Nuri Volkan Kayacetin

Işık University

Assistant Professor

Üniversite Sokak No:2

Meşrutiyet Şile

İstanbul, 34980

Turkey

Ozyegin University

Assistant Professor

Kusbakisi Cd. No: 2

Altunizade Uskudar

Istanbul, 34662

Turkey

  • Işık University

  • Ozyegin University

SCHOLARLY PAPERS

7

DOWNLOADS

722

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (7)

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1.

Forecasting Economic Fundamentals and Expected Stock Returns Using Equity Market Order Flows: Macro Information in a Micro Measure?

Number of pages: 29 Posted: 16 Feb 2009 Last Revised: 27 Jan 2013
Aditya Kaul and Nuri Volkan Kayacetin
University of Alberta - Department of Finance and Statistical Analysis and Işık University
Downloads 435 (116,160)
Citation 3

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Marketwide order flow, order imbalance, equity returns, business cycle, macroeconomic fundamentals

2.

Forecasting Economic Fundamentals and Stock Returns with Equity Market Order Flows

Number of pages: 29 Posted: 05 Mar 2012
Nuri Volkan Kayacetin and Aditya Kaul
Işık University and University of Alberta - Department of Finance and Statistical Analysis
Downloads 174 (294,116)
Citation 2

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order flow, predictability, business cycles

3.

Common Effects in Imbalances and Returns: Style-Based Comovement and Flight-to-Quality

Downloads 69 (297,087)
Citation 1

Common Effects in Imbalances and Returns: Style-Based Comovement and Flight-to-Quality

Number of pages: 32 Posted: 08 Oct 2008
Aditya Kaul and Nuri Volkan Kayacetin
University of Alberta - Department of Finance and Statistical Analysis and Işık University
Downloads 69 (571,928)
Citation 1

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Order Imbalance, Order Flow, Comovement, Business Conditions

4.

Common Effects in Imbalances and Returns: Style-Based Comovement and Flight-to-Quality

Number of pages: 32 Posted: 05 Mar 2012
Nuri Volkan Kayacetin and Aditya Kaul
Işık University and University of Alberta - Department of Finance and Statistical Analysis
Downloads 44 (695,399)

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order imbalance, size, value, flight-to-quality, style investing

5.

Turn-of-the-Month Effect: New Evidence from an Emerging Stock Market

Finance Research Letters, Vol. 18, 2016
Posted: 09 Mar 2021
Nuri Volkan Kayacetin and Senad Lekpek
Işık University and affiliation not provided to SSRN

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Calendar Anomalies, Turn-of-the-Month, Conditional Volatility, Information Risk

6.

Flight-to-Quality, Economic Fundamentals, and Stock Returns

Journal of Banking and Finance, Vol. 80, 2017
Posted: 09 Mar 2021
Nuri Volkan Kayacetin and Aditya Kaul
Işık University and University of Alberta - Department of Finance and Statistical Analysis

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Order Flow, Flight-to-Quality, Economic Conditions, Hedging, Liquidity

7.

Cash Flow News, Discount Rate News, and Momentum

Journal of Banking and Finance, Vol. 72, 2016
Posted: 08 Nov 2016
Umut Celiker, Nuri Volkan Kayacetin, Raman Kumar and Gokhan Sonaer
Cleveland State University - Monte Ahuja College of Business, Işık University, Virginia Tech - Pamplin College of Business and Duquesne University

Abstract:

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Momentum, Cash flow news, Asset pricing, Market efficiency