Mustafa Onur Çağlayan

Hedge Fund Performance and Manager Skill

Franklin R. Edwards, Mustafa Onur Çağlayan · Journal of Futures Markets · 2001 · 328 citations

Business, Economics, Finance +17

Macroeconomic risk and hedge fund returns

Turan G. Bali, Stephen J. Brown, Mustafa Onur Çağlayan · Journal of Financial Economics · 2014 · 314 citations

Business, Economics, Finance +17

Do hedge funds' exposures to risk factors predict their future returns?

Turan G. Bali, Stephen J. Brown, Mustafa Onur Çağlayan · Journal of Financial Economics · 2011 · 204 citations

Management, Finance, Financial Management +12

Systematic risk and the cross section of hedge fund returns

Turan G. Bali, Stephen J. Brown, Mustafa Onur Çağlayan · Journal of Financial Economics · 2012 · 203 citations

Management, Finance, Financial Management +16

Hedge Fund and Commodity Fund Investments in Bull and Bear Markets

Franklin R. Edwards, Mustafa Onur Çağlayan · The Journal of Portfolio Management · 2001 · 137 citations

Business, Economics, Finance +15