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K. Ozgur Demirtas
Assistant Professor of Economics and Finance
Ozgur_Demirtas@baruch.cuny.edu
Education:
Ph.D. Boston College Finance 2003 B.S. Bogazici University Electrical and Electronics Engineering 1998
Areas of Expertise:
Empirical Asset Pricing, Time-Series and Cross-Sectional Anomalies, Asset Allocation, Financial Risk Management, Optimal Portfolio Selection, Empirical Corporate Finance, Earnings Management.
Selected Publications:
Is There an Intertemporal Relation Between Downside Risk and Expected Returns?, Journal of Financial and Quantitative Analysis, forthcoming (with Turan Bali and Haim Levy)
Aggregate Earnings, Firm-Level Earnings and Expected Stock Returns, Journal of Financial and Quantitative Analysis, forthcoming (with Turan Bali and Hassan Tehranian)Nonlinear Mean Reversion in Stock Prices, Journal of Banking and Finance, forthcoming (with Turan Bali and Haim Levy)
Nonlinear Asymmetric Models of the Short Term Interest Rate, Journal of Futures Markets, forthcoming.
Peer Pressure: Industry Group Impacts on Stock Valuation Precision and Contrarian Strategy Performance, Journal of Portfolio Management Spring 2006, 32(3), 80-91 (with Turan Bali, Armen Hovakimian and John J. Merrick, Jr.)
Testing Mean Reversion in Financial Market Volatility: Evidence from S&P 500 Index Futures, Journal of Futures Markets, forthcoming (with Turan Bali)
Small Sample Bias in Panel Data, Finance Letters, forthcoming (with Turan Bali)
Can Overreaction Explain Part of The Size Premium?, International Journal of Revenue Management, forthcoming (with A. Burak Guner)
Contrarian Investment, New Share Issues and Repurchases, working paper (with Turan Bali and Armen Hovakimian)
Bond versus Stock: Investors’ Age and Risk Taking, working paper (with T. Bali, H. Levy and A. Wolf)
Initial Credit Ratings and Earnings Management, working paper (with Aloke Ghosh, Kimberly J. Rodgers)
Academic Activities:
European Finance Association: Is There a Relation Between Downside Risk and Expected Stock Returns?, 2006.
University of Massachusetts Amherst: Contrarian Investment, New Share Issues and Repurchases, 2006.
Penn State University: Contrarian Investment, New Share Issues and Repurchases, 2005.
European Finance Association: Aggregate Earnings, Firm-Level Earnings and Expected Stock Returns, 2004.
Professional Activities:
Reviewer for the Management Science, Journal of Banking and Finance, Review of Quantitative Finance and Accounting, Multinational Finance Journal, Journal of Applied Finance
Editorial Board Member of the International Journal of Revenue Management
Teaching Mentor for New Business School Faculty, 2005-2006
Awards, Honors, etc.:
Recepient of Eugene M. Lang Research Fellowship, 2007
Presidential Excellence Award for Distinguished Teaching, 2006.
Faculty Recognition Award for Scholarly and Creative Achievements, 2007
Faculty Recognition Award for Scholarly and Creative Achievements, 2006
Zicklin School of Business Teaching Excellence Award, 2004-2005.
Donald J. White Teaching Excellence Award, Boston College, 2002.
PSC-CUNY Research Award Recipient, 2007.
PSC-CUNY Research Award Recipient, 2006.
PSC-CUNY Research Award Recipient, 2005.
PSC-CUNY Research Award Recipient, 2004.
Graduate Fellowship, Boston College, 1998-2002.