Mete Kilic

University of Southern California - Marshall School of Business

701 Exposition Blvd

Los Angeles, CA 90089

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 21,106

SSRN RANKINGS

Top 21,106

in Total Papers Downloads

2,307

SSRN CITATIONS
Rank 24,189

SSRN RANKINGS

Top 24,189

in Total Papers Citations

14

CROSSREF CITATIONS

16

Scholarly Papers (8)

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 1,182 (17,267)
Citation 6

Abstract:

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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 605 (44,447)
Citation 2

Abstract:

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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 264 (118,079)
Citation 17

Abstract:

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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 105 (261,942)

Abstract:

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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: 18 Oct 2019
University of Houston - C.T. Bauer College of Business, University of Southern California - Marshall School of Business and University of Houston - C.T. Bauer College of Business
Downloads 83 (304,911)

Abstract:

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6.

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

Number of pages: 49 Posted: 19 Mar 2019 Last Revised: 01 Nov 2019
The Wharton School, University of Southern California - Marshall School of Business and University of Wisconsin - Madison
Downloads 64 (352,656)

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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 (634,988)
Citation 1

Abstract:

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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

Abstract:

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