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Cross-sectional stock return predictability in China

Cakici, Nusret; Chan, Kalok; Topyan, Kudret - In: The European journal of finance 23 (2017) 7/9, pp. 581-605

Persistent link: https://www.econbiz.de/10011740186

Decomposition of book-to-market and the cross-section of returns for Chinese shares

Cakici, Nusret; Chatterjee, Sris; Topyan, Kudret - In: Pacific-Basin finance journal 34 (2015), pp. 102-120

Persistent link: https://www.econbiz.de/10011535309

Cross-Sectional Return Predictability in Taiwan Stock Exchange: An Empirical Investigation

Cakici, Nusret; Topyan, Kudret; Wang, Chia-Jane - In: Review of Pacific Basin Financial Markets and Policies … 17 (2014) 02, pp. 1450010-1

This paper provides an analysis of the effectiveness of certain return predictors in Taiwan Stock Exchange (TWSE) from January 1990 to December 2011 by employing both portfolio method and cross-sectional regressions. While we found no statistically significant predictive power of beta, total...

Persistent link: https://www.econbiz.de/10010782143

Responsible investing : ESG ratings and the cross section of international stock returns

Cakici, Nusret; Zaremba, Adam - In: The journal of impact and ESG investing 3 (2022) 1, pp. 80-101

Persistent link: https://www.econbiz.de/10014232997

Liquidity and the cross-section of international stock returns

Cakici, Nusret; Zaremba, Adam - In: Journal of banking & finance 127 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012820574

Hybrid tail risk and expected stock returns : when does the tail wag the dog?

Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - 2013

Persistent link: https://www.econbiz.de/10010191590

The joint cross section of stocks and options

An, Byeong-je; Ang, Andrew; Bali, Turan G.; Cakici, Nusret - 2013

Persistent link: https://www.econbiz.de/10010210735

A new approach to measuring riskiness in the equity market : implications for the risk premium

Bali, Turan G.; Cakici, Nusret; Chabi-Yo, Fousseni - In: Journal of banking & finance 57 (2015), pp. 101-117

Persistent link: https://www.econbiz.de/10011543805

Overreaction and the cross-section of returns : international evidence

Blackburn, Douglas W.; Cakici, Nusret - In: Journal of empirical finance 42 (2017), pp. 1-14

Persistent link: https://www.econbiz.de/10011808471

Do the size, value, and momentum factors drive stock returns in emerging markets?

Cakici, Nusret; Tang, Yi; Yan, An - In: Journal of international money and finance 69 (2016), pp. 179-204

Persistent link: https://www.econbiz.de/10011711908