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Yigit Atilgan
(Yigit Atilgan)

Personal Details

First Name:Yigit
Middle Name:
Last Name:Atilgan
Suffix:
RePEc Short-ID:pat129
[This author has chosen not to make the email address public]
http://myweb.sabanciuniv.edu/yatilgan

Affiliation

Yönetim Bilimleri Fakültesi
Sabancı Üniversitesi

İstanbul, Turkey
http://som.sabanciuniv.edu

:


RePEc:edi:smsabtr (more details at EDIRC)

Research output

as
Jump to: Articles Books

Articles

  1. Atilgan, Yigit & Demirtas, K. Ozgur & Erdogan, Alper, 2016. "Share issuance and equity returns in Borsa Istanbul," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 320-333.
  2. Yigit Atilgan & K. Ozgur Demirtas, 2016. "Risk-Adjusted Performances of World Equity Indices," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(3), pages 706-721, March.
  3. Yigit Atilgan & K. Ozgur Demirtas & A. Doruk Gunaydin, 2016. "Liquidity and equity returns in Borsa Istanbul," Applied Economics, Taylor & Francis Journals, vol. 48(52), pages 5075-5092, November.
  4. Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D., 2016. "Derivative markets in emerging economies: A survey," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 88-102.
  5. Yigit Atilgan & Turan G. Bali & K. Ozgur Demirtas, 2015. "Implied Volatility Spreads and Expected Market Returns," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 87-101, January.
  6. Yigit Atilgan & Aloke (Al) Ghosh & Meng Yan & Jieying Zhang, 2015. "Cross‐Listed Bonds, Information Asymmetry, and Conservatism in Credit Ratings," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(5), pages 897-929, August.
  7. Yiğit ATILGAN & K.Özgür DEMİRTAŞ & Alper ERDOĞAN, 2015. "Macroeconomic factors and equity returns in Borsa İstanbul," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 30(349), pages 09-30.
  8. Yigit Atilgan & K. Ozgur Demirtas & Koray D. Simsek, 2015. "Studies of Equity Returns in Emerging Markets: A Literature Review," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(4), pages 757-773, July.
  9. Atilgan, Yigit, 2014. "Volatility spreads and earnings announcement returns," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 205-215.
  10. Yigit Atilgan & K. Ozgur Demirtas, 2013. "Downside Risk in Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(3), pages 65-83, May.
  11. K. Ozgur DEMİRTAS & Yigit ATILGAN, 2013. "Reward-to-Risk Ratios in Turkish Financial Markets," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 28(323), pages 9-32.
  12. Yigit Atilgan & Turan G. Bali & K. Ozgur Demirtas, 2013. "The performance of hedge fund indices," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 13(3), pages 30-52, September.

Books

  1. Bali, Turan & Atilgan, Yigit & Demirtas, Ozgur, 2013. "Investing in Hedge Funds," Elsevier Monographs, Elsevier, edition 1, number 9780124047310, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Atilgan, Yigit & Demirtas, K. Ozgur & Erdogan, Alper, 2016. "Share issuance and equity returns in Borsa Istanbul," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 320-333.

    Cited by:

    1. Aktürk, Halit, 2016. "Do stock returns provide a good hedge against inflation? An empirical assessment using Turkish data during periods of structural change," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 230-246.

  2. Yigit Atilgan & K. Ozgur Demirtas & A. Doruk Gunaydin, 2016. "Liquidity and equity returns in Borsa Istanbul," Applied Economics, Taylor & Francis Journals, vol. 48(52), pages 5075-5092, November.

    Cited by:

    1. Alkan, Ulas & Guner, Biliana, 2018. "Preferences for lottery stocks at Borsa Istanbul," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 211-223.

  3. Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D., 2016. "Derivative markets in emerging economies: A survey," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 88-102.

    Cited by:

    1. Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai, 2018. "Retrieving aggregate information from option volume," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 220-232.
    2. Fassas, Athanasios P. & Siriopoulos, Costas, 2019. "Intraday price discovery and volatility spillovers in an emerging market," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 333-346.
    3. Zhang, Huiming & Watada, Junzo, 2019. "An analysis of the arbitrage efficiency of the Chinese SSE 50ETF options market," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 474-489.

