Yiğit Atılgan : Citation Profile

Sabancı Üniversitesi

7

H index

6

i10 index

209

Citations

RESEARCH PRODUCTION:

24

Articles

1

Books

RESEARCH ACTIVITY:

   12 years (2013 - 2025). See details.
   Cites by year: 17
   Journals where Yiğit Atılgan has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 1 (0.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pat129
   Updated: 2026-01-10    RAS profile: 2025-05-08    
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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:

Righi, Marcelo (6)

Kutan, Ali (5)

faff, robert (3)

Vo, Duc (2)

Aktürk, Halit (2)

Demirer, Riza (2)

YAYA, MEHMET (2)

Yang, Baochen (2)

Shafiullah, Muhammad (2)

han, bing (2)

Zhou, Wei-Xing (2)

Cites to:

French, Kenneth (25)

Fama, Eugene (16)

Hirshleifer, David (12)

Harvey, Campbell (11)

Bekaert, Geert (10)

Campbell, John (9)

Shleifer, Andrei (8)

West, Kenneth (7)

Titman, Sheridan (6)

Teoh, Siew Hong (6)

Newey, Whitney (6)

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 (2025 and 2024)

YearTitle of citing document
2024Hedge Fund Index Rules and Construction. (2024). Xiao, David. In: Papers. RePEc:arx:papers:2403.15925.

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2024Excess cash and equity option liquidity. (2024). Deng, Min ; Nguyen, Minh. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:401-433.

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2025Peer effect of fund trading and the risk of individual stock. (2025). Bowei, SU ; Yuting, Lin ; Shujie, Yao ; Chen, Chuanglian. In: Journal of Asian Economics. RePEc:eee:asieco:v:97:y:2025:i:c:s1049007824001623.

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2024Retail attention on earnings announcement days: Evidence from social media. (2024). Yung, Kenneth ; Cai, Qiuye. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s221463502400073x.

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2025Why does good news increase stock price crash risk: An explanation based on the gambling channel. (2025). Yang, Liu ; Lee, Eunmi Tatum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s221463502500070x.

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2025The effect of stock market manipulation on investor behavioral bias. (2025). Chen, Zhenshan ; Zhang, Jingru ; Liu, Jie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000711.

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2024Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt. (2024). Nguimkeu, Pierre ; ben Hmiden, Oussama ; Avele, Donatien ; Tatoutchoup, Didier. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004121.

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2024What drives the tail risk effect in the Chinese stock market?. (2024). Zhu, Yifeng ; Sun, Kaisi ; Wang, Hui. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004431.

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2024Conditional CAPM relationships in standard and accounting risk approaches. (2024). Markowski, Lesaw ; Abdou, Hussein A ; Ziarko, Anna Rutkowska. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000482.

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2024Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk. (2024). Righi, Marcelo ; Muller, Fernanda Maria ; Foguesatto, Cristian Rogerio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000652.

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2024Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

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2024Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options. (2024). Li, Zhe ; Xiao, Weilin ; Shen, Jiashuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001311.

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2025ESG risk, economic policy uncertainty, and the downside risk: Evidence from US firms. (2025). Lee, Yen-Hsien ; Hsu, Yuan-Teng ; Liu, Hung-Chun ; Tang, Chia-Hsien. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002183.

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2024Mutual fund illiquidity, selling pressure, and left-tail risk in stocks. (2024). Chen, Lili ; Liu, Jianxiang. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003409.

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2024Gold, platinum, and mutual fund flows. (2024). Malik, Ali K ; Lflund, Anders ; Colak, Gonul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000860.

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2025The informational role of forex option volume. (2025). Wang, Muhan ; Stan, Raluca ; Papakroni, Erlina ; Gu, Chen ; Chen, Denghui ; Bao, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000651.

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2024Data breach disclosures and stock price crash risk: Evidence from data breach notification laws. (2024). Silveri, Sabatino ; Cao, Hung ; Phan, Hieu V. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000966.

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2024When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets. (2024). Shafiullah, Muhammad ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001340.

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2024Understanding co-movements based on heterogeneous information associations. (2024). Chen, Huayi ; Shi, Huai-Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400245x.

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2024Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties. (2024). Khasawneh, Maher ; Kambouroudis, Dimos ; McMillan, David G. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002655.

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2024VIX-managed portfolios. (2024). Boovi, Milo. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002850.

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2024Skewness risk and the cross-section of cryptocurrency returns. (2024). Chen, Yan ; Liu, Yakun. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005581.

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2024Investor attention and anomalies: Evidence from the Chinese stock market. (2024). Wen, Danyan ; Zhang, Zihao ; Nie, Jing ; Cao, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924007075.

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2024War discourse and global equity returns. (2024). Zhong, Angel ; Hu, Xiaolu ; Fang, Yvonne ; Wang, Jiazhen. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010985.

