Suleyman Gokcan

Finance · 2000–2007

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it; #6,054 of 10,518 by trust here, #10,352 by citations
• Economics and Econometrics — 8 citations into it; #13,208 of 23,481 by trust here, #23,209 by citations
• Accounting — 5 citations into it

Whom Suleyman Gokcan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Bing Liang
2. George O. Aragon
3. Turan G. Bali
4. Eugene F. Fama
5. Jonathan B. Berk
6. Kenneth R. French

Who trusts Suleyman Gokcan overall

1. Dana Al-Najjar

Papers from Suleyman Gokcan's perspective

Ordered by how strongly the researchers Suleyman Gokcan trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Cross‐Section of Expected Stock Returns
2. Hedge Funds: The Living and the Dead (Journal of Financial and Quantitative Analysis)
3. Mutual Fund Flows and Performance in Rational Markets (Journal of Political Economy)
4. Share restrictions and asset pricing: Evidence from the hedge fund industry
5. Common risk factors in the returns on stocks and bonds
6. An Extreme Value Approach to Estimating Volatility and Value at Risk
7. Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
8. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
9. Hedge Funds with Style
10. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers

Their papers

• Value at Risk and the Cross-Section of Hedge Fund Returns (2007) — 137 citations
• Forecasting volatility of emerging stock markets: linear versus non‐linear GARCH models (2000) — 144 citations