“5 km yürüdüm 15 TL’den 1 Litre su içtim. Ben kilometrede 3 TL yakıyorum.
Yeğenimde 96 polo var, tüple kilometrede 1.60 TL yakıyor.”
Daha haklı bir serzeniş görmemiştim…
Sevgili Arkadaşlar,
Mühendislik Alanında İLK YAZAR diye bir şey vardır. Akademik yayınlarda İsmi İlk Yazılan yazar en çok katkıyı yapmış demektir.
Finans Alanında ise böyle bir şey yoktur!
ALFABETİK sıralama vardır 😂
Yani benim Soyadım Demirtaş "D" ile başlıyorsa A, B, C ile başlayanlar benim önümde yer alırlar. 😎
Ayrıca Finans Alanında genelde Çoklu yazarlar vardır. Dünyanın en önemli finans akademik dergilerine bakıldığında bu görülür.
Finans Alanında en önemli konu A SEYİYESİNDEKİ yayınlardır. Merak Edenler hemencecik bulabilsinler diye yayınlarımı buraya koyuyorum. İsteyenler gidip okuyabilir. Önce Majör Yayınlarımı koyayım. Sonra genel yayınları koyayım (Daha koymadıklarımda var şimdilik yeter sanırım :-). İyi Okumalar:
“Aggregate Earnings, Firm-Level Earnings and Expected Stock Returns”
(with Turan G. Bali and Hassan Tehranian)
Journal of Financial and Quantitative Analysis, September 2008, 43(3), 657-684.
“Bond versus Stock: Investors Age and Risk Taking”
(with Turan G. Bali, Haim Levy and Avner Wolf)
Journal of Monetary Economics, September 2009, 56(6), 817-830.
“Is There an Intertemporal Relation Between Downside Risk and Expected Returns?”
(with Turan G. Bali and Haim Levy)
Journal of Financial and Quantitative Analysis, 2009, 44(4), 883-909.
“Corporate Financing Activities and Contrarian Investment”
(with Turan G. Bali and Armen Hovakimian)
Review of Finance, September 2010, 14(3), 543-584.
“Do Hedge Funds Outperform Stocks and Bonds?”
(with Turan G. Bali and Stephen J. Brown)
Management Science, 2013, 59(8), 1887-1903.
“Implied Volatility Spreads and Expected Market Returns”
(with Yigit Atilgan and Turan G. Bali)
Journal of Business Economics and Statistics, 2015, 33(1), 87-101.
“Left Tail Momentum: Underreaction to Bad News, Costly Arbitrage and Equity Returns”
(with Yigit Atilgan, Turan G. Bali and A. Doruk Gunaydin)
Journal of Financial Economics, 2020, 135(3), 725-753
[1]“Peer Pressure: Industry Group Impacts on Stock Valuation Precision and Contrarian Strategy Performance” (with Turan G. Bali, Armen Hovakimian and John Merrick)
Journal of Portfolio Management, Spring 2006, 32(3), 80-92.
[2]“Nonlinear Asymmetric Models of the Short-Term Interest Rate”
Journal of Futures Markets, 26(9), 2006.
[3]“Small Sample Bias in Panel Data"
(with Turan G. Bali)
Finance Letters, August 2007, 5(2), 17-21.
[4]“Aggregate Earnings, Firm-Level Earnings and Expected Stock Returns”
(with Turan G. Bali and Hassan Tehranian)
Journal of Financial and Quantitative Analysis, September 2008, 43(3), 657-684.
[5]“Nonlinear Mean Reversion in Stock Prices”
(with Turan G. Bali and Haim Levy)
Journal of Banking of Finance, May 2008, 32(5), 767-782. (SSCI)
[6]“Testing Mean Reversion in Financial Market Volatility: Evidence from S&P 500 Index Futures”
(with Turan G. Bali)
Journal of Futures Markets, January 2008, 28(1), 1-33. (Lead Article)
[7]“Can Overreaction Explain Part of the Size Premium”
(with A. Burak Guner)
International Journal of Revenue Management, 2008, 2(3), 234-253.
[8]“Bond versus Stock: Investors Age and Risk Taking”
(with Turan G. Bali, Haim Levy and Avner Wolf)
Journal of Monetary Economics, September 2009, 56(6), 817-830.
[9]“Is There an Intertemporal Relation Between Downside Risk and Expected Returns?”
(with Turan G. Bali and Haim Levy)
Journal of Financial and Quantitative Analysis, 2009, 44 (4), 883-909.
[10]“Predictability of Risk Measures in International Stock Markets”
(with Turan G. Bali)
Stock Market Volatility, February 2009 edited by Greg N. Gregoriou, Publisher: Chapman Hall CRC Taylor and Francis, London, UK.
[11]“Corporate Financing Activities and Contrarian Investment”
(with Turan G. Bali and Armen Hovakimian)
Review of Finance, September 2010, 14(3), 543-584.
