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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

Book-to-market decomposition, net share issuance, and the cross section of global stock returns

Blackburn, Douglas W.; Cakici, Nusret - In: Journal of risk and financial management : JRFM 12 (2019) 2/90, pp. 1-29

This paper provides global evidence supporting the hypothesis that expected return models are enhanced by the inclusion of variables that describe the evolution of book-to-market-changes in book value, changes in price, and net share issues. This conclusion is supported using data representing...

Persistent link: https://www.econbiz.de/10012022063

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

Size, value, and momentum in developed country equity returns : macroeconomic and liquidity exposures

Cakici, Nusret; Tan, Sinan - In: Journal of international money and finance 44 (2014), pp. 179-209

Persistent link: https://www.econbiz.de/10010391061

Risk-neutralized at-the-money consistent historical distributions in currency options pricing

Cakici, Nusret; Foster, Kevin R. - In: The journal of computational finance 6 (2002) 1, pp. 25-47

Persistent link: https://www.econbiz.de/10001704738

The conditional beta and the cross-section of expected returns

Bali, Turan G.; Cakici, Nusret; Tang, Yi - In: Financial management 38 (2009) 1, pp. 103-137

Persistent link: https://www.econbiz.de/10003851884

Size, value, and momentum in emerging market stock returns

Cakici, Nusret; Fabozzi, Frank J.; Tan, Sinan - In: Emerging markets review 16 (2013), pp. 46-65

Persistent link: https://www.econbiz.de/10010243168

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

Return predictability of Turkish stocks : an empirical investigation

Cakici, Nusret; Topyan, Kudret - In: Emerging markets finance & trade : a journal of the … 49 (2013) 5, pp. 99-119

Persistent link: https://www.econbiz.de/10010258511

Recency bias and the cross-section of international stock returns

Cakici, Nusret; Zaremba, Adam - In: Journal of international financial markets, … 84 (2023), pp. 1-29

Persistent link: https://www.econbiz.de/10014333637