A. Doruk GünaydınYönetim Bilimleri FakültesiÖğretim Üyesi(216) 483 9655dorukgunaydin@sabanciuniv.edu
Kişisel Web
İş Tanımı
Öğretim Üyesi
Education
EĞİTİM
Ph.D. Finance, Sabanci University, 2016
M.S. Mathematical Finance, Questrom School of Business, Boston University, 2010
B.S. Electronics Engineering, Sabanci University, 2009
Article
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)
Günaydın, A. Doruk (2022) "Tax expense surprise and emerging markets equity returns", Borsa Istanbul Review, Vol.22, No.4, 711-724 (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, A. 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)
Book Section / Chapter
Atılgan, Yiğit and Bali, Turan G. and Günaydın, A. Doruk, "Hedge fund strategies in the post-crisis era", The Oxford Handbook of Hedge Funds, Cumming, Douglas and Johan, Sofia and Wood, Geoffrey (eds.), Oxford University Press, November 2021, 136-159
Günaydın, Ali Doruk, "Predicting equity returns in developed markets", Recent Applications of Financial Risk Modelling and Portfolio Management, Škrinjarić, Tihana and Čižmešija, Mirjana and Christiansen, Bryan (eds.), USA: IGI Global, September 2020, 68-90