Huseyin Gulen  Professor of Finance Purdue University Krannert 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 Curriculum Vitae

• Comparing Ambiguous Urns with Different Sizes
  with Emel Filiz-Ozbay, Yusufcan Masatlioglu, and Emre Ozbay, 2020, (Forthcoming, Journal of Economic Theory)

• Extrapolation Bias and the Predictability of Stock Returns by Price-Scaled Variables
  (with Stefano Cassella). Review of Financial Studies, 2018, 4345-4397
(Winner of the Jack Treynor Prize – Q Group, 2016)

• Does Policy Uncertainty Affect Mergers and Acquisitions?
  (with Alice Bonaime and Mihai Ion) Journal of Financial Economics, 2018, 531-558

• Option Repricing, Corporate Governance, and the Effect of Shareholder Empowerment
  with William O'Brien, Journal of Financial Economics, 2017, 839-415

• Policy Uncertainty and Corporate Investment
  with Mihai Ion,  Review of Financial Studies, 2016, 523-564
(Lead Article and Editor’s Choice Article)

• Do stock prices undervalue investment in advertising?
  (with Yun Kyung Oh, Jung Min Kim and William Robinson, Marketing Letters, 2016, 611-626.
  (Lead Article)

• Value versus growth: Time-varying expected stock returns
  with Yuhang Xing and Lu Zhang, Financial Management, 2011, 381-407

• 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
(Finalist for the 2008 Smith Breeden Prize)

• 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.

• Market-wide Misvaluation and the Value Premium
  with Stefano Cassella, Zhaojing Chen, and Ralitsa Petkova, 2021

• Horizon Bias and the Term Structure of Equity Returns
  with Stefano Cassella, Benjamin Golez, and Peter Kelly, 2021

• Extracting Extrapolative Beliefs from Market Prices: An Augmented Present-Value Approach
  with Stefano Cassella and Yan Liu, 2021

• Credit Cycles, Expectations, and Corporate Investment
  with Mihai Ion and Stefano Rossi, 2021

• The Selective Enforcement of Government Regulation: Battleground States, State Regulators, and the EPA
  with Brett Myers, 2021

• Horizon Bias in Expectations Formation
  with Stefano Cassella, Benjamin Golez, and Peter Kelly, 2021

• Intangible Capital in Factor Models
  with Dongmei Li, Ryan Peters, and Morad Zekhnini, 2021

• Price-Path Convexity, Extrapolation, and Short-Horizon Return Predictability
  with Zhi Da and Michael Woeppel, 2021

• Contrarians, Extrapolators, and Stock Market Momentum and Reversal
  with Adem Atmaz, Stefano Cassella, and Fangcheng Ruan, 2021

• An Application of Causal Forest in Corporate Finance: How Does Financing Affect Investment?
  with Candace E. Jens and Beau Page, 2020

• The Use of Asset Growth in Empirical Asset Pricing Models
  with Michael Cooper and Mihai Ion

• Belief-based Equity Market Sentiment
  with Stefano Cassella

• Absolute Strength: Exploring Momentum in Stock Returns
  with Ralitsa Petkova

• Expanding Horizons: The Effect of Information Access on Geographically Biased Investing
  with Logan Emery

• Big (Patent) Short: Hedge Funds and Unannounced Litigations
  with Tolga Caskurlu and Veronika Pool

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

• Performance for pay? The relation between CEO incentive compensation and future stock price performance
  with Michael Cooper and P. Raghavendra Rau

• 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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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

• Gauss
• LaTeX Packages
• Federal Reserve

 

 

May 16, 2004