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Özgür Demirtaş

E-Mail
ozgurdemirtassabanciunivedu
Phone
0216-483-9985
Personal Web
Title
Faculty Member
Publications
  • Article
    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)
    Atılgan, Yiğit and Demirtaş, Özgür and Erdoğan, Alper (2016) "Share issuance and equity returns in Borsa Istanbul", International Review of Economics and Finance, Vol.43, 320-333 (SSCI)
    Atılgan, Yiğit and Demirtaş, K. Özgür (2016) "Risk-adjusted performances of world equity indices", Emerging Markets Finance and Trade, Vol.52, No.3, 706-721 (SSCI)
    Atılgan, Yiğit and Demirtaş, Özgür and Şimşek, Koray Deniz (2016) "Derivative markets in emerging economies: a survey", International Review of Economics and Finance, Vol.42, 88-102 (SSCI)
    Atılgan, Yiğit and Demirtaş, Özgür and Şimşek, Koray Deniz (2015) "Studies of equity returns in emerging markets: a literature review", Emerging Markets Finance and Trade, Vol.51, No.4, 757-773 (SSCI)
    Atılgan, Yiğit and Demirtaş, Özgür and Erdoğan, Alper (2015) "Macroeconomic factors and equity returns in Borsa Istanbul", İktisat, İşletme ve Finans, Vol.30, No.349, 9-30 (SSCI)
    Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür (2015) "Implied volatility spreads and expected market returns", Journal of Business and Economic Statistics, Vol.33, No.1, 87-101 (SSCI)
    Bali, Turan G. and Brown, Stephen J. and Demirtaş, Özgür (2013) "Do hedge funds outperform stocks and bonds?", Management Science, Vol.59, No.8, 1887-1903 (SSCI)
    Atılgan, Yiğit and Demirtaş, Özgür (2013) "Downside risk in emerging markets", Emerging Markets Finance and Trade, Vol.49, No.3, 65-83 (SSCI)
    Atılgan, Yiğit and Demirtaş, K. Özgür (2013) "Reward-to-risk ratios in Turkish financial markets (Türkiye finans piyasalarında getiri-risk rasyoları)", İktisat, İşletme, Finans, Vol.28, No.323, 9-32 (SSCI)
    Demirtaş, K. Özgür and Zirek, Duygu (2011) "Aggregate earnings and expected stock returns in emerging markets", Emerging Markets Finance and Trade, Vol.47, No.3, 4-22 (SSCI)
  • Book
    Bali, Turan G. and Atılgan, Yiğit and Demirtaş, Özgür, Investing in hedge funds: a guide to measuring risk and return characteristics, Amsterdam: Elsevier, July 2013
  • Book Section / Chapter
    Atılgan, Yiğit and Bali, Turan G. and Demirtaş, K. Özgür, "The intertemporal relation between tail risk and funds of hedge funds returns", Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence, Gregoriou, Greg N. (ed.), Amsterdam: Elsevier, February 2013, 381-392
    Atılgan, Yiğit and Bali, Turan G. and Demirtaş, K. Özgür, "Reward-to-risk ratios of funds of hedge funds", Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence, Gregoriou, Greg N. (ed.), Amsterdam: Elsevier, January 2013, 275-287
  • Working Paper / Technical Report
    Atılgan, Yiğit and Demirtaş, Özgür and Erdoğan, Alper, "Share issuance and equity returns in the Istanbul stock exchange", March 2013
    Atılgan, Yiğit and Demirtaş, K. Özgür, "Risk-adjusted performances of world equity indices", September 2012, Sabancı University ID:10.5900/SU_SOM_WP.2012.19397

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