Baris Ince

University College Dublin

SCHOLARLY PAPERS

10

DOWNLOADS

1,040

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (10)

Expected Market Returns and Underreaction to Liquidity: A Market Liquidity (Sentiment) Based Explanation

Number of pages: 34 Posted: 06 May 2022
Baris Ince
University College Dublin
Downloads 126 (400,745)

Abstract:

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Market liquidity, sentiment, liquidity shocks, idiosyncratic liquidity, underreaction, cross-section of returns.

Expected Market Returns and Underreaction to Liquidity: A Market Liquidity (Sentiment) Based Explanation

Number of pages: 35 Posted: 16 May 2022
Baris Ince
University College Dublin
Downloads 68 (605,219)

Abstract:

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Market liquidity, sentiment, liquidity shocks, idiosyncratic liquidity, underreaction, cross-section of returns.

2.

Price of Regulations: Regulatory Costs and the Cross-section of Stock Returns

Number of pages: 60 Posted: 30 Sep 2020 Last Revised: 12 Dec 2023
Baris Ince and Han N. Ozsoylev
University College Dublin and Ozyegin University - Faculty of Business
Downloads 160 (330,206)

Abstract:

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Regulations, operating leverage, regulatory operating leverage, cross-section of returns, systematic risk

3.

Forecasted Unemployment and the Cross-Section of Stock Returns

Number of pages: 44 Posted: 08 Apr 2022 Last Revised: 02 Nov 2022
Baris Ince
University College Dublin
Downloads 137 (374,343)

Abstract:

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Unemployment, revisions in expected unemployment rate, return predictability, operating leverage

4.

Demand for Idiosyncratic Lottery-like Payoffs and the Cross-section of Expected Returns

Number of pages: 33 Posted: 22 Jan 2021
Baris Ince and Han N. Ozsoylev
University College Dublin and Ozyegin University - Faculty of Business
Downloads 125 (401,834)

Abstract:

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extreme returns, prospect theory, lottery-like payoffs, cross-sectional relation, beta anomaly

5.

How Do Regulatory Costs Affect M&A Decisions and Outcomes?

Journal of Banking and Finance, Forthcoming
Number of pages: 67 Posted: 05 Sep 2020 Last Revised: 11 Dec 2023
Baris Ince
University College Dublin
Downloads 114 (430,390)

Abstract:

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Regulations, regulatory operating leverage, mergers and acquisitions, economies of scale, value increasing acquisitions

6.

Is Personal Savings Rate Priced in the Cross-section of Stock Returns?

Number of pages: 47 Posted: 01 Apr 2020 Last Revised: 24 Mar 2021
Baris Ince
University College Dublin
Downloads 97 (482,895)

Abstract:

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Personal savings rate, cross-section of returns, return predictability, economic uncertainty, labor income growth.

7.

More Robots Less Cost of Equity

Number of pages: 55 Posted: 18 Jun 2023 Last Revised: 13 Jul 2023
Thomas Conlon, John Cotter and Baris Ince
University College Dublin, University College Dublin and University College Dublin
Downloads 91 (503,102)

Abstract:

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Robots, automation, operating leverage, operating margin, cost of equity

8.

Liquidity Components: Commonality in Liquidity, Underreaction, and Equity Returns

Journal of Financial Markets, Forthcoming
Number of pages: 43 Posted: 03 Aug 2020 Last Revised: 11 Mar 2022
Baris Ince
University College Dublin
Downloads 65 (610,182)

Abstract:

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Illiquidity, idiosyncratic liquidity, commonality in liquidity, underreaction, cross-section of returns.

9.

Forecasted Unemployment and the Cross-Section of Stock Returns

Number of pages: 51 Posted: 14 Apr 2023
Baris Ince
University College Dublin
Downloads 34 (801,055)

Abstract:

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Forecasted unemployment, labor income, human capital augmented CAPM, ICAPM, return predictability.

10.

How Do Regulatory Costs Affect M&A Decisions and Outcomes?

Number of pages: 46 Posted: 31 Aug 2022
Baris Ince
University College Dublin
Downloads 23 (894,953)

Abstract:

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regulations, Fixed costs, regulatory operating leverage, economies of scale, Mergers and Acquisitions, value increasing acquisitions