M. Deniz Yavuz

Purdue University - Krannert School of Management

1310 Krannert Building

West Lafayette, IN 47907-1310

United States

SCHOLARLY PAPERS

18

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CITATIONS
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80

Scholarly Papers (18)

1.

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

Number of pages: 49 Posted: 26 Feb 2012 Last Revised: 20 Jun 2015
Jennifer S. Conrad and M. Deniz Yavuz
University of North Carolina Kenan-Flagler Business School and Purdue University - Krannert School of Management
Downloads 2,051 (6,777)
Citation 6

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

2.

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 1,163 (16,987)
Citation 15

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

3.

Investor Networks in the Stock Market

AFA 2012 Chicago Meetings Paper
Number of pages: 44 Posted: 14 Mar 2011
Koc University - College of Administrative Sciences and Economics, University of Lausanne, Purdue University - Krannert School of Management and Borsa Istanbul (Istanbul Stock Exchange)
Downloads 523 (51,590)
Citation 22

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Information Networks, Heterogeneous Investors, Portfolio Choice, Power Law

4.
Downloads 423 ( 67,094)

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 423 (66,473)

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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

5.

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 346 (84,975)
Citation 9

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

6.

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 266 (113,055)
Citation 6

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

7.

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 248 (121,552)

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

8.

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 244 (123,579)
Citation 1

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

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 195 (153,307)
Citation 24

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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: 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 39 (431,611)

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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: 10 May 2019
Mara Faccio, Randall Morck and M. Deniz Yavuz
Purdue University - Krannert School of Management, University of Alberta - Department of Finance and Statistical Analysis and Purdue University - Krannert School of Management
Downloads 218 (137,759)

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Business Groups, Incorporation of Firm-Specific Information, Return Co-Movement, Idiosyncratic Return, Synchronous Stock Price Movements

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
Mara Faccio, Randall Morck and M. Deniz Yavuz
Purdue University - Krannert School of Management, University of Alberta - Department of Finance and Statistical Analysis and Purdue University - Krannert School of Management
Downloads 8 (611,456)
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11.

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

Number of pages: 30 Posted: 19 Jan 2016 Last Revised: 26 Feb 2016
Purdue University - Krannert School of Management, Purdue University - Krannert School of Management, Harvard Business School - Organizational Behavior and Illinois State University
Downloads 217 (138,730)

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

12.

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 204 (147,037)

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

13.

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 195 (153,434)

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

14.

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 183 (162,473)
Citation 1

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

15.

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 158 (184,742)
Citation 1

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

16.
Downloads 157 (185,680)
Citation 5

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 139 (205,812)
Citation 2

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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
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 18 (545,038)
Citation 2

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17.

Small Innovators: No Risk, No Return

Kelley School of Business Research Paper No. 19-5
Number of pages: 45 Posted: 13 Dec 2018 Last Revised: 15 Jun 2019
Noah Stoffman, Michael Woeppel and M. Deniz Yavuz
Indiana University - Kelley School of Business - Department of Finance, Purdue University - Krannert School of Management (Student) and Purdue University - Krannert School of Management
Downloads 131 (215,231)

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Asset Pricing, Innovation, Investment Options, Patents, Stock Return Predictability

18.

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
Northeastern University - D’Amore-McKim School of Business and Purdue University - Krannert School of Management
Downloads 118 (232,919)

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Banks, Investment Efficiency, Tunneling, Business Groups