Huseyin Gulen  Associate Professor of Finance and Krannert Faculty Fellow Purdue University Krannert Graduate School of Management 403 West State Street West Lafayette, IN 47907-2056 Office: KRAN 464 Phone: 765-496-2689 Fax: 765-494-9658 E-mail: hgulen@purdue.edu Resume

• Value versus growth: Time-varying expected stock returns
  with Yuhang Xing and Lu Zhang, forthcoming, Financial Management, 2011

• Corporate Political Contributions and Stock Returns
  with Michael Cooper and Alexei Ovtchinnikov, Journal of Finance, 2010, 687-724

  Link to New York Times article on this paper.

• The Asset Growth Effect in Stock Returns
  with Michael Cooper and Michael Schill, Journal of Investment Management, 2009, 1-15

• Asset Growth and the Cross-Section of Stock Returns
  with Michael Cooper and Michael Schill,Journal of Finance , 2008, 1609-1652

• Good stewards, cheap talkers, or family men? The impact of mutual fund closures on fund managers, flows, fees, and performance
  with Arturo Bris, Padma Kadiyala, and P. Raghavendra Rau, Review of Financial Studies, 2007, 953-982

(Winner of the Q Group Grant, 2003)

• Is Time Series Based Predictability Evident in Real Time?
  with Michael Cooper, Journal of Business, 2006, Volume 79, 1263-1292.

• Changing names with style: Mutual fund name changes and their effects on fund flows
  with Michael Cooper and P. Raghavendra Rau, Journal of Finance, 2005, Volume 60, 2825-2858
  

  Link to Wall Street Journal article on this paper.
  Link to Frankfurter Allgemeine article on this paper
  Link to New York Times article on this paper

• Informed Trading in Stock and Option Markets
  with Sugato Chakravarty and Stewart Mayhew, Journal of Finance 2004, Volume 59, 1235-1257.

(Winner of the Q Group Grant, 2001)

• Stock Index Futures Trading and Volatility in International Equity Markets
  with Stewart Mayhew, Journal of Futures Markets 2000, Volume 20, 661-686.

• The Dynamics of International Stock Index Returns
  with Stewart Mayhew, Research in Banking and Finance 2000, Volume 1, 219-230.

• The cross-section of stock returns and incentive pay
  (with Michael Cooper and P. Raghavendra Rau)

• Daily stock market swings and investor reaction to firm-specific news
  (with Byoung-Hyoun Hwang)

• Return Differences between Trading and Non-trading Hours: Like Night and Day
  with Michael Cliff and Michael Cooper

• Learning about out-of-sample predictability and its impact on real-time investment decisions

• Investing in Size and Book-to-Market Portfolios Using Information About the Macroeconomy: Some New Trading Rules
  with Michael Cooper and Maria Vassalou
  

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Work in Progress

• Asset growth and time series predictability
  (with Doron Avramov)

• Political networks
  (with with Michael Cooper, Brett Myers, and Alexei Ovtchinnikov)

• Asset growth and momentum
  (with Michael Cooper and Mihai Ion)

• On the bias and efficiency of lead-lag beta estimators
  (with Roger Edelen and Gregory Kadlec)

• 'Flowback' in Foreign Acquisition of U.S. Firms
  (with Arturo Bris and David Denis)

• Noise and Bias in Observed Option Prices
  (with Stewart Mayhew)

• How widespread is limited attention in marketplace? Evidence from the trading behavior of various investor types
  (with Ajay Bhootra)

Links:

Journals

• Journal of Finance
• Journal of Financial Economics
• Review of Financial Studies
• Journal of Business
• Journal of Financial and Quantitative Analysis
• JSTOR
• NBER
• Social Science Research Network

  Associations

• American Finance Association
• Western Finance Association
• Financial Management Association

  Other

• Ohio State Virtual Finance Library
• Gauss
• LaTeX Packages
• Federal Reserve

May 16, 2004