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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
5172001
Macroeconomic risk and hedge fund returns
TG Bali, SJ Brown, MO Caglayan
Journal of Financial Economics 114 (1), 1-19, 2014
3402014
Hedge funds and commodity fund investments in bull and bear markets
FR Edwards, MO Caglayan
Available at SSRN 281522, 2001
1982001
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
1972011
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
1882012
Initial carbon− carbon bond formation during the early stages of methane dehydroaromatization
M Çağlayan, A Lucini Paioni, E Abou‐Hamad, G Shterk, A Pustovarenko, ...
Angewandte Chemie International Edition 59 (38), 16741-16746, 2020
382020
Enhancement of photocatalytic NOx abatement on titania via additional metal oxide NOx-storage domains: Interplay between surface acidity, specific surface area, and humidity
M Çağlayan, M Irfan, KE Ercan, Y Kocak, E Ozensoy
Applied Catalysis B: Environmental 263, 118227, 2020
302020
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
222018
Emerging market exposures and the predictability of hedge fund returns
MO Caglayan, S Ulutas
Financial Management 43 (1), 149-180, 2014
192014
Mutual fund herding and return comovement in Chinese equities
MO Caglayan, H Y, X W
Pacific-Basin Finance Journal, 2022
182022
Global investigation on the country-level idiosyncratic volatility and its determinants
MO Caglayan, W Xue, L Zhang
Journal of Empirical Finance 55, 143-160, 2020
152020
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
152019
Are hierarchical zeolites good catalysts for Methane Dehydroaromatization? A critical analysis
K Liu, M Çağlayan, A Dikhtiarenko, X Zhang, O Sayidov, E Abou-Hamad, ...
Catalysis Today 408, 22-35, 2023
82023
Bimetallic Fe–Co catalysts for the one step selective hydrogenation of CO 2 to liquid hydrocarbons
W Wang, E Toshcheva, A Ramirez, G Shterk, R Ahmad, M Caglayan, ...
Catalysis Science & Technology 13 (5), 1527-1540, 2023
72023
Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows?
TG Bali, SJ Brown, MO Caglayan, U Celiker
Journal of Financial and Quantitative Analysis 56, 2136-2169, 2021
72021
Illustrating the overall reaction network of the synthesis-gas-to-hydrocarbons process over iron-zeolite bifunctional catalysis
X Gong, A Ramirez, E Abou-Hamad, TB Shoinkhorova, M Çağlayan, Y Ye, ...
Chem Catalysis 2 (9), 2328-2345, 2022
52022
Industry Herding by Hedge Funds
MO Caglayan, U Celiker, G Sonaer
Available at SSRN 3250425, 2021
52021
Trading JPMorgan’s carry-to-risk currency model in G-10 and emerging markets
MO Çağlayan, D Giacomelli
JPMorgan Foreign Exchange Research Note, 1-16, 2005
52005
Development and calibration of a currency trading strategy using global optimization
MO Çağlayan, JD Pintér
Journal of Global Optimization 56, 353-371, 2013
42013
Hot potatoes: Underpricing of stocks following extreme negative returns
MO Caglayan, E Lawrence, R Reyes-Peña
Journal of Banking & Finance 149, 106757, 2023
32023
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