - Finance Department

United States

Rice University

6100 Main St

Houston, TX Texas 77005

United States

SCHOLARLY PAPERS

5

DOWNLOADS
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CITATIONS
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18

Scholarly Papers (5)

Good Times or Bad Times? Investors' Uncertainty and Stock Returns

Number of pages: 74 Posted: 03 Aug 2004 Last Revised: 19 Jul 2008
Arzu Ozoguz
Southern Methodist University (SMU) - Finance Department
Downloads 346 (71,341)
Citation 14

Abstract:

uncertainty, beliefs, cross-section of returns, switching regime

Good Times or Bad Times? Investors' Uncertainty and Stock Returns

The Review of Financial Studies, Vol. 22, Issue 11, pp. 4377-4422, 2009
Posted: 08 Dec 2009
Arzu Ozoguz
Southern Methodist University (SMU) - Finance Department

Abstract:

2.

Foreign Market Cash Flow Exposure: A Multi-Country, Firm-Level Study

Number of pages: 31 Posted: 31 Mar 2000
University of North Carolina (UNC) at Chapel Hill - Finance Area, Southern Methodist University (SMU) - Finance Department and Kenan-Flagler Business School
Downloads 234 (107,040)
Citation 1

Abstract:

3.

Do Foreigners Facilitate Information Transmission in Emerging Markets?

Journal of Financial Economics. Forthcoming
Number of pages: 47 Posted: 27 Feb 2007 Last Revised: 14 Mar 2012
York University - Schulich School of Business, Southern Methodist University (SMU) - Finance Department, York University - Schulich School of Business and Department of Statistics & Actuarial Science and School of Accounting & Finance, University of Waterloo,
Downloads 219 (107,503)
Citation 2

Abstract:

lead-lag cross-autocorrelations, information diffusion, price delay, foreign investment, emerging markets

4.

Information, Competition, and Investment Sensitivity to Peer Stock Prices

Number of pages: 70 Posted: 18 Aug 2013
Arzu Ozoguz and Michael J. Rebello
Southern Methodist University (SMU) - Finance Department and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 57 (164,248)

Abstract:

5.

Know Thy Neighbor: Industry Clusters, Information Spillovers and Market Efficiency

Number of pages: 44 Posted: 18 Mar 2010 Last Revised: 09 Oct 2017
Joseph Engelberg, Arzu Ozoguz and Sean Wang
University of California, San Diego (UCSD) - Rady School of Management, Southern Methodist University (SMU) - Finance Department and Rice University
Downloads 0 (48,151)
Citation 1

Abstract:

Information, industry cluster, market efficiency