What drives the January seasonality in the illiquidity premium? : evidence from international stock markets

von Zaremba, Adam
Veröffentlicht in The journal of investment strategies (2021)

Who should be afraid of infections? : Pandemic exposure and the cross-section of stock returns

von Cakici, Nusret
Veröffentlicht in Journal of international financial markets, institutions & money (2021)

Pricing stock index futures with stochastic interest rates

von Cakici, Nusret
Veröffentlicht in The journal of futures markets (1991)

The GARCH option pricing model : a lattice approach

von Cakici, Nusret
Veröffentlicht in The journal of computational finance (2000)

Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns

von Cakici, Nusret
Veröffentlicht in Journal of banking & finance (2023)

Liquidity and the cross-section of international stock returns

von Cakici, Nusret
Veröffentlicht in Journal of banking & finance (2021)

Return predictability of Turkish stocks : an empirical investigation

von Cakici, Nusret
Veröffentlicht in Emerging markets finance & trade (2013)

Salience theory and the cross-section of stock returns : International and further evidence

von Cakici, Nusret
Veröffentlicht in Journal of financial economics (2022)

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

von Cakici, Nusret
Veröffentlicht in Journal of international money and finance (2014)

Pricing Eurodollar futures options with the Heath-Jarrow-Morton model

von Cakici, Nusret
Veröffentlicht in The journal of futures markets (2001)

Market discipline, bank subordinated debt, and interest rate uncertainty

von Cakici, Nusret
Veröffentlicht in Journal of banking & finance (1993)

Do markets overreact : international evidence

von Baytas, Ahmet
Veröffentlicht in Journal of banking & finance (1999)

Momentum and monthly effect : an anomaly within an anomaly!

von Cakici, Nusret
Veröffentlicht in International journal of banking, accounting and finance (2010)

Recency bias and the cross-section of international stock returns

von Cakici, Nusret
Veröffentlicht in Journal of international financial markets, institutions & money (2023)

Premiums on stock index futures : some evidence

von Bhatt, Swati
Veröffentlicht in The journal of futures markets (1990)

The magic formula : Value, profitability, and the cross-section of global stock returns

von Blackburn, Douglas W.
Veröffentlicht in Journal of investment management (2021)

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

von Cakici, Nusret
Veröffentlicht in The journal of computational finance (2002)

Overreaction and the cross-section of returns : international evidence

von Blackburn, Douglas W.
Veröffentlicht in Journal of empirical finance (2017)

Value at risk for interest rate-dependent securities

von Cakici, Nusret
Veröffentlicht in The journal of fixed income (2003)

World market risk, country-specific risk and expected returns in international stock markets

von Bali, Turan G.
Veröffentlicht in Journal of banking & finance (2010)