Nusret Cakici
Finance · 2005–2020
A researcher in the Science corpus: 7 papers; trusts 21 researchers and is trusted by 47 researchers here, as inferred from the citation graph.
Subfields
- Finance — 91 citations into it; #930 of 10,518 by trust here, #921 by citations
- Economics and Econometrics — 57 citations into it; #5,719 of 23,481 by trust here, #3,694 by citations
- Accounting — 33 citations into it
- Strategy and Management — 11 citations into it
Whom Nusret Cakici trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Y. Amihud
- Eugene F. Fama
- Geert Bekaert
- Narasimhan Jegadeesh
- Kenneth R. French
- John Y. Campbell
- John M. Griffin
- Andrew Ang
- Campbell R. Harvey
- Turan G. Bali
Who trusts Nusret Cakici overall
- Turan G. Bali
- Nicolas P. B. Bollen
- Fangjian Fu
- C. Manescu
- Bing Han
- Zhanhui Chen
- Kewei Hou
- Jie Cao
- Kapil R. Tuli
- Sydney C. Ludvigson
Papers from Nusret Cakici's perspective
Ordered by how strongly the researchers Nusret Cakici trusts endorse each paper. Same corpus, a different order for every researcher.
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Idiosyncratic Risk Matters
- The Pricing of Options and Corporate Liabilities
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
- Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
- Are the Fama and French Factors Global or Country Specific
- The Persistence of Mutual Fund Performance
- Informational Content of Option Volume Prior to Takeovers
- Average Returns, B/M, and Share Issues
- Evidence of Predictable Behavior of Security Returns
Their papers
- Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns (2011) — 1,382 citations
- Does Idiosyncratic Risk Really Matter (2005) — 288 citations
- When Bad News is Good News: Geopolitical Risk and the Cross-Section of Emerging Market Stock Returns (2020) — 117 citations
- Size, value, and momentum in emerging market stock returns (2013) — 308 citations
- The Joint Cross Section of Stocks and Options (2013) — 314 citations
- World market risk, country-specific risk and expected returns in international stock markets (2010) — 125 citations
- Idiosyncratic Volatility and the Cross Section of Expected Returns (2008) — 847 citations