Nusret Cakici

Best Publications

• Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns

  Turan G. Bali;Nusret Cakici;Robert F. Whitelaw

  1891
  Citations

• Idiosyncratic Volatility and the Cross Section of Expected Returns

  Turan G. Bali;Nusret Cakici

  888
  Citations

• Does Idiosyncratic Risk Really Matter

  Turan G. Bali;Nusret Cakici;Xuemin Sterling Yan;Zhe Zhang

  621
  Citations

• Size, value, and momentum in emerging market stock returns

  Nusret Cakici;Frank J. Fabozzi;Sinan Tan

  391
  Citations

• Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns

  Turan G. Bali;Nusret Cakici;Robert Whitelaw;Robert Whitelaw

  350
  Citations

• THE JOINT CROSS SECTION OF STOCKS AND OPTIONS

  Byeong-Je An;Andrew Ang;Turan G Bali;Nusret Cakici

  322
  Citations

• The Joint Cross Section of Stocks and Options: The Joint Cross Section of Stocks and Options

  Byeong-Je An;Andrew Ang;Turan G. Bali;Nusret Cakici

  257
  Citations

• Foreign acquisitions in the United States: Effect on shareholder wealth of foreign acquiring firms

  Nusret Cakici;Chris Hessel;Kishore Tandon

  240
  Citations

• Do markets overreact: International evidence

  Ahmet Baytas;Nusret Cakici

  240
  Citations

• Idiosyncratic Volatility and the Cross-Section of Expected Returns

  Turan G. Bali;Nusret Cakici

  195
  Citations

• World market risk, country-specific risk and expected returns in international stock markets

  Turan G. Bali;Nusret Cakici

  144
  Citations

• When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns

  Unknown

  127
  Citations

• Value at Risk and Expected Stock Returns

  Unknown

  123
  Citations

• Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?

  Turan G. Bali;Nusret Cakici;Robert F. Whitelaw

  116
  Citations

• Premiums on stock index futures‐some evidence

  Swati Bhatt;Nusret Cakici

  102
  Citations

• Salience theory and the cross-section of stock returns: International and further evidence

  Nusret Cakici;Adam Zaremba

  97
  Citations

• The Joint Cross Section of Stocks and Options

  Byeong-Je An;Andrew Ang;Turan G. Bali;Nusret Cakici

  88
  Citations

• Foreign Acquisitions in the United States and the Effect on Shareholder Wealth

  Nusret Cakici;Chris Hessel;Kishore Tandon

  84
  Citations

• Cross-sectional stock return predictability in China

  Nusret Cakici;Kalok Chan;Kudret Topyan

  81
  Citations

• A Generalized Measure of Riskiness

  Turan G. Bali;Nusret Cakici;Fousseni Chabi-Yo

  77
  Citations