Mete Kilic

University of Southern California - Marshall School of Business

701 Exposition Blvd

Los Angeles, CA California 90089

United States

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 16,192

SSRN RANKINGS

Top 16,192

in Total Papers Downloads

5,780

SSRN CITATIONS
Rank 10,162

SSRN RANKINGS

Top 10,162

in Total Papers Citations

145

CROSSREF CITATIONS

16

Scholarly Papers (12)

1.

Gold, Platinum, and Expected Stock Returns

Number of pages: 69 Posted: 12 Aug 2016 Last Revised: 17 Apr 2018
Darien Huang and Mete Kilic
Cornell University - Department of Finance and University of Southern California - Marshall School of Business
Downloads 1,795 (18,154)
Citation 12

Abstract:

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gold, platinum, return predictability, tail risk, disaster risk

2.

The Cross-Section of Investment and Profitability: Implications for Asset Pricing

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 55 Posted: 24 Sep 2019 Last Revised: 15 Jun 2022
Mete Kilic, Louis Yang and Miao Ben Zhang
University of Southern California - Marshall School of Business, Cubist Systematic Strategies and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 1,006 (42,738)

Abstract:

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Investment CAPM; Cross-Section of Stock Returns; q-Factors; Investment Premium; Profitability Premium; Out-of-Sample Test.

3.

Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility

The Wharton School Research Paper No. 73, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 83 Posted: 22 Dec 2014 Last Revised: 12 Aug 2020
Mete Kilic and Jessica A. Wachter
University of Southern California - Marshall School of Business and University of Pennsylvania - Finance Department
Downloads 797 (58,818)
Citation 3

Abstract:

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4.

Learning, Slowly Unfolding Disasters, and Asset Prices

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 59 Posted: 09 Aug 2019 Last Revised: 30 Oct 2021
University of Kansas - School of Business, University of Southern California - Marshall School of Business and University of Wisconsin - Madison
Downloads 620 (81,372)
Citation 1

Abstract:

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5.

Good and Bad Variance Premia and Expected Returns

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 52 Posted: 25 Aug 2017
Mete Kilic and Ivan Shaliastovich
University of Southern California - Marshall School of Business and University of Wisconsin - Madison
Downloads 432 (126,598)
Citation 66

Abstract:

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Variance premium, return predictability, upside and downside risk

6.

Why Do Rational Investors Like Variance at the Peak of a Crisis? A Learning-Based Explanation

Journal of Monetary Economics, Forthcoming
Number of pages: 41 Posted: 14 Nov 2021 Last Revised: 24 Aug 2023
University of Kansas - School of Business, University of Southern California - Marshall School of Business and University of Wisconsin - Madison
Downloads 272 (209,011)
Citation 2

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negative variance risk premium, Bayesian learning, rational investors, good uncertainty, crisis dynamics

7.

Leverage Risk and Investment: The Case of Gold Clauses in the 1930s

Number of pages: 50 Posted: 19 Mar 2019 Last Revised: 02 Feb 2020
The Wharton School, University of Southern California - Marshall School of Business and University of Wisconsin - Madison
Downloads 269 (211,316)
Citation 1

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Great Depression, investment, debt overhang, indexed bonds, leverage risk

8.
Downloads 194 (288,586)
Citation 3

Insensitive Investors

Journal of Finance forthcoming
Number of pages: 86 Posted: 26 Jan 2022 Last Revised: 25 Apr 2024
London School of Economics & Political Science (LSE) - Department of Finance, University of Southern California - Marshall School of Business and University of Southern California - Marshall School of Business
Downloads 129 (407,298)

Abstract:

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Insensitive Investors

CESifo Working Paper No. 10067
Number of pages: 60 Posted: 17 Nov 2022
London School of Economics & Political Science (LSE) - Department of Finance, University of Southern California - Marshall School of Business and University of Southern California - Marshall School of Business
Downloads 65 (641,002)

Abstract:

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investor behavior, cognitive noise, portfolio choice

9.

Investing in Misallocation

Number of pages: 71 Posted: 31 May 2023 Last Revised: 13 May 2024
Mete Kilic and Selale Tuzel
University of Southern California - Marshall School of Business and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 148 (364,411)

Abstract:

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Misallocation, MPK, endogenous growth, investment, jumps

10.

The Factor Competition Channel of Interest Rate Transmission

Number of pages: 76 Posted: 02 Oct 2023 Last Revised: 21 Nov 2023
Mete Kilic and Zhao Zhang
University of Southern California - Marshall School of Business and
Downloads 110 (457,459)

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Interest rates, supply elasticity, duration, investment, employment, real estate

11.

Risk and Risk-Free Rates

Number of pages: 62 Posted: 15 Apr 2024
Mete Kilic, Zhao Zhang and Aleksandr Zotov
University of Southern California - Marshall School of Business, and University of Southern California, Marshall School of Business, Finance and Business Economics Department
Downloads 81 (558,458)

Abstract:

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risk, interest rates, monetary policy, leverage, risk appetite, intermediaries

12.

Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility

NBER Working Paper No. w21575
Number of pages: 63 Posted: 21 Sep 2015 Last Revised: 15 Jun 2023
Mete Kilic and Jessica A. Wachter
University of Southern California - Marshall School of Business and University of Pennsylvania - Finance Department
Downloads 56 (678,261)
Citation 9

Abstract:

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