Nusret Cakici

Affiliations: 
Economics City University of New York, New York, NY, United States 
Area:
Finance
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"Nusret Cakici"

Children

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Jintao 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
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