Imra KIRLI

Sabanci University - School of Management

Istanbul

Turkey

  • Sabanci University - School of Management

SCHOLARLY PAPERS

4

DOWNLOADS

510

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

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1.

Mood Seasonality Around The Globe

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 41 Posted: 24 Mar 2022 Last Revised: 09 Oct 2023
Yigit Atilgan, K. Ozgur Demirtas, A. Doruk Gunaydin and Imra KIRLI
Sabanci University, Sabanci University Graduate School of Management, Sabanci University and Sabanci University - School of Management
Downloads 214 (260,669)

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equity returns, return seasonality, investor mood, mood beta, market efficiency, anomalies, international finance

2.

Average Skewness in Global Equity Markets

International Review of Finance, Vol. 23, No. 2, 2023
Number of pages: 48 Posted: 20 Oct 2020 Last Revised: 31 Jul 2023
Yigit Atilgan, K. Ozgur Demirtas, A. Doruk Gunaydin and Imra KIRLI
Sabanci University, Sabanci University Graduate School of Management, Sabanci University and Sabanci University - School of Management
Downloads 150 (355,792)
Citation 1

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equity returns, average skewness, market skewness, volatility, time-series predictability, international finance

3.

Decomposing Value Globally

Applied Economics, Vol. 52, No. 42, 2020
Number of pages: 41 Posted: 26 Jun 2019 Last Revised: 02 Oct 2020
Yigit Atilgan, K. Ozgur Demirtas, A. Doruk Gunaydin and Imra KIRLI
Sabanci University, Sabanci University Graduate School of Management, Sabanci University and Sabanci University - School of Management
Downloads 146 (363,754)
Citation 1

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value premium, decomposing value, size effect, cross-section of equity returns, international finance

4.

Momentum and Downside Risk in Emerging Markets

The Journal of Portfolio Management, Vol. 48, No. 8, 2022
Posted: 02 May 2022 Last Revised: 09 Oct 2023
Yigit Atilgan, K. Ozgur Demirtas, A. Doruk Gunaydin and Imra KIRLI
Sabanci University, Sabanci University Graduate School of Management, Sabanci University and Sabanci University - School of Management

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momentum, downside risk, emerging markets, performance measurement