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Mustafa Onur Çağlayan

15 works· latest 2020· 4 institutionscluster: provisionalORCID 0000-0002-8598-4269

h-index14

i1015

Citations1,528

Works here15

Most cited in this library

Hedge Fund Performance and Manager Skill2001 · 400 citations
Macroeconomic risk and hedge fund returns2014 · 307 citations
Do hedge funds' exposures to risk factors predict their future returns?2011 · 208 citations
Systematic risk and the cross section of hedge fund returns2012 · 193 citations
Hedge Fund and Commodity Fund Investments in Bull and Bear Markets2001 · 135 citations

Works

15 shown

Mutual Fund Herding and Return Comovement in Chinese Equities

Pacific-Basin Finance Journal·2020·3 authors·Open access

27citations

Global investigation on the country-level idiosyncratic volatility and its determinants

Journal of Empirical Finance·2019·3 authors·Open access

25citations

Upside potential of hedge funds as a predictor of future performance

Journal of Banking & Finance·2018·3 authors

26citations

Hedge Fund vs. Non-Hedge Fund Institutional Demand and the Book-to-Market Effect

Journal of Banking & Finance·2017·3 authors·Open access

22citations

Macroeconomic risk and hedge fund returns

Journal of Financial Economics·2014·3 authors

307citations

Emerging Market Exposures and the Predictability of Hedge Fund Returns

Financial Management·2013·2 authors

Macroeconomic Risk and Hedge Fund Returns

SSRN Electronic Journal·2013·3 authors·preprint·Open access

19citations

Systematic risk and the cross section of hedge fund returns

Journal of Financial Economics·2012·3 authors

193citations

Do hedge funds' exposures to risk factors predict their future returns?

Journal of Financial Economics·2011·3 authors·Open access

208citations

Systematic Risk and the Cross-Section of Hedge Fund Returns

SSRN Electronic Journal·2011·3 authors·preprint·Open access

86citations

The Response of Firms' Leverage to Uncertainty: Evidence from UK Public versus Non-Public Firms

RePEc: Research Papers in Economics·2010·2 authors·preprint

16citations

The volatility of international trade flows and exchange rate uncertainty

RePEc: Research Papers in Economics·2008·2 authors·preprint

14citations

The Impact of Macroeconomic Uncertainty on Bank Lending Behavior

RePEc: Research Papers in Economics·2002·3 authors·preprint

29citations

Hedge Fund Performance and Manager Skill

Journal of Futures Markets·2001·2 authors·Open access

400citations

Hedge Fund and Commodity Fund Investments in Bull and Bear Markets

The Journal of Portfolio Management·2001·2 authors

135citations