Yiğit Atılgan : Citation Profile

Are you Yiğit Atılgan?

Sabancı Üniversitesi

6

H index

6

i10 index

149

Citations

RESEARCH PRODUCTION:

22

Articles

1

Books

RESEARCH ACTIVITY:

   10 years (2013 - 2023). See details.
   Cites by year: 14
   Journals where Yiğit Atılgan has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 1 (0.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pat129
   Updated: 2024-04-18    RAS profile: 2024-01-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Yiğit Atılgan.

Is cited by:

Kutan, Ali (5)

faff, robert (3)

Zhou, Wei-Xing (2)

YAYA, MEHMET (2)

Demirer, Riza (2)

Vo, Duc (2)

Aktürk, Halit (2)

Yang, Baochen (2)

Cheong, Tsun Se (1)

Chiah, Mardy (1)

Mellado, Cristhian (1)

Cites to:

French, Kenneth (15)

Fama, Eugene (12)

Harvey, Campbell (8)

Hirshleifer, David (8)

Shleifer, Andrei (8)

West, Kenneth (6)

Bekaert, Geert (6)

Teoh, Siew Hong (6)

Aizenman, Joshua (5)

Parker, Jonathan (5)

Newey, Whitney (5)

Main data

Where Yiğit Atılgan has published?

Journals with more than one article published# docs
Emerging Markets Finance and Trade4
Applied Economics4
Iktisat Isletme ve Finans2
International Review of Economics & Finance2

Recent works citing Yiğit Atılgan (2024 and 2023)

YearTitle of citing document
2023.

Full description at Econpapers || Download paper

2023Restatement costs and reporting bias. (2023). Lambertsen, Nikolaj Niebuhr ; Herly, Marie. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:91-117.

Full description at Econpapers || Download paper

2023Derivatives Market: A Survey. (2023). Alalmai, Somaiyah. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-06-12.

Full description at Econpapers || Download paper

2023Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance. (2023). Huang, Zhijian James ; Wen, Fenghua ; Li, Zhuo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001869.

Full description at Econpapers || Download paper

2023Drivers of risk correlation among financial institutions: A study based on a textual risk disclosure perspective. (2023). Feng, Yuyao ; Li, Jingyu ; Jing, Zhongbo. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002808.

Full description at Econpapers || Download paper

2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

Full description at Econpapers || Download paper

2023Option price implied information and REIT returns. (2023). Zhan, Xintong ; Song, Linjia ; Cao, Jie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:13-28.

Full description at Econpapers || Download paper

2023A novel downside beta and expected stock returns. (2023). Liu, Jinjing. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004057.

Full description at Econpapers || Download paper

2023Left-tail momentum and tail properties of return distributions: A case of Korea. (2023). Park, Jong Won ; Eom, Yunsung. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000868.

Full description at Econpapers || Download paper

2023Availability heuristic and expected returns. (2023). Tan, Chunzhi ; Gao, Bin ; Fang, Yuying ; Xie, Jun. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006201.

Full description at Econpapers || Download paper

2023Information flow and credit rating announcements. (2023). Sanger, Gary C ; Mo, Haitao ; Khorram, Mehdi. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000356.

Full description at Econpapers || Download paper

2023Does systematic tail risk matter?. (2023). Pereverzin, Aleksandr ; Nguyen, Linh H ; Polanski, Arnold ; Stoja, Evarist. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001706.

Full description at Econpapers || Download paper

2023Carry and conditional value at risk trend: Capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts. (2023). Hertrich, Daniel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001822.

Full description at Econpapers || Download paper

2023Anticipating jumps: Decomposition of straddle price. (2023). Vasquez, Aurelio ; Gan, Quan ; Chen, Bei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426622003351.

Full description at Econpapers || Download paper

2023Hot potatoes: Underpricing of stocks following extreme negative returns. (2023). Reyes-Pea, Robinson ; Lawrence, Edward ; Caglayan, Mustafa O. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000018.

Full description at Econpapers || Download paper

2023Presidential economic approval rating and the cross-section of stock returns. (2023). Wang, Liyao ; Huang, Dashan ; Da, Zhi ; Chen, Zilin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:106-131.

Full description at Econpapers || Download paper

2023Do the rich gamble in the stock market? Low risk anomalies and wealthy households. (2023). Gunaydin, Doruk A ; Bali, Turan G ; Karabulut, Yigitcan ; Jansson, Thomas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001551.

Full description at Econpapers || Download paper

2023Carr and Wu’s (2020) framework in the oil ETF option market. (2023). Zhang, Jin E ; Ruan, Xinfeng ; Jia, Xiaolan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000247.

