M. O. Caglayan
Finance · 2001–2014
A researcher in the Science corpus: 4 papers; trusts 23 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Finance — 78 citations into it; #5,811 of 10,518 by trust here, #4,039 by citations
- Economics and Econometrics — 55 citations into it; #16,311 of 23,481 by trust here, #14,996 by citations
- Accounting — 36 citations into it
- Strategy and Management — 10 citations into it
Whom M. O. Caglayan trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- G. Chow
- William Fung
- Turan G. Bali
- Narasimhan Jegadeesh
- David A. Hsieh
- Eugene F. Fama
- Sheridan Titman
- Tim Bollerslev
- George O. Aragon
- Vikas Agarwal
Who trusts M. O. Caglayan overall
Papers from M. O. Caglayan's perspective
Ordered by how strongly the researchers M. O. Caglayan trusts endorse each paper. Same corpus, a different order for every researcher.
- Characteristics of Risk and Return in Risk Arbitrage
- Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
- The Cross‐Section of Expected Stock Returns
- The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Generalized autoregressive conditional heteroskedasticity
- Hedge Funds with Style
- Hedge Funds: Risk and Return
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
- Portfolio Performance Manipulation and Manipulation-Proof Performance Measures
Their papers
- Macroeconomic Risk and Hedge Fund Returns (2014) — 272 citations
- Systematic Risk and the Cross-Section of Hedge Fund Returns (2012) — 149 citations
- Do Hedge Funds’ Exposures to Risk Factors Predict Their Future Returns? (2011) — 150 citations
- Hedge Fund Performance and Manager Skill (2001) — 322 citations