[12]“Aggregate Earnings and Expected Stock Returns in Emerging Markets”
(with Duygu Zirek)
Emerging Markets Finance and Trade, May/Jun 2011, 47(3), 4-22. (Lead Article)
[13]“Investigating ICAPM in International Futures Markets”
(with Turan G. Bali and Kishore Tandon)
Review of Futures Markets, 2011, 19(3), 195-216. (Lead Article)
[14]“International Equity Markets: Risk and Return”
(with Yigit Atilgan and Turan G. Bali)
Oxford University Press, International Finance: A Survey, New York and Oxford, 2013.
[15]“Downside Risk in Emerging Markets”
(with Yigit Atilgan)
Emerging Markets Finance and Trade, 2013, 49(3), 64-83.
[16]“Initial Credit Ratings and Earnings Management”
(with Kimberly Rodgers Cornaggia)
Review of Financial Economics, 2013, 22(4), 135-145.
[17]“The Intertemporal Relation between Tail Risk and Fund of Hedge Funds”
(with Yigit Atilgan and Turan G. Bali)
Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence, Publisher: Elsevier, Amsterdam, 2013. (Lead Article)
[18]“Reward-to-Risk Ratios in Turkish Financial Markets”
(with Yigit Atilgan)
Iktisat, Isletme ve Finans, 2013, 28(322), 9-32. (Lead Article)
[19]“Reward-to-Risk Ratios of Fund of Hedge Funds”
(with Yigit Atilgan and Turan G. Bali)
Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence, Publisher: Elsevier, Amsterdam, 2013. (Lead Article)
[20]“Do Hedge Funds Outperform Stocks and Bonds?”
(with Turan G. Bali and Stephen J. Brown)
Management Science, 2013, 59(8), 1887-1903.
[21]“Macroeconomic Factors and Equity Returns in Borsa Istanbul”
(with Yigit Atilgan and Alper Erdogan)
Iktisat Isletme ve Finans, 2015, 30(349), 9-30.
[22]“Implied Volatility Spreads and Expected Market Returns”
(with Yigit Atilgan and Turan G. Bali)
Journal of Business & Economic Statistics, 2015, 33(1), 87-101.
[23]“The Performance of Hedge Fund Indices”
(with Yigit Atilgan and Turan G. Bali)
Borsa Istanbul Review, 13(3), 30-52, Reprinted from "Investing in Hedge Funds: A Guide to Measuring Risk and Return Characteristics", 2013, Publisher: Academic Press: Elsevier, Amsterdam
[24]“Studies of Equity Returns in Emerging Markets: A Literature Review”
(with Yigit Atilgan and Koray Simsek)
Emerging Markets Finance and Trade, 2015, 51(4), 757-773
[25]“Risk-Adjusted Performances of World Equity Indices”
(with Yigit Atilgan)
Emerging Markets Finance and Trade, 2016, 52, 706-721.
[26]“Share Issuance and Equity Returns in Borsa Istanbul”
(with Yigit Atilgan and Alper Erdogan)
International Review of Economics and Finance, 2016, 43, 320-333.
[27]“Derivative Markets in Emerging Economies: A Survey”
(with Yigit Atilgan and Koray Simsek)
International Review of Economics and Finance, 2016, 42, 88-102.
[28]“Liquidity and Equity Returns in Borsa Istanbul”
(with Yigit Atilgan and A. Doruk Gunaydin)
Applied Economics, 2016, 48(52), 5075-5092.
[29]“Downside Beta and Equity Returns around the World”
(with Yigit Atilgan, Turan G. Bali and A. Doruk Gunaydin)
Journal of Portfolio Management, 2018, 44(7), 39-54.
[30]“Global Downside Risk and Equity Returns”
(with Yigit Atilgan, Turan G. Bali and A. Doruk Gunaydin)
Journal of International Money and Finance, 2019, 98
[31]“Left Tail Momentum: Underreaction to Bad News, Costly Arbitrage and Equity Returns”
(with Yigit Atilgan, Turan G. Bali and A. Doruk Gunaydin)
Journal of Financial Economics, 2020, 135(3), 725-753
[32]“Downside Beta abd The cross-Section of Equity Returns: A Decade Later”
(with Yigit Atilgan and A. Doruk Gunaydin)
European Financial Management, 2020, 26(2), 316-347
[33]“Decomposing Value Globally”
(with Yigit Atilgan, A. Doruk Gunaydin, İmra Kirli)
European Financial Management, 2020, 52(42), 4659-4676
[34]“Predicting Equity Returns in Emerging Markets”
(with Yigit Atilgan and A. Doruk Gunaydin)
Emerging Market Finance and Trade, 2021, 57(13), 3721-3738
[35]“Momentum and Downside Risk in Emerging Markets”
(with Yigit Atilgan, A. Doruk Gunaydin and İmra Kirli)
Journal of Portfolio Management, 2022, 48(8), 44-58
[36]“Price Discovery in Emerging Market ETFs”
(with Yigit Atilgan, A. Doruk Gunaydin and Mustafa Öztekin)
Applied Economics, 2022, 54(47), 5476-5496
[37]“Average Skewness in Global Equşty Markets”
(with Yigit Atilgan, A. Doruk Gunaydin and İmra Kirli)
International Review of Finance, 2023, 23(2), 245-271