Concepedia

Nusret Cakici

NC

Statistics

Publications

56

Citations

6.1K

H-Index

30

Active since

1990

Affiliations

Fordham University(Current)

Montpellier Business School

Poznań University of Economics and Business

Georgetown University

Nusret Cakici is an author at Fordham University specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsEconomicsGlobal FinanceEmpirical FinanceManagementEconomic AnalysisEngineering

Publications per year

1990–2024

56

Publications

56

Maxing out: Stocks as lotteries and the cross-section of expected returns

Turan G. Bali, Nusret Cakici, Robert Whitelaw · Journal of Financial Economics · 2010 · 1.7K citations

Empirical Finance, Economics, Financial Economics +5

Idiosyncratic Volatility and the Cross Section of Expected Returns

Turan G. Bali, Nusret Cakici · Journal of Financial and Quantitative Analysis · 2008 · 652 citations

Empirical Finance, Expectation Formation, Volatility Modeling +13

Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns

Turan G. Bali, Nusret Cakici, Robert Whitelaw · SSRN Electronic Journal · 2010 · 546 citations · Full text

Empirical Finance, Economics, Financial Economics +5

Does Idiosyncratic Risk Really Matter?

Turan G. Bali, Nusret Cakici, Xuemin Sterling Yan et al. · The Journal of Finance · 2005 · 465 citations · Full text

Volatility Modeling, Nyse Stocks, Risk Analysis +22

The Joint Cross Section of Stocks and Options

Byeong-Je An, Andrew Ang, Turan G. Bali et al. · The Journal of Finance · 2014 · 305 citations

Option Pricing, Volatility Modeling, Asset Pricing +12

1–5 of 56