  4. Yigit Atilgan & Turan G. Bali & K. Ozgur Demirtas, 2015. "Implied Volatility Spreads and Expected Market Returns," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 87-101, January.

    Cited by:

    1. Bollerslev, Tim & Todorov, Viktor & Xu, Lai, 2015. "Tail risk premia and return predictability," Journal of Financial Economics, Elsevier, vol. 118(1), pages 113-134.
    2. Eser Arisoy & Aslihan Altay-Salih & Levent Akdeniz, 2015. "Aggregate Volatility Expectations and Threshold CAPM," Post-Print hal-01634175, HAL.
    3. Chen, Zhuo & Lu, Andrea, 2017. "Slow diffusion of information and price momentum in stocks: Evidence from options markets," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 98-108.

  5. Yigit Atilgan & Aloke (Al) Ghosh & Meng Yan & Jieying Zhang, 2015. "Cross‐Listed Bonds, Information Asymmetry, and Conservatism in Credit Ratings," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(5), pages 897-929, August.

    Cited by:

    1. Lindner, Thomas & Muellner, Jakob & Puck, Jonas, 2016. "Cost of Capital in an International Context: Institutional Distance, Quality, and Dynamics," Journal of International Management, Elsevier, vol. 22(3), pages 234-248.

  6. Yiğit ATILGAN & K.Özgür DEMİRTAŞ & Alper ERDOĞAN, 2015. "Macroeconomic factors and equity returns in Borsa İstanbul," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 30(349), pages 09-30.

    Cited by:

    1. Atilgan, Yigit & Demirtas, K. Ozgur & Erdogan, Alper, 2016. "Share issuance and equity returns in Borsa Istanbul," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 320-333.

  7. Atilgan, Yigit, 2014. "Volatility spreads and earnings announcement returns," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 205-215.

    Cited by:

    1. Cristhian Mellado & Surendranath R. Jory & Thanh N. Ngo, 2016. "Do Option Traders Target Firms With Poor Earnings Quality," 2016 Papers pme563, Job Market Papers.
    2. Koutmos, Dimitrios, 2016. "Distilling private information from plain-vanilla options to predict future underlying stock price volatility: Evidence from the H-shares of Chinese banks," Research in International Business and Finance, Elsevier, vol. 37(C), pages 391-405.
    3. Jonathan A. Milian, 2015. "Unsophisticated Arbitrageurs and Market Efficiency: Overreacting to a History of Underreaction?," Journal of Accounting Research, Wiley Blackwell, vol. 53(1), pages 175-220, March.
    4. Lin, Zih-Ying & Chang, Chuang-Chang & Wang, Yaw-Huei, 2018. "The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 152-165.

  8. Yigit Atilgan & K. Ozgur Demirtas, 2013. "Downside Risk in Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(3), pages 65-83, May.

    Cited by:

    1. Cathy Yi-Hsuan Chen & Thomas C. Chiang & Wolfgang Karl Härdle, 2016. "Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries," SFB 649 Discussion Papers SFB649DP2016-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    2. Serkan İmişiker & Rasim Özcan & Bedri Kamil Onur Taş, 2015. "Price Manipulation by Intermediaries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(4), pages 788-797, July.

  9. K. Ozgur DEMİRTAS & Yigit ATILGAN, 2013. "Reward-to-Risk Ratios in Turkish Financial Markets," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 28(323), pages 9-32.

    Cited by:

    1. Atilgan, Yigit & Demirtas, K. Ozgur & Erdogan, Alper, 2016. "Share issuance and equity returns in Borsa Istanbul," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 320-333.

  10. Yigit Atilgan & Turan G. Bali & K. Ozgur Demirtas, 2013. "The performance of hedge fund indices," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 13(3), pages 30-52, September.

    Cited by:

    1. Gerhard Lechner & Rupert Beinhauer, 2018. "Are Commodity Hedge Funds interesting for institutional investors?," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 7(1), pages 1-1.

Books

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