Özgür Demirtaş | Yönetim Bilimleri Fakültesi

DİNLE

Öğretim Üyeleri

Özgür Demirtaş Işık İnselbağ Kürsüsü Profesörü

ozgurdemirtas@sabanciunivedu

(216) 483 9985

Kişisel Web

Yayınlar

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 (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)