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~person:"Atilgan, Yigit"
~person:"Auer, Benjamin R."
~person:"Nuño, Galo"
~person:"Polk, Christopher"
~subject:"CAPM"
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Atilgan, Yigit
Auer, Benjamin R.
Nuño, Galo
Polk, Christopher
Zaremba, Adam
18
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13
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11
Guesmi, Khaled
10
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6
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1
Journal of economic dynamics & control
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Review of asset pricing studies
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ECONIS (ZBW)
9
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1
On the benefits of active stock selection strategies for diversified investors
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 342-354
Persistent link: https://www.econbiz.de/10013336298
Saved in:
2
Predicting equity returns in emerging markets
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Günaydin, A. Doruk
- In:
Emerging markets, finance & trade : a journal of the …
57
(
2021
)
13
,
pp. 3721-3738
Persistent link: https://www.econbiz.de/10012623464
Saved in:
3
Downside beta and equity returns around the world
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
7
,
pp. 39-54
Persistent link: https://www.econbiz.de/10012260362
Saved in:
4
Liquidity and equity returns in Borsa Istanbul
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Gunaydin, A. Doruk
- In:
Applied economics
48
(
2016
)
52/54
,
pp. 5075-5092
Persistent link: https://www.econbiz.de/10011644805
Saved in:
5
Learning from experience in the stock market
Nakov, Anton
;
Nuño, Galo
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 224-239
Persistent link: https://www.econbiz.de/10011474196
Saved in:
6
Liquid betting against beta in Dow Jones industrial average stocks
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Financial analysts' journal : FAJ
71
(
2015
)
6
,
pp. 30-43
Persistent link: https://www.econbiz.de/10011687990
Saved in:
7
Hard times
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
- In:
Review of asset pricing studies
3
(
2013
)
1
,
pp. 95-132
Persistent link: https://www.econbiz.de/10010188875
Saved in:
8
Konsumbasierte Kapitalmarktmodelle und globale Rezessionsindikatoren
Auer, Benjamin R.
- In:
Corporate finance / Biz
2
(
2011
)
5
,
pp. 331-337
Persistent link: https://www.econbiz.de/10009230833
Saved in:
9
Money illusion in the stock market : the Modigliani-Cohn hypothesis
Cohen, Randolph B.
;
Polk, Christopher
;
Vuolteenaho, Tuomo
- In:
The quarterly journal of economics
120
(
2005
)
2
,
pp. 639-668
Persistent link: https://www.econbiz.de/10002975081
Saved in:
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