Umut Gokcen

Koc University - Graduate School of Business

Assistant Professor of Finance

Rumelifeneri Yolu

34450 Sariyer

Istanbul

Turkey

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 33,215

SSRN RANKINGS

Top 33,215

in Total Papers Downloads

1,383

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Trading Volume, Return Variability and Short-Term Momentum

Number of pages: 29 Posted: 16 Nov 2013 Last Revised: 25 Feb 2015
Umut Gokcen and Thierry Post
Koc University - Graduate School of Business and Graduate School of Business of Nazarbayev University
Downloads 403 (74,000)

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Volume; Variability; Latent News Flow; Momentum; Underreaction to News; Mixture-of-Distributions Hypothesis.

2.

Market Value of Banking Relationships: New Evidence from the Financial Crisis of 2008

WFA 2010 Annual Meetings Paper
Number of pages: 44 Posted: 14 Sep 2009 Last Revised: 16 Jun 2010
Umut Gokcen
Koc University - Graduate School of Business
Downloads 354 (85,908)

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Banking Relationships, Subprime Mortgage Crisis, Financial Crises, Event Studies, Lehman Brothers, TARP

3.

The Case Against Active Pension Funds: Evidence from the Turkish Private Pension System

Number of pages: 30 Posted: 28 Dec 2013 Last Revised: 11 Apr 2014
Umut Gokcen and Atakan Yalcin
Koc University - Graduate School of Business and Ozyegin University
Downloads 244 (128,319)

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pension fund performance, style analysis

4.

Information Revelation and Expected Stock Returns

FMA 2009 Reno Meetings Paper, NFA 2009 Niagara-on-the-Lake Meetings Paper
Number of pages: 34 Posted: 18 Dec 2009
Umut Gokcen
Koc University - Graduate School of Business
Downloads 205 (151,902)
Citation 1

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Information Asymmetry, Information Risk, Time-varying Expected Returns, Market Efficiency, Price-volume relationship

5.

Financial Sector Volatility Connectedness and Equity Returns

Number of pages: 40 Posted: 16 Jan 2018 Last Revised: 13 Mar 2019
Mert Demirer, Umut Gokcen and Kamil Yilmaz
Massachusetts Institute of Technology (MIT), Koc University - Graduate School of Business and Koc University
Downloads 145 (205,685)
Citation 1

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Cross-Section of Returns, Anomalies, Financial Connectedness, Vector Autoregressions

6.

Firm Boundaries, Incentives and Fund Performance: Evidence from a Private Pension Fund System

Number of pages: 31 Posted: 15 Nov 2017 Last Revised: 19 Jan 2019
Umut Gokcen, S. Mehmet Ozsoy and Atakan Yalcin
Koc University - Graduate School of Business, Ozyegin University and Ozyegin University
Downloads 32 (468,546)

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pension funds, fund performance, conflicts of interest, bank affiliation