K Ozgur Demirtas

Affiliations: 
Economics City University of New York, New York, NY, United States 
Area:
Finance, General Economics
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"K Demirtas"

Children

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Yigit Atilgan grad student 2010 CUNY
Duygu Zirek grad student 2012 CUNY
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Publications

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Atilgan Y, Bali TG, Demirtas KO, et al. (2020) Left-Tail Momentum: Underreaction to Bad News, Costly Arbitrage and Equity Returns Journal of Financial Economics. 135: 725-753
Atilgan Y, Demirtas KO, Gunaydin AD. (2020) Downside beta and the cross section of equity returns: A decade later European Financial Management. 26: 316-347
Atilgan Y, Demirtas KO, Gunaydin AD, et al. (2020) Decomposing value globally Applied Economics. 52: 4659-4676
Atilgan Y, Bali TG, Demirtas KO, et al. (2019) Global downside risk and equity returns Journal of International Money and Finance. 98: 102065
Atilgan Y, Bali TG, Demirtas KO, et al. (2018) Downside Beta and Equity Returns around the World The Journal of Portfolio Management. 44: 39-54
Atilgan Y, Demirtas KO, Simsek KD. (2016) Derivative markets in emerging economies: A survey International Review of Economics and Finance. 42: 88-102
Atilgan Y, Demirtas KO, Gunaydin AD. (2016) Liquidity and equity returns in Borsa Istanbul Applied Economics. 1-18
Atilgan Y, Demirtas KO. (2016) Risk-Adjusted Performances of World Equity Indices Emerging Markets Finance and Trade. 52: 706-721
Atilgan Y, Demirtas KO, Erdogan A. (2016) Share issuance and equity returns in Borsa Istanbul International Review of Economics and Finance. 43: 320-333
Atilgan Y, Demirtas KO, Erdogan A. (2015) Macroeconomic Factors and Equity Returns in Borsa Istanbul Iktisat Isletme Ve Finans. 30: 9-30
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