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Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk and Öztekin, Mustafa (2022) "Price discovery in emerging market ETFs", Applied Economics, Vol.54, No.47, 5476-5496 (SSCI)

Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk and Kirli, Imra (2022) "Momentum and downside risk in emerging markets", Journal of Portfolio Management, Vol.48, No.8, 44-58 (SSCI)

Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk (2021) "Predicting equity returns in emerging markets", Emerging Markets Finance and Trade, Vol.57, No.13, 3721-3738 (SSCI)

Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, Ali Doruk and Kırlı Öziş, Rabia İmra (2020) "Decomposing value globally", Applied Economics, Vol.52, No.42, 4659-4676 (SSCI)

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür and Günaydın, Ali Doruk (2020) "Left-tail momentum: underreaction to bad news, costly arbitrage and equity returns", Journal of Financial Economics, Vol.135, No.3, 725-753 (SSCI)

Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, Ali Doruk (2020) "Downside beta and the cross section of equity returns: a decade later", European Financial Management, Vol.26, No.2, 316-347 (SSCI)

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür and Günaydın, Ali Doruk (2019) "Global downside risk and equity returns", Journal of International Money and Finance, Vol.98 (SSCI)

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür and Günaydın, Ali Doruk (2018) "Downside beta and equity returns around the world", Journal of Portfolio Management, Vol.44, No.7, 39-54 (SSCI)

Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk (2016) "Liquidity and equity returns in Borsa Istanbul", Applied Economics, Vol.48, No.52, 5075-5092 (SSCI)

Atılgan, Yiğit and Demirtaş, Özgür and Erdoğan, Alper (2016) "Share issuance and equity returns in Borsa Istanbul", International Review of Economics and Finance, Vol.43, 320-333 (SSCI)

Atılgan, Yiğit and Demirtaş, K. Özgür (2016) "Risk-adjusted performances of world equity indices", Emerging Markets Finance and Trade, Vol.52, No.3, 706-721 (SSCI)

Atılgan, Yiğit and Demirtaş, Özgür and Şimşek, Koray Deniz (2016) "Derivative markets in emerging economies: a survey", International Review of Economics and Finance, Vol.42, 88-102 (SSCI)

Atılgan, Yiğit and Demirtaş, Özgür and Şimşek, Koray Deniz (2015) "Studies of equity returns in emerging markets: a literature review", Emerging Markets Finance and Trade, Vol.51, No.4, 757-773 (SSCI)

Atılgan, Yiğit and Demirtaş, Özgür and Erdoğan, Alper (2015) "Macroeconomic factors and equity returns in Borsa Istanbul", İktisat, İşletme ve Finans, Vol.30, No.349, 9-30 (SSCI)

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür (2015) "Implied volatility spreads and expected market returns", Journal of Business and Economic Statistics, Vol.33, No.1, 87-101 (SSCI)

Bali, Turan G. and Brown, Stephen J. and Demirtaş, Özgür (2013) "Do hedge funds outperform stocks and bonds?", Management Science, Vol.59, No.8, 1887-1903 (SSCI)

Atılgan, Yiğit and Demirtaş, Özgür (2013) "Downside risk in emerging markets", Emerging Markets Finance and Trade, Vol.49, No.3, 65-83 (SSCI)

Atılgan, Yiğit and Demirtaş, K. Özgür (2013) "Reward-to-risk ratios in Turkish financial markets (Türkiye finans piyasalarında getiri-risk rasyoları)", İktisat, İşletme, Finans, Vol.28, No.323, 9-32 (SSCI)

Demirtaş, K. Özgür and Zirek, Duygu (2011) "Aggregate earnings and expected stock returns in emerging markets", Emerging Markets Finance and Trade, Vol.47, No.3, 4-22 (SSCI)

Bali, Turan G. and Atılgan, Yiğit and Demirtaş, Özgür, Investing in hedge funds: a guide to measuring risk and return characteristics, Amsterdam: Elsevier, July 2013

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, K. Özgür, "The intertemporal relation between tail risk and funds of hedge funds returns", Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence, Gregoriou, Greg N. (ed.), Amsterdam: Elsevier, February 2013, 381-392

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, K. Özgür, "Reward-to-risk ratios of funds of hedge funds", Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence, Gregoriou, Greg N. (ed.), Amsterdam: Elsevier, January 2013, 275-287

Atılgan, Yiğit and Demirtaş, K. Özgür, "Risk-adjusted performances of world equity indices", September 2012, Sabancı University ID:10.5900/SU_SOM_WP.2012.19397