Research

SSRN

Left-Tail Momentum: Underreaction to Bad News, Costly Arbitrage and Equity Returns, Journal of Financial Economics, forthcoming (with Yigit Atilgan, Turan G. Bali and K. Ozgur Demirtas)

Downside Beta and The Cross-Section of Equity Returns: A Decade Later, European Financial Management, forthcoming (with Yigit Atilgan and K. Ozgur Demirtas)

Global Downside Risk and Equity Returns, Journal of International Money and Finance, 2019, 98 (with Yigit Atilgan, Turan G. Bali and K. Ozgur Demirtas)

Downside Beta and Equity Returns around the World, Journal of Portfolio Management, 2018, , (with Yigit Atilgan, Turan G. Bali and K. Ozgur Demirtas)

Liquidity and Equity Returns in Borsa Istanbul, Applied Economics, 2016, 48(52), 5075-5092 (with Yigit Atilgan and K. Ozgur Demirtas )