Mustafa O. Caglayan
Title
Cited by
Cited by
Year
Hedge fund performance and manager skill
FR Edwards, MO Caglayan
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2001
4552001
Hedge fund and commodity fund investments in bull and bear markets
FR Edwards, MO Caglayan
The Journal of Portfolio Management 27 (4), 97-108, 2001
1892001
Macroeconomic risk and hedge fund returns
TG Bali, SJ Brown, MO Caglayan
Journal of Financial Economics 114 (1), 1-19, 2014
1792014
Do hedge funds' exposures to risk factors predict their future returns?
TG Bali, SJ Brown, MO Caglayan
Journal of financial economics 101 (1), 36-68, 2011
1462011
Systematic risk and the cross section of hedge fund returns
TG Bali, SJ Brown, MO Caglayan
Journal of Financial Economics 106 (1), 114-131, 2012
1222012
Emerging market exposures and the predictability of hedge fund returns
MO Caglayan, S Ulutas
Financial Management 43 (1), 149-180, 2014
122014
Hedge fund vs. non-hedge fund institutional demand and the book-to-market effect
MO Caglayan, U Celiker, G Sonaer
Journal of Banking & Finance 92, 51-66, 2018
72018
Development and calibration of a currency trading strategy using global optimization
MO Çağlayan, JD Pintér
Journal of Global Optimization 56 (2), 353-371, 2013
72013
Upside Potential of Hedge Funds as a Predictor of Future Performance
TG Bali, SJ Brown, MO Caglayan
Journal of Banking and Finance 98, 212-229, 2019
12019
Development and calibration of currency market strategies by global optimization
MO Çağlayan, JD Pinter
Springer Science+ Business Media, 2010
12010
Comments and Discussion
BJ MacDonald, FR Edwards, MO Caglayan
Brookings-Wharton Papers on Financial Services 2000 (1), 402-420, 2000
2000
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Articles 1–11