Yiğit Atılgan : Citation Profile


Are you Yiğit Atılgan?

Sabancı Üniversitesi

4

H index

1

i10 index

44

Citations

RESEARCH PRODUCTION:

16

Articles

1

Books

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 6
   Journals where Yiğit Atılgan has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 1 (2.22 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pat129
   Updated: 2020-10-17    RAS profile: 2020-09-26    
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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:

YAYA, MEHMET (2)

Brzeszczynski, Janusz (1)

Fassas, Athanasios (1)

Verousis, Thanos (1)

Aktürk, Halit (1)

Lechner, Gerhard (1)

Tas, Bedri (1)

Bollerslev, Tim (1)

Mellado, Cristhian (1)

OZCAN, Rasim (1)

Kutan, Ali (1)

Cites to:

Fama, Eugene (9)

French, Kenneth (7)

Hirshleifer, David (7)

Harvey, Campbell (6)

Hou, Kewei (5)

Titman, Sheridan (5)

Aizenman, Joshua (5)

West, Kenneth (4)

Shleifer, Andrei (4)

Teoh, Siew Hong (4)

Bekaert, Geert (4)

Main data


Where Yiğit Atılgan has published?


Journals with more than one article published# docs
Emerging Markets Finance and Trade3
Applied Economics2
Iktisat Isletme ve Finans2
International Review of Economics & Finance2

Recent works citing Yiğit Atılgan (2020 and 2019)


YearTitle of citing document
2019Weekly idiosyncratic risk metrics and idiosyncratic momentum: Evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1910.13115.

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2019Market Illiquidity Premium on Stock Returns: An Empirical Study of Taiwan Stock Markets. (2019). Cho, Yi-Chun ; Tai, Chia-Li ; Chen, Chia-Cheng . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:778-788.

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2020The effect of option transaction costs on informed trading in the options market around earnings announcements. (2020). Zhao, Chen ; Li, Yubin ; Govindaraj, Suresh. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:5-6:p:615-644.

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2019How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119.

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2019Moment spreads in the energy market. (2019). Zhang, Jin E ; Ruan, Xinfeng. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:598-609.

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2020Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). , Walid. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206.

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2019Hedging, speculation, and risk management effect of commodity futures: Evidence from firm voluntary disclosures. (2019). Xu, Huaxin ; Sun, Zheng ; Shao, Jun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x1830115x.

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2019Intraday price discovery and volatility spillovers in an emerging market. (2019). Fassas, Athanasios P ; SIRIOPOULOS, COSTAS. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:333-346.

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2019An analysis of the arbitrage efficiency of the Chinese SSE 50ETF options market. (2019). Zhang, Huiming ; Watada, Junzo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:474-489.

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2019Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective. (2019). Athaley, Chaitaly ; Rastogi, Shailesh . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:98-:d:238426.

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2019The Cross Section of Country Equity Returns: A Review of Empirical Literature. (2019). Zaremba, Adam. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:165-:d:281162.

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2020Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market. (2020). Zhu, Yichao ; van der Heijden, Thijs ; Hameed, Allaudeen ; Grundy, Bruce D ; Goncalves-Pinto, Luis. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:9:p:3903-3926.

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2019Electronic markets in emerging markets. (2019). Cao, Xiongfei ; Xu, LI ; Chaudhry, Sohail. In: Electronic Markets. RePEc:spr:elmark:v:29:y:2019:i:2:d:10.1007_s12525-019-00343-0.

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2019Time‐series momentum in Chinas commodity futures market. (2019). Cho, Hoon ; Ham, Hyuna ; Ryu, Doojin ; Kim, Hyeong Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:12:p:1515-1528.

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2019Improving momentum strategies using residual returns and option‐implied information. (2019). Liu, Mingyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:4:p:499-521.

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2020When do informed traders acquire and trade on informational advantage? Evidence from Federal Reserve stress tests. (2020). Loveland, Robert ; Fung, Scott. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1459-1485.

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2020What do we know about individual equity options?. (2020). Verousis, Thanos ; Bernales, Alejandro ; Zhang, Mengyu ; Voukelatos, Nikolaos. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:67-91.

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2020Arbitrage opportunities, liquidity provision, and trader types in an index option market. (2020). Chiu, Junmao ; Chen, ChinHo ; Chung, Huimin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:3:p:279-307.

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2020When is informed trading more prevalent?—An examination of options trading around Indian M&A announcements. (2020). Mohil, Soniya ; Patro, Archana ; Nayyar, Reena. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:6:p:1011-1029.

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2020Value at risk, cross-sectional returns and the role of investor sentiment. (2020). Zhu, Yifeng ; Bi, Jia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:1-18.

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2019Global downside risk and equity returns. (2019). Atilgan, Yigit ; Bali, Turan G ; Gunaydin, Doruk A ; Demirtas, Ozgur K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:2.

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Works by Yiğit Atılgan:


YearTitleTypeCited
2020Downside beta and the cross section of equity returns: A decade later In: European Financial Management.
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article1
2013The performance of hedge fund indices In: Borsa Istanbul Review.
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article1
2014Volatility spreads and earnings announcement returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article10
2020Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article3
2019Global downside risk and equity returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article1
2013Investing in Hedge Funds In: Elsevier Monographs.
[Full Text][Citation analysis]
book0
2016Derivative markets in emerging economies: A survey In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article9
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]
article3
2015Studies of Equity Returns in Emerging Markets: A Literature Review In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article4
2016Risk-Adjusted Performances of World Equity Indices In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article1
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
2015Implied Volatility Spreads and Expected Market Returns In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article6
2015Cross‐Listed Bonds, Information Asymmetry, and Conservatism in Credit Ratings In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article2

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