Mete Kilic

University of Southern California - Marshall School of Business

701 Exposition Blvd

Los Angeles, CA 90089

United States

  • University of Southern California - Marshall School of Business

SCHOLARLY PAPERS

8

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Top 19,838

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2,608

SSRN CITATIONS
Rank 21,304

SSRN RANKINGS

Top 21,304

in Total Papers Citations

24

CROSSREF CITATIONS

16

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 1,287 (16,079)
Citation 8

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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
Number of pages: 83 Posted: 22 Dec 2014 Last Revised: 22 Nov 2017
Mete Kilic and Jessica A. Wachter
University of Southern California - Marshall School of Business and University of Pennsylvania - Finance Department
Downloads 627 (44,845)
Citation 3

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3.

Good and Bad Variance Premia and Expected Returns

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 273 (120,005)
Citation 21

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Variance premium, return predictability, upside and downside risk

4.

The Great Divorce Between Investment and Profitability

Number of pages: 82 Posted: 24 Sep 2019 Last Revised: 14 Oct 2019
Mete Kilic, Louis Yang and Miao Ben Zhang
University of Southern California - Marshall School of Business, University of Southern California - Marshall School of Business - Finance and Business Economics Department and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 181 (178,316)

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Investment, Profitability, Cash Flow Duration, Long-Term, CMA Factor, RMW Factor, Venture Capital

5.

Slowly Unfolding Disasters

Number of pages: 60 Posted: 09 Aug 2019 Last Revised: 19 Dec 2019
Mohammad Ghaderi, Mete Kilic and Sang Byung Seo
University of Houston - C.T. Bauer College of Business, University of Southern California - Marshall School of Business and University of Wisconsin - Madison
Downloads 137 (225,386)

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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 99 (285,456)
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: 01 Oct 2015
Mete Kilic and Jessica A. Wachter
University of Southern California - Marshall School of Business and University of Pennsylvania - Finance Department
Downloads 4 (663,666)
Citation 4

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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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