Serdar Kalaycıoğlu

Sanford C. Bernstein & Co LLC

Quantitative Research Associate

1345 Avenue of the Americas, 15th Floor

New York, NV 10105

United States

Simon Graduate School of Business, University of Rochester

PhD Candidate

Rochester, NY 14627

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 33,120

SSRN RANKINGS

Top 33,120

in Total Papers Downloads

1,329

CITATIONS

5

Scholarly Papers (3)

1.

Exchange Traded Fund Flows

Number of pages: 32 Posted: 07 Feb 2006
Serdar Kalaycıoğlu
Sanford C. Bernstein & Co LLC
Downloads 1,027 (20,470)
Citation 4

Abstract:

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ETFs, Flow, Return

2.

Analysis of Fama-French Factors Across Business Cycles

Simon School Working Paper No. FR 09-15
Number of pages: 38 Posted: 09 Jul 2009
Serdar Kalaycıoğlu
Sanford C. Bernstein & Co LLC
Downloads 302 (98,881)
Citation 1

Abstract:

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Business cycle, fama-French, SMB, HML, multifactor

3.

Implications of SFAS 133 Implementation

Posted: 09 Jul 2009
Serdar Kalaycıoğlu
Sanford C. Bernstein & Co LLC

Abstract:

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FASB, hedge, earnings, derivatives