A. Doruk  Günaydın

English version

A. Doruk Günaydın

E-posta : dorukgunaydinsabanciuniv.edu

Kişisel web sayfası

Eğitim :

EĞİTİM


Ph.D. Finance, Sabanci University, 2016


M.S. Mathematical Finance, Questrom School of Business, Boston University, 2010


B.S. Electronics Engineering, Sabanci University, 2009

Yayınlar :

Article
Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk and Kirli, Imra (2023) "Mood seasonality around the globe", Pacific Basin Finance Journal, Vol.82 (SSCI)
Bali, Turan G. and Günaydın, A. Doruk and Jansson, Thomas and Karabulut, Yigitcan (2023) "Do the rich gamble in the stock market? Low risk anomalies and wealthy households", Journal of Financial Economics, Vol.150, No.2 (SSCI)
Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk and Kirli, Imra (2023) "Average skewness in global equity markets", International Review of Finance, Vol.23, No.2, 245-271 (SSCI)
Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk and Öztekin, Mustafa (2022) "Price discovery in emerging market ETFs", Applied Economics, Vol.54, No.47, 5476-5496 (SSCI)
Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk and Kirli, Imra (2022) "Momentum and downside risk in emerging markets", Journal of Portfolio Management, Vol.48, No.8, 44-58 (SSCI)
Günaydın, A. Doruk (2022) "Tax expense surprise and emerging markets equity returns", Borsa Istanbul Review, Vol.22, No.4, 711-724 (SSCI)
Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk (2021) "Predicting equity returns in emerging markets", Emerging Markets Finance and Trade, Vol.57, No.13, 3721-3738 (SSCI)
Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, Ali Doruk and Kırlı Öziş, Rabia İmra (2020) "Decomposing value globally", Applied Economics, Vol.52, No.42, 4659-4676 (SSCI)
Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür and Günaydın, Ali Doruk (2020) "Left-tail momentum: underreaction to bad news, costly arbitrage and equity returns", Journal of Financial Economics, Vol.135, No.3, 725-753 (SSCI)
Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, Ali Doruk (2020) "Downside beta and the cross section of equity returns: a decade later", European Financial Management, Vol.26, No.2, 316-347 (SSCI)
Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür and Günaydın, Ali Doruk (2019) "Global downside risk and equity returns", Journal of International Money and Finance, Vol.98 (SSCI)
Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür and Günaydın, A. Doruk (2018) "Downside beta and equity returns around the world", Journal of Portfolio Management, Vol.44, No.7, 39-54 (SSCI)
Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk (2016) "Liquidity and equity returns in Borsa Istanbul", Applied Economics, Vol.48, No.52, 5075-5092 (SSCI)
Book Section / Chapter
Atılgan, Yiğit and Bali, Turan G. and Günaydın, A. Doruk, "Hedge fund strategies in the post-crisis era", The Oxford Handbook of Hedge Funds, Cumming, Douglas and Johan, Sofia and Wood, Geoffrey (eds.), Oxford University Press, November 2021, 136-159
Günaydın, Ali Doruk, "Predicting equity returns in developed markets", Recent Applications of Financial Risk Modelling and Portfolio Management, Škrinjarić, Tihana and Čižmešija, Mirjana and Christiansen, Bryan (eds.), USA: IGI Global, September 2020, 68-90