Concepedia

K. Özgür Demirtaş

KÖ

17

Publications

780

Citations

13

H-Index

2007

Active since

Affiliations

Sabancı Üniversitesi(Current)

Georgetown University

Baruch College

K. Özgür Demirtaş is an author at Sabancı Üniversitesi specializing in finance, business, and asset pricing.

ORCID

Top concepts

Publications per year

2007–2023

17

Publications

17

Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns

Yiğit Atılgan, Turan G. Bali, K. Özgür Demirtaş et al. · Journal of Financial Economics · 2019 · 241 citations

, , +8

Do Hedge Funds Outperform Stocks and Bonds?

Turan G. Bali, Stephen J. Brown, K. Özgür Demirtaş · Management Science · 2013 · 99 citations

, , +10

Is There an Intertemporal Relation between Downside Risk and Expected Returns?

Turan G. Bali, K. Özgür Demirtaş, Haim Levy · Journal of Financial and Quantitative Analysis · 2009 · 71 citations · Full text

, , +18

Initial credit ratings and earnings management

K. Özgür Demirtaş, Kimberly Rodgers Cornaggia · Review of Financial Economics · 2013 · 59 citations · Full text

Implied Volatility Spreads and Expected Market Returns

Yiğit Atılgan, Turan G. Bali, K. Özgür Demirtaş · Journal of Business and Economic Statistics · 2014 · 45 citations

Rows per page

1–5 of 17