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Caglayan, Mustafa Onur [Author]; Celiker, Umut [Author]; Sonaer, Gokhan [Author]

Disagreement between Hedge Funds and Other Institutional Investors and the Cross-Section of Expected Stock Returns

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[S.l.]: SSRN, [2021]
Caglayan, Mustafa Onur [Author]; Reyes-Peña, Robinson [Author]

Hot Potatoes : Underpricing of Stocks following Extreme Negative Returns

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[S.l.]: SSRN, [2021]
Caglayan, Mustafa Onur [Author]; Lawrence, Edward R. [Author]; Reyes-Peña, Robinson [Author]

Management of Retirement Funds by Republican vs. Democrat States : Understanding the Differences

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[S.l.]: SSRN, [2023]
Caglayan, Mustafa Onur [Author]; Canayaz, Mehmet [Author]; Simin, Timothy T. [Author]; Zhao, Le [Author]

Macro Sentiment Risk and Hedge Fund Returns

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[S.l.]: SSRN, [2022]
Alldredge, Dallin; Caglayan, Mustafa Onur

Dispersion in Institutional Investors’ Trades and the Expected Stock Returns

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Elsevier BV, 2023

Published in: SSRN Electronic Journal (2023)
Caglayan, Mustafa Onur; Ulutas, Sevan

Emerging Market Exposures and the Predictability of Hedge Fund Returns

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Wiley, 2014

Published in: Financial Management, 43 (2014) 1, Seite 149-180
Caglayan, Mustafa Onur; Celiker, Umut; Tepe, Mete

Are All Short-Term Institutional Investors Informed?

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Elsevier BV, 2022

Published in: SSRN Electronic Journal (2022)
Caglayan, Mustafa Onur; Duarte, Diogo; Lu, Xiaomeng

Compounding Money and Nominal-Price Illusions

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Elsevier BV, 2022

Published in: SSRN Electronic Journal (2022)
Caglayan, Mustafa Onur; Duarte, Diogo; Lu, Xiaomeng

Nonlinear Effects of Deviation from Target Leverage

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Elsevier BV, 2022

Published in: SSRN Electronic Journal (2022)
Caglayan, Mustafa Onur; Reyes-Peña, Robinson

Hot Potatoes: Overreaction to Extreme Negative Returns

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Elsevier BV, 2021

Published in: SSRN Electronic Journal (2021)
Caglayan, Mustafa Onur; Celiker, Umut; Sonaer, Gokhan

Industry herding by hedge funds

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Informa UK Limited, 2021

Published in: The European Journal of Finance, 27 (2021) 18, Seite 1887-1907
Caglayan, Mustafa Onur; Gong, Yuting; Xue, Wenjun

Investigation on the Effect of Global EPU Spillovers on Country-level Idiosyncratic Volatility

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Elsevier BV, 2021

Published in: SSRN Electronic Journal (2021)
Caglayan, Mustafa Onur; Celiker, Umut; Sonaer, Gokhan

Disagreement between Hedge Funds and Other Institutional Investors and the Cross-Section of Expected Stock Returns

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Elsevier BV, 2020

Published in: SSRN Electronic Journal (2020)
Alldredge, Dallin; Caglayan, Mustafa Onur; Celiker, Umut

How Do Investors Trade R&D-intensive Stocks? Evidence from Hedge Funds and Other Institutional Investors

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Elsevier BV, 2020

Published in: SSRN Electronic Journal (2020)
Caglayan, Mustafa Onur; Hu, Yu; Xue, Wenjun

Mutual Fund Herding and Return Comovement in Chinese Equities

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Elsevier BV, 2020

Published in: SSRN Electronic Journal (2020)
Caglayan, Mustafa Onur; Xue, Wenjun; Zhang, Liwen

Global Investigation on the Country-Level Idiosyncratic Volatility and its Determinants

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Elsevier BV, 2018

Published in: SSRN Electronic Journal (2018)
Caglayan, Mustafa Onur; Celiker, Umut; Sonaer, Gokhan

Industry Herding by Hedge Funds

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Elsevier BV, 2018

Published in: SSRN Electronic Journal (2018)
Caglayan, Mustafa Onur; Celiker, Umut; Sonaer, Gokhan

Hedge Fund vs. Non-Hedge Fund Institutional Demand and the Book-to-Market Effect

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Elsevier BV, 2017

Published in: SSRN Electronic Journal (2017)
Çağlayan, Mustafa Onur; Pintér, János D.

Development and calibration of a currency trading strategy using global optimization

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Springer Science and Business Media LLC, 2013

Published in: Journal of Global Optimization, 56 (2013) 2, Seite 353-371
Edwards, Franklin R.; Caglayan, Mustafa Onur

Hedge Fund Performance and Manager Skill

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Wiley, 2001

Published in: Journal of Futures Markets, 21 (2001) 11, Seite 1003-1028

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