Pelin Bengitoz

Yasar University - Deparment of International Trade and Finance

Universite Street

Izmir

Turkey

  • Yasar University - Deparment of International Trade and Finance

SCHOLARLY PAPERS

3

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290

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1

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Scholarly Papers (3)

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1.

Return range and the cross-section of expected index returns in international stock markets

Quantitative Finance and Economics
Number of pages: 38 Posted: 04 Jun 2021
Mehmet Umutlu and Pelin Bengitoz
Edinburgh Napier University, The Business School, Accounting and Finance Subject Group and Yasar University - Deparment of International Trade and Finance
Downloads 117 (361,579)
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portfolio management, international equity investment, asset pricing

2.

Decomposing the Earnings-to-Price Ratio and the Cross-section of International Equity-Index Returns

Applied Economics
Number of pages: 33 Posted: 11 Dec 2019 Last Revised: 08 Jun 2021
Mehmet Umutlu, Pelin Bengitoz and Adam Zaremba
Edinburgh Napier University, The Business School, Accounting and Finance Subject Group, Yasar University - Deparment of International Trade and Finance and Montpellier Business School
Downloads 96 (414,134)

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International Portfolio Management, E/P Decomposition, Value Effect, Equity Anomalies, Index Returns, Return Predictability

3.

The Cross-section of Industry Equity Returns and Global Tactical Asset Allocation across Regions and Industries

International Review of Financial Analysis, Vol. 72, 2020
Number of pages: 73 Posted: 30 Dec 2020
Mehmet Umutlu and Pelin Bengitoz
Edinburgh Napier University, The Business School, Accounting and Finance Subject Group and Yasar University - Deparment of International Trade and Finance
Downloads 77 (473,487)

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International portfolio management, international diversification, global tactical asset allocation, international asset pricing.