M. Deniz Yavuz

Purdue University - Krannert School of Management

1310 Krannert Building

West Lafayette, IN 47907-1310

United States

  • Purdue University - Krannert School of Management

SCHOLARLY PAPERS

25

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15,230

TOTAL CITATIONS
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SSRN RANKINGS

Top 7,287

in Total Papers Citations

109

Scholarly Papers (25)

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1.

Momentum and Reversal: Does What Goes Up Always Come Down?

Number of pages: 49 Posted: 26 Feb 2012 Last Revised: 25 Jan 2024
Jennifer S. Conrad, Jennifer S. Conrad and M. Deniz Yavuz
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School and Purdue University - Krannert School of Management
Downloads 2,621 (11,315)
Citation 7

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Momentum, reversal, return predictability, behavioral finance, expected returns, stock chracteristics

2.

Choosing Investment Managers

Swiss Finance Institute Research Paper No. 20-63
Number of pages: 67 Posted: 16 Sep 2020 Last Revised: 22 Feb 2022
Amit Goyal, Sunil Wahal and M. Deniz Yavuz
University of Lausanne, Arizona State University (ASU) - Finance Department and Purdue University - Krannert School of Management
Downloads 2,249 (14,451)
Citation 11

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3.

Style Investing, Comovement and Return Predictability

Number of pages: 38 Posted: 28 Aug 2008 Last Revised: 10 Apr 2012
Sunil Wahal and M. Deniz Yavuz
Arizona State University (ASU) - Finance Department and Purdue University - Krannert School of Management
Downloads 1,379 (30,852)
Citation 4

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comovement, momentum, style investment, behavioral finance, return predictability , reversals

4.

Small Innovators: No Risk, No Return

Journal of Accounting & Economics (JAE), Forthcoming, Kelley School of Business Research Paper No. 19-5
Number of pages: 63 Posted: 13 Dec 2018 Last Revised: 08 Mar 2022
Noah Stoffman, Michael Woeppel and M. Deniz Yavuz
Indiana University - Kelley School of Business - Department of Finance, Indiana University - Kelley School of Business - Department of Finance and Purdue University - Krannert School of Management
Downloads 1,266 (34,959)
Citation 8

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Cost of equity, disclosure, innovation, patents, small firms

5.

Picking Partners: Manager Selection in Private Markets

Swiss Finance Institute Research Paper No. 21-86
Number of pages: 70 Posted: 27 Aug 2021 Last Revised: 25 Oct 2024
Amit Goyal, Sunil Wahal and M. Deniz Yavuz
University of Lausanne, Arizona State University (ASU) - Finance Department and Purdue University - Krannert School of Management
Downloads 995 (49,417)
Citation 7

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private equity, manager selection, opportunity set, institutional investors, pension funds

6.

Investor Networks in the Stock Market

AFA 2012 Chicago Meetings Paper
Number of pages: 44 Posted: 14 Mar 2011
Han N. Ozsoylev, Johan Walden, M. Deniz Yavuz and Recep Bildik
Ozyegin University - Faculty of Business, University of California, Berkeley - Finance Group, Purdue University - Krannert School of Management and Borsa Istanbul (Istanbul Stock Exchange)
Downloads 690 (80,783)
Citation 28

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Information Networks, Heterogeneous Investors, Portfolio Choice, Power Law

7.

Investor Protection and Asset Prices

Downloads 652 (86,856)

Investor Protection and Asset Prices

Number of pages: 60 Posted: 07 Mar 2016 Last Revised: 07 Mar 2019
Suleyman Basak, Georgy Chabakauri and M. Deniz Yavuz
London Business School, London School of Economics and Political Science and Purdue University - Krannert School of Management
Downloads 652 (85,672)

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investor protection, asset pricing, controlling shareholders, expropriation, stock holdings

Investor Protection and Asset Prices

CEPR Discussion Paper No. DP13472
Number of pages: 63 Posted: 28 Jan 2019
Suleyman Basak, Georgy Chabakauri and M. Deniz Yavuz
London Business School, London School of Economics and Political Science and Purdue University - Krannert School of Management
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Asset Pricing, controlling shareholders, expropriation, investor protection, stock holdings

8.

Business Groups and the Incorporation of Firm-specific Shocks into Stock Prices

Downloads 542 (109,805)

Business Groups and the Incorporation of Firm-specific Shocks into Stock Prices

University of Alberta School of Business Research Paper No. 2018-504-1
Number of pages: 53 Posted: 09 May 2018 Last Revised: 18 Dec 2019
Mara Faccio, Randall Morck and M. Deniz Yavuz
Mitchell E. Daniels, Jr. School of Business, Purdue University, University of Alberta - Department of Finance and Statistical Analysis and Purdue University - Krannert School of Management
Downloads 482 (125,148)

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Business groups, incorporation of firm-specific information, economic growth

Business Groups and the Incorporation of Firm-Specific Shocks into Stock Prices

NBER Working Paper No. w25908
Number of pages: 55 Posted: 05 Jun 2019 Last Revised: 17 Apr 2022
Mara Faccio, Randall Morck and M. Deniz Yavuz
Mitchell E. Daniels, Jr. School of Business, Purdue University, University of Alberta - Department of Finance and Statistical Analysis and Purdue University - Krannert School of Management
Downloads 60 (775,590)

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9.

