Mete Kilic

University of Southern California - Marshall School of Business

701 Exposition Blvd

Los Angeles, CA California 90089

United States

  • University of Southern California - Marshall School of Business

SCHOLARLY PAPERS

8

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Top 17,294

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3,491

SSRN CITATIONS
Rank 18,241

SSRN RANKINGS

Top 18,241

in Total Papers Citations

43

CROSSREF CITATIONS

15

Scholarly Papers (8)

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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 1,474 (15,223)
Citation 12

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

2.

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 665 (47,911)
Citation 3

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3.

The Great Divorce Between Investment and Profitability: Implications for Asset Pricing

Number of pages: 60 Posted: 24 Sep 2019 Last Revised: 19 May 2021
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 519 (65,580)

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Neoclassical Investment Theory; Cross-Section of Stock Returns; Investment Premium; Profitability Premium; Out-of-Sample Test.

4.

Learning, Slowly Unfolding Disasters, and Asset Prices

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 59 Posted: 09 Aug 2019 Last Revised: 15 Mar 2021
Mohammad Ghaderi, Mete Kilic and Sang Byung Seo
University of Kansas - School of Business, University of Southern California - Marshall School of Business and University of Wisconsin - Madison
Downloads 384 (93,998)
Citation 1

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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 310 (119,324)
Citation 32

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Variance premium, return predictability, upside and downside risk

6.

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
Joao F. Gomes, Mete Kilic and Sebastien Plante
The Wharton School, University of Southern California - Marshall School of Business and University of Wisconsin - Madison
Downloads 134 (258,657)
Citation 1

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

7.

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: 14 Jun 2021
Mete Kilic and Jessica A. Wachter
University of Southern California - Marshall School of Business and University of Pennsylvania - Finance Department
Downloads 5 (732,460)
Citation 9

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8.

Asset Pricing Implications of Hiring Demographics

Posted: 03 Aug 2017 Last Revised: 30 Sep 2018
Mete Kilic
University of Southern California - Marshall School of Business

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