Bank regulation under fire sale externalities (w/ Gazi Kara), The Review of Financial Studies, 2020.
Firm Boundaries, Incentives and Fund Performance: Evidence from a Private Pension Fund System (w/ Umut Gokcen & Atakan Yalcin), Emerging Markets Review, 2020.
Commonality in international equity jump risk (w/ Biliana Guner), R&R at the Journal of Banking & Finance
Dividends and Option Prices (w/ Nejat Seyhun)
Ambiguity, News and Asymmetric Correlations, Recipient of Best Paper Award, FMA European Conference, Maastricht 2014.
Correlation asymmetry: The role of volatility (w/ Senad Lekpek)
Correlation and Diversification Benefits
International Diversification Benefits: A Parsimonious Country-Selection Approach (w/ Biliana Guner)
Long-Term Spillover Effects of Climatological Disasters: Evidence from Drought and Bank Balance Sheets (w/ Mehdi Rasteh and Erkan Yonder)
Human Mobility and Banks in a Pandemic (w/ Mehdi Rasteh, Erkan Yonder and Meric Yucel)
Political Liquidity Creation: Electoral Cycles and State-Owned Banks (w/ Ozlem Akin)
Machine Learning Core Inflation in Turkey (w/ Mustafa Camli)