Baris Ince

University of Essex

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

510

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

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

Number of pages: 34 Posted: 06 May 2022
Baris Ince
University of Essex
Downloads 85 (404,508)

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 of Essex
Downloads 50 (533,455)

Abstract:

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

2.

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 of Essex and Ozyegin University
Downloads 93 (379,184)

Abstract:

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

3.

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

Number of pages: 49 Posted: 30 Sep 2020 Last Revised: 04 Mar 2021
Baris Ince and Han N. Ozsoylev
University of Essex and Ozyegin University
Downloads 78 (421,109)

Abstract:

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

4.

Revisions in Expected Unemployment Rate and the Cross-section of Stock Returns

Number of pages: 44 Posted: 08 Apr 2022
Baris Ince
University of Essex
Downloads 67 (457,133)

Abstract:

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

5.

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 of Essex
Downloads 66 (460,550)

Abstract:

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

6.

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

Number of pages: 42 Posted: 05 Sep 2020
Baris Ince
University of Essex
Downloads 48 (533,087)

Abstract:

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

7.

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 of Essex
Downloads 23 (677,982)

Abstract:

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