Full description at Econpapers || Download paper

2023Can firms with higher ESG ratings bear higher bank systemic tail risk spillover?—Evidence from Chinese A-share market. (2023). Zhang, Yugui ; Li, Jinlong ; Ling, Aifan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001683.

Full description at Econpapers || Download paper

2023Investor sentiment and the Chinese new energy stock market: A risk–return perspective. (2023). Guo, Kun ; Sun, Xiaolei ; Liu, Chang ; Shen, Yiran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:395-408.

Full description at Econpapers || Download paper

2023Abnormal trading volume, news and market efficiency: Evidence from the Jamaica Stock Exchange. (2023). Swidler, Steve ; Wright, Calvin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001908.

Full description at Econpapers || Download paper

2023Implied Volatility Changes and Corporate Bond Returns. (2023). Zhan, Xintong ; Xiao, Xiao ; Goyal, Amit ; Cao, Jie. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1375-1397.

Full description at Econpapers || Download paper

2023Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market. (2023). Badhani, K N ; Ali, Asgar. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00290-0.

Full description at Econpapers || Download paper

2023Are return predictors of industrial equity indexes common across regions?. (2023). Umutlu, Mehmet ; Bengitoz, Pelin. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00313-4.

Full description at Econpapers || Download paper

2023Risk measures-based cluster methods for finance. (2023). Righi, Marcelo Brutti ; Muller, Fernanda Maria ; Guedes, Pablo Cristini. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00110-0.

Full description at Econpapers || Download paper

2023Tail risk, beta anomaly, and demand for lottery: what explains cross-sectional variations in equity returns?. (2023). Badhani, K N ; Ali, Asgar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02355-w.

Full description at Econpapers || Download paper

2023Risk neutral variances to compute expected returns using data from S&P BSE 100 firms—a replication study. (2023). Mundi, Hardeep Singh. In: Management Review Quarterly. RePEc:spr:manrev:v:73:y:2023:i:1:d:10.1007_s11301-021-00236-7.

Full description at Econpapers || Download paper

2023Option pricing with overnight and intraday volatility. (2023). Du, Lingshan ; Liang, Fang ; Huang, Zhuo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1576-1614.

Full description at Econpapers || Download paper

2023A topic modeling perspective on investor uncertainty. (2023). Seifert, Oleg ; Schnaubelt, Matthias ; Ortiz, Daniel Perico. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:042023.

Full description at Econpapers || Download paper

Works by Yiğit Atılgan:

YearTitleTypeCited
2020Investor reaction to accounting misstatements under IFRS: Australian evidence In: Accounting and Finance.
[Full Text][Citation analysis]		article2
2020Downside beta and the cross section of equity returns: A decade later In: European Financial Management.
[Full Text][Citation analysis]		article3
2023Average skewness in global equity markets In: International Review of Finance.
[Full Text][Citation analysis]		article0
2013The performance of hedge fund indices In: Borsa Istanbul Review.
[Full Text][Citation analysis]		article2
2014Volatility spreads and earnings announcement returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article23
2020Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article50
2019Global downside risk and equity returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article11
2013Investing in Hedge Funds In: Elsevier Monographs.
[Full Text][Citation analysis]		book1
2023Mood seasonality around the globe In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0
2016Derivative markets in emerging economies: A survey In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article13
2016Share issuance and equity returns in Borsa Istanbul In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2013Reward-to-Risk Ratios in Turkish Financial Markets In: Iktisat Isletme ve Finans.
[Citation analysis]		article0
2015Macroeconomic factors and equity returns in Borsa Ä°stanbul In: Iktisat Isletme ve Finans.
[Citation analysis]		article0
2013Downside Risk in Emerging Markets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article6
2015Studies of Equity Returns in Emerging Markets: A Literature Review In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article10
2016Risk-Adjusted Performances of World Equity Indices In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article1
2021Predicting Equity Returns in Emerging Markets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article0
2016Liquidity and equity returns in Borsa Istanbul In: Applied Economics.
[Full Text][Citation analysis]		article2
2020Decomposing value globally In: Applied Economics.
[Full Text][Citation analysis]		article0
2021The impact of debt covenants on earnings announcement returns In: Applied Economics.
[Full Text][Citation analysis]		article0
2022Price discovery in emerging market ETFs In: Applied Economics.
[Full Text][Citation analysis]		article0
2015Implied Volatility Spreads and Expected Market Returns In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article19
2015Cross?Listed Bonds, Information Asymmetry, and Conservatism in Credit Ratings In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team