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Working
Papers
Visit my SSRN webpage: SSRN=235620
[1] Investigating
ICAPM with Dynamic Conditional Correlations, (with Robert Engle).
[2] Predictability
of Interest Rates and Interest Rate Portfolios, (with Massoud
Heidari and Liuren
Wu).
[3] Volatility
Spreads and Expected Stock Returns, (with Armen
Hovakimian).
[4] Corporate
Financing Activities and Contrarian Investment, (with K. Ozgur Demirtas, and Armen
Hovakimian).
[5] Bond
versus Stock: Investors' Age and Risk Taking, (with K. Ozgur Demirtas, Haim
Levy, and Avner Wolf).
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