Nusret Cakici
Affiliations: | Economics | City University of New York, New York, NY, United States |
Area:
FinanceGoogle:
"Nusret Cakici"Children
Sign in to add traineeJintao Zhu | grad student | 2000 | CUNY |
Libo Sui | grad student | 2004 | CUNY |
Wenchao Liao | grad student | 2008 | CUNY |
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Publications
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Blackburn DW, Cakici N. (2020) Frontier Stock Markets: Local versus Global Factors The Journal of Investing. 29: 108-127 |
Blackburn DW, Cakici N. (2020) Tangible and Intangible Information in Emerging Markets Review of Quantitative Finance and Accounting. 54: 1509-1527 |
Cakici N, Chatterjee S, Tang Y, et al. (2020) Alternative Profitability Measures and Cross Section of Expected Stock Returns: International Evidence Review of Quantitative Finance and Accounting. 1-23 |
Blackburn DW, Cakici N. (2017) Overreaction and the Cross-Section of Returns: International Evidence Journal of Empirical Finance. 42: 1-14 |
Cakici N, Tang Y, Yan A. (2016) Do the size, value, and momentum factors drive stock returns in emerging markets? Journal of International Money and Finance |
Bali TG, Cakici N, Chabi-Yo F. (2015) A new approach to measuring riskiness in the equity market: Implications for the risk premium Journal of Banking and Finance. 57: 101-117 |
Cakici N, Chan K, Topyan K. (2015) Cross-sectional stock return predictability in China European Journal of Finance |
Cakici N, Chatterjee S, Topyan K. (2015) Decomposition of book-to-market and the cross-section of returns for Chinese shares Pacific Basin Finance Journal. 34: 102-120 |
Bali TG, Cakici N, Whitelaw RF. (2014) Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog? The Review of Asset Pricing Studies. 4: 206-246 |
An BJ, Ang A, Bali TG, et al. (2014) The joint cross section of stocks and options Journal of Finance. 69: 2279-2337 |