Private Equity Fund Returns and Performance Persistence

Forthcoming at Review of Finance
Number of pages: 52 Posted: 22 Mar 2009 Last Revised: 23 Sep 2014
Robert Marquez, Vikram K. Nanda and M. Deniz Yavuz
University of California, Davis, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Purdue University - Krannert School of Management
Downloads 504 (120,067)
Citation 9

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venture capital, private equity, performance persistence, signal jamming, fund size, fund fees

10.

Transmission of Information from Private to Public Markets

Number of pages: 58 Posted: 09 Feb 2022 Last Revised: 18 Aug 2023
Shrijata Chattopadhyay, John J. McConnell, Timothy E. Trombley and M. Deniz Yavuz
SUNY at Binghamton - School of Management, Purdue University, Illinois State University and Purdue University - Krannert School of Management
Downloads 395 (159,931)

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Incorporation of information, stock prices, institutional investors, private equity, venture capital

11.

Private Equity Fund Returns: Do Managers Actually Leave Money on the Table?

Number of pages: 32 Posted: 17 Mar 2010
Robert Marquez, Vikram K. Nanda and M. Deniz Yavuz
University of California, Davis, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Purdue University - Krannert School of Management
Downloads 370 (172,046)
Citation 8

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venture capital, private equity, performance persistence, signal jamming, leveraged buyout, fund size and fees

12.

Outside Insiders: Does Access to Information Prior to an IPO Generate a Trading Advantage After the IPO?

Number of pages: 47 Posted: 06 Feb 2015 Last Revised: 28 Jun 2016
Umit Ozmel, Timothy E. Trombley and M. Deniz Yavuz
Purdue University - Krannert School of Management, Illinois State University and Purdue University - Krannert School of Management
Downloads 360 (177,273)

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Limited partners, information, investment returns, familiarity bias, venture backed IPOs, insider trading.

13.

Banking System Control, Capital Allocation and Economy Performance

Downloads 359 (177,841)
Citation 11

Banking System Control, Capital Allocation and Economy Performance

Number of pages: 48 Posted: 10 Nov 2009 Last Revised: 30 Jan 2013
Randall Morck, M. Deniz Yavuz and Bernard Yin Yeung
University of Alberta - Department of Finance and Statistical Analysis, Purdue University - Krannert School of Management and National University of Singapore - Business School
Downloads 294 (218,830)
Citation 11

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banking, ownership structure, capital allocation, economic growth, income distribution, family business, state owned enterprises, crises

Banking System Control, Capital Allocation, and Economy Performance

NBER Working Paper No. w15575
Number of pages: 49 Posted: 15 Dec 2009 Last Revised: 22 Jan 2023
Randall Morck, M. Deniz Yavuz and Bernard Yin Yeung
University of Alberta - Department of Finance and Statistical Analysis, Purdue University - Krannert School of Management and National University of Singapore - Business School
Downloads 65 (743,571)

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14.

Network Prominence, Bargaining Power, and the Allocation of Value Capture Rights in Alliance Contracts

Number of pages: 36 Posted: 27 Aug 2013 Last Revised: 10 Sep 2016
Umit Ozmel, M. Deniz Yavuz, Jeffrey J. Reuer and Todd Zenger
Purdue University - Krannert School of Management, Purdue University - Krannert School of Management, Purdue University - Krannert School of Management and University of Utah
Downloads 328 (196,118)
Citation 2

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network prominence, bargaining power, entrepreneurial firms, alliance contracts, contract complexity, value capturing rights, incomplete contracts

15.

The Effect of Inter-firm Ties on Performance in Financial Markets

Number of pages: 30 Posted: 19 Jan 2016 Last Revised: 26 Feb 2016
Umit Ozmel, M. Deniz Yavuz, Ranjay Gulati and Timothy E. Trombley
Purdue University - Krannert School of Management, Purdue University - Krannert School of Management, Harvard Business School - Organizational Behavior and Illinois State University
Downloads 294 (220,503)

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interorganizational ties, information asymmetry, investor sentiment, investment returns, venture capital

16.

Financing Innovative Activity and the Endogeneity of Patenting

Number of pages: 51 Posted: 15 Mar 2021 Last Revised: 03 Aug 2021
Robert Marquez, Thanh Nguyen and M. Deniz Yavuz
University of California, Davis, Purdue University - Krannert School of Management and Purdue University - Krannert School of Management
Downloads 255 (255,243)

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financing of innovation, endogeneity of patenting decision, debt, incomplete contracts

17.

