Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns Y Atilgan, TG Bali, KO Demirtas, AD Gunaydin Journal of Financial Economics 135 (3), 725-753, 2020 | 245 | 2020 |
Global downside risk and equity returns Y Atilgan, TG Bali, KO Demirtas, AD Gunaydin Journal of International Money and Finance 98, 102065, 2019 | 48 | 2019 |
Does the Carbon Premium Reflect Risk or Outperformance? Y Atilgan, KO Demirtas, A Edmans, AD Gunaydin | 41* | 2024 |
Downside beta and equity returns around the world Y Atilgan, TG Bali, KO Demirtas, AD Gunaydin The Journal of Portfolio Management 44 (7), 39-54, 2018 | 28 | 2018 |
Downside beta and the cross section of equity returns: A decade later Y Atilgan, KO Demirtas, AD Gunaydin European Financial Management 26 (2), 316-347, 2020 | 20 | 2020 |
Liquidity and equity returns in Borsa Istanbul Y Atilgan, KO Demirtas, AD Gunaydin Applied Economics 48 (52), 5075-5092, 2016 | 20 | 2016 |
Do the rich gamble in the stock market? Low risk anomalies and wealthy households TG Bali, AD Gunaydin, T Jansson, Y Karabulut Journal of Financial Economics 150 (2), 103715, 2023 | 13 | 2023 |
Predicting equity returns in emerging markets Y Atilgan, KO Demirtas, AD Gunaydin Emerging Markets Finance and Trade 57 (13), 3721-3738, 2021 | 10 | 2021 |
Price discovery in emerging market ETFs Y Atilgan, KO Demirtas, AD Gunaydin, M Oztekin Applied Economics 54 (47), 5476-5496, 2022 | 8 | 2022 |
Tax expense surprise and emerging markets equity returns AD Gunaydin Borsa Istanbul Review 22 (4), 711-724, 2022 | 7 | 2022 |
Momentum and downside risk in emerging markets Y Atilgan, KO Demirtas, AD Gunaydin, I Kirli The Journal of Portfolio Management 48 (8), 44-58, 2022 | 4 | 2022 |
Decomposing value globally Y Atilgan, KO Demirtas, AD Gunaydin, I Kirli Applied Economics 52 (42), 4659-4676, 2020 | 3 | 2020 |
Average skewness in global equity markets Y Atilgan, KO Demirtas, AD Gunaydin, I Kirli International Review of Finance 23 (2), 245-271, 2023 | 1 | 2023 |
TÜRKİYE PİYASALARINDA PAY GETİRİSİ ANOMALİLERİ Y Atılgan, A doruk Gunaydın Journal of Economics Finance and Accounting 7 (4), 409-418, 2019 | 1 | 2019 |
Aggregate earnings and global equity returns Y Atilgan, KO Demirtas, AD Gunaydin, AD Tosun, D Zirek Journal of International Financial Markets, Institutions and Money 100, 102125, 2025 | | 2025 |
Do polluters outperform non-polluters? Y Atilgan, KO Demirtas, AD Gunaydin Applied Economics Letters, 1-6, 2024 | | 2024 |
Pollution Premium: Further Evidence Y Atilgan, KO Demirtas, AD Gunaydin Available at SSRN, 2024 | | 2024 |
Regret in Global Equity Markets Y Atilgan, KO Demirtas, AD Gunaydin, AD Tosun Available at SSRN, 2024 | | 2024 |
Performance implications of hedging with industry ETFs Y Atilgan, KO Demirtas, AD Gunaydin, M Oztekin Global Finance Journal 61, 100990, 2024 | | 2024 |
Mood seasonality around the globe Y Atilgan, KO Demirtas, AD Gunaydin, I Kirli Pacific-Basin Finance Journal 82, 102171, 2023 | | 2023 |