Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk and Kirli, Imra (2023) "Mood seasonality around the globe", Pacific Basin Finance Journal, Vol.82 (SSCI)

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 (2021) "Predicting equity returns in emerging markets", Emerging Markets Finance and Trade, Vol.57, No.13, 3721-3738 (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 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 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, 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 (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 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)

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

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