K. Demirtas

Finance · 2009–2017

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 56 citations into it
• Economics and Econometrics — 35 citations into it

Whom K. Demirtas trusts overall

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

1. Turan G. Bali

Papers from K. Demirtas's perspective

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

1. The Cross‐Section of Expected Stock Returns
2. The Cross-Section of Volatility and Expected Returns
3. Limited Attention, Information Disclosure, and Financial Reporting
4. All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
5. Evidence of Predictable Behavior of Security Returns
6. Demographics and Industry Returns
7. Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
8. Portfolio Selection
9. On Estimating the Expected Return on the Market: An Exploratory Investigation
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Left-Tail Momentum: Limited Attention of Individual Investors and Expected Equity Returns (2017) — 152 citations
• Is There an Intertemporal Relation between Downside Risk and Expected Returns? (2009) — 256 citations