Gokce Soydemir

California State University, Stanislaus

Turlock, CA 95382

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 40,115

SSRN RANKINGS

Top 40,115

in Total Papers Downloads

1,054

CITATIONS
Rank 36,331

SSRN RANKINGS

Top 36,331

in Total Papers Citations

14

Scholarly Papers (7)

1.

Exchange-Traded Funds, Persistence in Tracking Errors and Information Dissemination

Journal of Multinational Financial Management, Vol. 20, Nos. 4-5, 2010
Number of pages: 35 Posted: 30 Jul 2011
Sangheon Shin and Gokce Soydemir
affiliation not provided to SSRN and California State University, Stanislaus
Downloads 373 (78,405)

Abstract:

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Exchange-Traded Funds,Tracking Errors, Persistence

2.

Investor Behavior, Hedge Fund Returns and Strategies

Number of pages: 50 Posted: 08 Oct 2011
Andres Bello, Gokce Soydemir and Jan M. Smolarski
The University of Texas Pan American, California State University, Stanislaus and Stockholm University
Downloads 221 (137,331)

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Hedge funds, investor sentiment, CAPM, APT, VAR model

3.

Dynamic Exposure of Hedge Funds to the Changes in the Risk Factors

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 65 Posted: 30 Sep 2012 Last Revised: 22 Jan 2013
Sangheon Shin, Jan Smolarski and Gokce Soydemir
affiliation not provided to SSRN, University of Texas Rio Grande Valley (UTRGV) (Formerly University of Texas-Pan American) - College of Business Administration and California State University, Stanislaus
Downloads 151 (193,336)
Citation 1

Abstract:

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Hedge Funds, Risk Factor, Performance, Capital Asset Pricing Model, Instant History Bias, Survivorship Bias

4.

Hedge Funds, Fund Attributes and Risk Adjusted Returns

Number of pages: 28 Posted: 29 Jul 2011 Last Revised: 01 Aug 2011
Gokce Soydemir, Jan Smolarski and Sangheon Shin
California State University, Stanislaus, University of Texas Rio Grande Valley (UTRGV) (Formerly University of Texas-Pan American) - College of Business Administration and affiliation not provided to SSRN
Downloads 150 (194,385)
Citation 1

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Hedge Funds, Hurdle Rates, High-Watermarks

5.

For Whom Hurdle Rate and High-Watermark Exist?

Number of pages: 37 Posted: 30 Sep 2012
Sangheon Shin, Jan Smolarski and Gokce Soydemir
affiliation not provided to SSRN, University of Texas Rio Grande Valley (UTRGV) (Formerly University of Texas-Pan American) - College of Business Administration and California State University, Stanislaus
Downloads 122 (228,943)

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Hedge Funds Performance and Attributes, Hurdle rate, High-watermark, Performance Fee, Lockup Month

6.

Global Convergence of Health Care Financing in OECD Countries: An Equilibrium Based Asset Pricing Approach

Number of pages: 21 Posted: 21 Jul 2014
William R. Pratt, Gokce Soydemir and Elena Bastida
Oklahoma City University, California State University, Stanislaus and Florida International University (FIU)
Downloads 37 (434,294)

Abstract:

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OECD Healthcare Expenditures, CAPM, Globalization

7.

Forecasting Industrial Employment Figures in Southern California: A Bayesian Vector Autoregressive Model

The Annals of Regional Science, Vol. 34, No. 4
Posted: 11 Apr 2001
Anil F. Puri and Gokce Soydemir
California State University, Fullerton - Mihaylo College of Business & Economics and California State University, Stanislaus

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