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D-Index & Metrics

Economics and Finance

D-Index
37
Citations
6253
World Ranking
2678
National Ranking
316

Overview

Mustafa Caglayan is affiliated with Heriot-Watt University in the United Kingdom and conducts research primarily in the fields of Economics, Econometrics, and Finance as well as Business, Management, and Accounting. Their scholarly work spans various subfields including Finance, Economics and Econometrics, Accounting, Management Information Systems, and General Economics.

Their research topics cover a range of issues focused on financial and economic dynamics, such as FinTech, crowdfunding, digital finance, banking stability, regulation and efficiency, microfinance and financial inclusion, corporate finance and governance, monetary policy and economic impact, housing market and economics, and sharing economy and platforms.

Mustafa Caglayan's recent publications include:

  • The impact of uncertainty on financial institutions: A cross-country study, 2020, International Journal of Finance & Economics
  • Herding behaviour in P2P lending markets, 2021, Journal of Empirical Finance
  • What does not kill us makes us stronger: the story of repetitive consumer loan applications, 2020, European Journal of Finance
  • Asset mispricing in peer-to-peer loan secondary markets, 2020, Journal of Corporate Finance
  • Investigation of the effect of global EPU spillovers on country-level stock market idiosyncratic volatility, 2023, European Journal of Finance

Frequent co-authors collaborating with Mustafa Caglayan include Oleksandr Talavera, Bing Xu, Lin Xiong, Jing Zhang, and Yuting Gong.

Their work has been published in several prominent academic venues, with multiple contributions to the SSRN Electronic Journal, International Journal of Finance & Economics, European Journal of Finance, Journal of Empirical Finance, and Journal of Corporate Finance.

Best Publications

  • Hedge Fund Performance and Manager Skill

    Franklin R. Edwards;Mustafa Onur Caglayan

  • Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era

    Christopher F. Baum;John T. Barkoulas;Mustafa Caglayan

  • Macroeconomic risk and hedge fund returns

    Turan G. Bali;Stephen J. Brown;Stephen J. Brown;Mustafa Onur Caglayan

  • The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity

    Christopher F. Baum;Mustafa Caglayan;Neslihan Ozkan;Oleksandr Talavera

  • Do hedge funds' exposures to risk factors predict their future returns?

    Turan G. Bali;Stephen J. Brown;Mustafa Onur Caglayan

  • Systematic risk and the cross section of hedge fund returns.

    Turan G. Bali;Stephen J. Brown;Stephen J. Brown;Mustafa Onur Caglayan

  • Nonlinear effects of exchange rate volatility on the volume of bilateral exports

    Christopher F. Baum;Mustafa Caglayan;Neslihan Ozkan

  • Hedge Fund and Commodity Fund Investments in Bull and Bear Markets

    Franklin R. Edwards;Mustafa Onur Caglayan

  • Do Hedge Funds’ Exposures to Risk Factors Predict Their Future Returns?

    Turan G. Bali;Stephen J. Brown;Mustafa Onur Caglayan

  • Monetary Instability, the Predictability of Prices, and the Allocation of Investment: An Empirical Investigation Using U.K. Panel Data

    Paul Beaudry;Mustafa Caglayan;Fabio Schiantarelli

  • Exchange rate effects on the volume and variability of trade flows

    John T. Barkoulas;Christopher F. Baum;Mustafa Caglayan

  • Systematic Risk and the Cross-Section of Hedge Fund Returns

    Turan G. Bali;Stephen J. Brown;Mustafa Onur Caglayan

  • Persistence in International Inflation Rates

    Christopher F. Baum;John T. Barkoulas;Mustafa Caglayan

  • Uncertainty determinants of corporate liquidity

    Christopher F. Baum;Christopher F. Baum;Mustafa Caglayan;Andreas Stephan;Andreas Stephan;Oleksandr Talavera;Oleksandr Talavera

  • On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty

    Christopher F. Baum;Christopher F. Baum;Mustafa Caglayan

  • On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty

    Christopher F. Baum;Mustafa Caglayan;Oleksandr Talavera

  • The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds

    Christopher F. Baum;Christopher F. Baum;Mustafa Caglayan;Neslihan Ozkan

  • Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?

    Christopher F. Baum;John T. Barkoulas;Mustafa Caglayan

  • Parliamentary Election Cycles and the Turkish Banking Sector

    Christopher F. Baum;Mustafa Caglayan;Oleksandr Talavera

  • Uncertainty determinants of firm investment

    Christopher F. Baum;Christopher F. Baum;Mustafa Caglayan;Oleksandr Talavera

  • The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity

    Christopher F Baum;Mustafa Caglayan;Neslihan Ozkan;Oleksandr Talavera

Frequent Co-Authors

Christopher F. Baum
Christopher F. Baum Boston College
Oleksandr Talavera
Oleksandr Talavera University of Birmingham
Stephen J. Brown
Stephen J. Brown New York University
Turan G. Bali
Turan G. Bali Georgetown University
Andreas Stephan
Andreas Stephan Linnaeus University
Fabio Schiantarelli
Fabio Schiantarelli Boston College
Paul Beaudry
Paul Beaudry University of British Columbia
Michael P. Devereux
Michael P. Devereux University of Oxford

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