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2024Extreme illiquidity and cross-sectional corporate bond returns. (2024). Chen, XI ; Wang, Junbo ; Wu, DI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132.

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2025Idiosyncratic contagion between ETFs and stocks: A high dimensional network perspective. (2025). Wang, YU ; Sun, Yiguo. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000440.

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2025Forecasting the realized variance in the presence of intraday periodicity. (2025). Hizmeri, Rodrigo ; Izzeldin, Marwan ; Maria, Ana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002565.

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2025Multivariate crash risk in China. (2025). Zhao, Yang ; Qiao, Tongshuai ; Li, Donghui ; Han, Liyan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002796.

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2024RMB exchange rate volatility and the cross-section of Chinese A-share returns. (2024). Ding, Wenjie ; Qiao, Tongshuai ; Han, Liyan ; Li, Donghui. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000111.

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2024Have the causal effects between equities, oil prices, and monetary policy changed over time?. (2024). Olson, Eric ; Kurov, Alexander ; Wolfe, Marketa Halova. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000655.

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2024The change in salience and the cross-section of stock returns: Empirical evidence from China A-shares. (2024). Fan, Ying ; Ma, Yao ; Zhang, Manqing ; Yang, Baochen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000702.

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2024The impact of the tail risk of demand on corporate investment: Evidence from Chinese manufacturing firms. (2024). Ge, Yingfan ; Hu, Xueqi ; Li, Xing ; Xu, Xiangyun ; Meng, Jie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000933.

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2025Risk contagion network and characteristic measurement among international financial markets. (2025). Jiang, Yuanying ; Chen, Binxia ; Zhou, Donghai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001039.

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2025Tail risk interconnectedness between cryptocurrency and clean energy markets under geopolitical conflicts. (2025). Xiong, Xiong ; Li, YE ; Gong, Xiao-Li. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:668:y:2025:i:c:s0378437125002389.

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2025Subjective probabilities under behavioral heuristics. (2025). Semenov, Andrei ; Rahman, Oriana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000620.

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2024Does market efficiency matter for Shanghai 50 ETF index options?. (2024). Le, Thi ; Hasan, Morshadul ; Abedin, Mohammad Zoynul ; Hoque, Ariful. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002556.

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2024Quality acceleration and cross-sectional returns: Empirical evidence. (2024). Ma, Yao ; Ye, Tao ; Yang, Baochen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400062x.

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2024Evaluating asset pricing anomalies: Evidence from Latin America. (2024). Lizarzaburu, Edmundo ; Berggrun, Luis ; Cardona, Emilio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001740.

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2025Tariff exposure and sectoral vulnerability: Evidence from equity market responses to the 2025 U.S. trade shock. (2025). Demir, Ender ; Zaremba, Adam ; Rouatbi, Wael ; Kaczmarek, Tomasz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925001813.

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2025Overnight information and anomalies. (2025). Gao, Bin ; Xia, Wenqian ; Xie, Jun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002752.

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2024Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study. (2024). Hossain, Amjad ; Lalon, Raad ; Abedin, Mohammad Zoynul ; Mozumder, Sharif. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10545-6.

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2025The tale of two tails and stock returns for two major emerging markets. (2025). Sehgal, Sanjay ; Deisting, Florent ; Agrawal, Tarunika Jain. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01301-4.

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2024Leveraged speculators and asset prices†. (2024). Jiang, Wenxi. In: Review of Finance. RePEc:oup:revfin:v:28:y:2024:i:3:p:769-804..

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2025Breaking down value: a novel method. (2025). Mallik, Girijasankar ; Baghdadabad, Mohammadreza Tavakoli. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02769-2.

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2025Understanding price momentum, market fluctuations, and crashes: insights from the extended Samuelson model. (2025). Han, Qingyuan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00743-y.

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2024Role of derivatives market in attenuating underreaction to left‐tail risk. (2024). Varma, Jayanth ; Saurav, Sumit ; Agarwalla, Sobhesh Kumar. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:484-517.

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2024Lever up! An analysis of options trading in leveraged ETFs. (2024). Wang, Kainan ; Teterin, Pavel ; Gilstrap, Collin ; Petkevich, Alex. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:986-1002.

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2025Option Return Predictability via Machine Learning: New Evidence From China. (2025). Xiao, Zhengyan ; Wang, Zhuo ; Huang, Yuxiang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1232-1252.

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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]		article5
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]		article3
2024Performance implications of hedging with industry ETFs In: Global Finance Journal.
[Full Text][Citation analysis]		article0
2025Aggregate earnings and global equity returns In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2014Volatility spreads and earnings announcement returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article26
2020Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article88
2019Global downside risk and equity returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article17
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]		article15
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]		article8
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]		article1
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]		article1
2015Implied Volatility Spreads and Expected Market Returns In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article22
2015Cross‐Listed Bonds, Information Asymmetry, and Conservatism in Credit Ratings In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article6

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