State-Run Banks, Money Growth, and the Real Economy

Downloads 244 (266,720)
Citation 8

State-Run Banks, Money Growth, and the Real Economy

Number of pages: 51 Posted: 23 Apr 2013 Last Revised: 18 Jan 2016
Randall Morck, M. Deniz Yavuz and Bernard Yin Yeung
University of Alberta - Department of Finance and Statistical Analysis, Purdue University - Krannert School of Management and National University of Singapore - Business School
Downloads 190 (337,339)
Citation 7

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ownership structure, loan growth, capital investment, monetary policy, banking

State-Run Banks, Money Growth, and the Real Economy

NBER Working Paper No. w19004
Number of pages: 69 Posted: 28 Apr 2013 Last Revised: 05 Jun 2023
Randall Morck, M. Deniz Yavuz and Bernard Yin Yeung
University of Alberta - Department of Finance and Statistical Analysis, Purdue University - Krannert School of Management and National University of Singapore - Business School
Downloads 54 (818,360)
Citation 1

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18.

Specialization, Productivity and Financing Constraints

Review of Financial Studies, Forthcoming
Number of pages: 39 Posted: 27 Apr 2010 Last Revised: 16 May 2013
Robert Marquez and M. Deniz Yavuz
University of California, Davis and Purdue University - Krannert School of Management
Downloads 243 (267,776)
Citation 4

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Incomplete Contracts, Asset Specificity, Investment, Debt, Optimal Contracts, Redeployability

19.

Why Does Investor Protection Matter for the Cost of Equity?

Number of pages: 61 Posted: 08 May 2008
M. Deniz Yavuz
Purdue University - Krannert School of Management
Downloads 238 (273,211)

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Investor protection, cost of equity, disclosure, corporate governance, international finance

20.

Indexing Impairs the Incorporation of Exogenous Information into Stock Prices

Downloads 234 (277,840)
Citation 1

Indexing Impairs the Incorporation of Exogenous Information into Stock Prices

Number of pages: 49 Posted: 20 Dec 2023 Last Revised: 06 Jan 2025
Randall Morck and M. Deniz Yavuz
University of Alberta - Department of Finance and Statistical Analysis and Purdue University - Krannert School of Management
Downloads 224 (288,277)

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Index addition and deletion, index investing, Incorporation of firm-specific information, passive investing, active investing, market efficiency

Indexing and the Incorporation of Exogenous Information Shocks to Stock Prices

NBER Working Paper No. w31975
Number of pages: 48 Posted: 26 Dec 2023
Randall Morck and M. Deniz Yavuz
University of Alberta - Department of Finance and Statistical Analysis and Purdue University - Krannert School of Management
Downloads 10 (1,304,929)
Citation 1
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21.

Financial Contracting and the Specialization of Assets

Number of pages: 44 Posted: 07 Apr 2008 Last Revised: 03 Feb 2009
Robert Marquez and M. Deniz Yavuz
University of California, Davis and Purdue University - Krannert School of Management
Downloads 232 (280,174)

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venture capital, bank, incomplete contracts, financial contracts, asset specialization, redeployability, liquidation

22.

Business Groups with Banks: Investment Efficiency and Tunneling

Number of pages: 62 Posted: 01 Jun 2017 Last Revised: 09 Nov 2018
Craig Brown and M. Deniz Yavuz
Krannert School of Management, Purdue University and Purdue University - Krannert School of Management
Downloads 229 (283,712)

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Banks, Investment Efficiency, Tunneling, Business Groups

23.

Related Banks and Investment Efficiency within Business Groups

Downloads 215 (301,350)

Related Banks and Investment Efficiency within Business Groups

Number of pages: 59 Posted: 02 Aug 2021 Last Revised: 01 Jun 2022
Craig Brown and M. Deniz Yavuz
Krannert School of Management, Purdue University and Purdue University - Krannert School of Management
Downloads 147 (422,959)

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Banks, Investment Efficiency, Business Groups, Financial Development

Related Banks and Investment Efficiency within Business Groups

Number of pages: 60 Posted: 19 Feb 2023
Craig Brown and M. Deniz Yavuz
Krannert School of Management, Purdue University and Purdue University - Krannert School of Management
Downloads 36 (979,341)

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Banks, Investment Efficiency, Business Groups, Financial Development.

Related Banks and Investment Efficiency within Business Groups

Number of pages: 59 Posted: 20 Nov 2022
Craig Brown and M. Deniz Yavuz
Krannert School of Management, Purdue University and Purdue University - Krannert School of Management
Downloads 32 (1,022,782)

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Banks, Investment Efficiency, Business Groups, Financial Development

24.

Reputation, Network Effects and the Theory of the Firm: A Renegotiation-Proof Approach

Number of pages: 41 Posted: 22 Jun 2007
M. Deniz Yavuz
Purdue University - Krannert School of Management
Downloads 194 (331,789)
Citation 1

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theory of the firm, relational contracts, joint ventures, optimal ownership

25.

Knowledge Spillover Absorption and Corporate Innovation

Number of pages: 68 Posted: 13 Dec 2024 Last Revised: 17 Mar 2025
Michael Woeppel and M. Deniz Yavuz
Indiana University - Kelley School of Business - Department of Finance and Purdue University - Krannert School of Management
Downloads 142 (434,415)

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Innovation, knowledge spillovers, information absorption, patent disclosure