Zobrazeno 1 - 10
of 46
pro vyhledávání: '"Yigit Atilgan"'
Publikováno v:
The Journal of Portfolio Management. 48:44-58
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4e805eeb883def9c6afaabde58fa6703
https://doi.org/10.3905/jpm.2022.1.369
https://doi.org/10.3905/jpm.2022.1.369
Publikováno v:
Applied Economics. 54:5476-5496
Over the last two decades, exchange traded funds (ETFs) have become a preferred investment vehicle to make directional market bets due to their low costs and high liquidity. Moreover, due to the arbitrage activities of authorized participants, prices
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4ab842a6921a1ab4ca9d69fa5e966e98
https://doi.org/10.1080/00036846.2022.2047596
https://doi.org/10.1080/00036846.2022.2047596
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0750cb9ff533474a96dd107cc401960b
https://doi.org/10.2139/ssrn.4362264
https://doi.org/10.2139/ssrn.4362264
Autor:
Evrim Akdoğu, Yigit Atilgan
Publikováno v:
Applied Economics. 53:5826-5842
We study the impact of debt covenants on earnings announcement returns by creating 10 covenant groups and a covenant index using event-study methodology. We find that during bad news, whether it stems from a bad earnings surprise or a negative averag
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::23c2c7f845b07b0ee2a6a5a3ae0523f1
https://doi.org/10.1080/00036846.2021.1931006
https://doi.org/10.1080/00036846.2021.1931006
Publikováno v:
Emerging Markets Finance and Trade. 57:3721-3738
This study investigates the relation between firm-specific attributes and future equity returns in 23 emerging markets. Equal-weighted portfolio returns reveal strong evidence of short-term momentu...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1bdcad592ee6da465eae4faa1ea03738
https://doi.org/10.1080/1540496x.2020.1822808
https://doi.org/10.1080/1540496x.2020.1822808
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::85e1d1381989537ec681ceea7600a8ca
https://doi.org/10.2139/ssrn.4021479
https://doi.org/10.2139/ssrn.4021479
This chapter examines the performances of various hedge fund strategies based on various reward-to-risk ratios after the 2008 global crisis. We document that a majority of hedge fund strategies deliver lower average returns compared to equities and b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b6d5633c17cecbd4861db1bc9dc0ec2a
https://doi.org/10.1093/oxfordhb/9780198840954.013.24
https://doi.org/10.1093/oxfordhb/9780198840954.013.24
Autor:
A. Doruk Gunaydin, Yigit Atilgan
Publikováno v:
International Journal of Management Economics and Business.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a5be56f4d30a58e8a3ee561d03d164a1
https://doi.org/10.17130/ijmeb.833978
https://doi.org/10.17130/ijmeb.833978
Autor:
Yigit Atilgan, A. Doruk Gunaydin
Publikováno v:
Volume: 12, Issue: 1 108-109
PressAcademia Procedia
Volume: 7, Issue: 4 409-418
Journal of Economics Finance and Accounting
PressAcademia Procedia
Volume: 7, Issue: 4 409-418
Journal of Economics Finance and Accounting
Purpose- The purpose of this study is to investigate the predictive power of various stock attributes in the cross-section of equity returns in Borsa Istanbul.Methodology- Covering a sample period between 1988 and 2018, this study implements univaria
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2a3041cd5939f8621637609b6414d03a
https://dergipark.org.tr/tr/pub/pap/issue/59366/851922
https://dergipark.org.tr/tr/pub/pap/issue/59366/851922
This study reexamines the relation between downside beta and equity returns in the U.S. First, we replicate Ang, Chen and Xing (2006) who find a positive relation between downside beta and future equity returns for equal-weighted portfolios of NYSE s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6b582170171bc62159654b0691bae772