Mete Kilic

University of Southern California - Marshall School of Business

701 Exposition Blvd

Los Angeles, CA California 90089

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 17,186

SSRN RANKINGS

Top 17,186

in Total Papers Downloads

3,643

SSRN CITATIONS
Rank 17,675

SSRN RANKINGS

Top 17,675

in Total Papers Citations

48

CROSSREF CITATIONS

14

Scholarly Papers (8)

1.

Gold, Platinum, and Expected Stock Returns

Number of pages: 69 Posted: 12 Aug 2016 Last Revised: 17 Apr 2018
Darien Huang and Mete Kilic
Cornell University - Department of Finance and University of Southern California - Marshall School of Business
Downloads 1,527 (14,878)
Citation 12

Abstract:

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gold, platinum, return predictability, tail risk, disaster risk

2.

Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility

The Wharton School Research Paper No. 73, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 83 Posted: 22 Dec 2014 Last Revised: 12 Aug 2020
Mete Kilic and Jessica A. Wachter
University of Southern California - Marshall School of Business and University of Pennsylvania - Finance Department
Downloads 670 (48,707)
Citation 3

Abstract:

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3.

The Great Divorce Between Investment and Profitability: Implications for Asset Pricing

Number of pages: 60 Posted: 24 Sep 2019 Last Revised: 19 May 2021
Mete Kilic, Louis Yang and Miao Ben Zhang
University of Southern California - Marshall School of Business, Cubist Systematic Strategies and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 570 (59,879)

Abstract:

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Neoclassical Investment Theory; Cross-Section of Stock Returns; Investment Premium; Profitability Premium; Out-of-Sample Test.

4.

Learning, Slowly Unfolding Disasters, and Asset Prices

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 59 Posted: 09 Aug 2019 Last Revised: 08 Sep 2021
University of Kansas - School of Business, University of Southern California - Marshall School of Business and University of Wisconsin - Madison
Downloads 412 (88,863)
Citation 1

Abstract:

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5.

Good and Bad Variance Premia and Expected Returns

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 52 Posted: 25 Aug 2017
Mete Kilic and Ivan Shaliastovich
University of Southern California - Marshall School of Business and University of Wisconsin - Madison
Downloads 317 (119,361)
Citation 35

Abstract:

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Variance premium, return predictability, upside and downside risk

6.

Leverage Risk and Investment: The Case of Gold Clauses in the 1930s

Number of pages: 50 Posted: 19 Mar 2019 Last Revised: 02 Feb 2020
The Wharton School, University of Southern California - Marshall School of Business and University of Wisconsin - Madison
Downloads 142 (252,834)
Citation 1

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Great Depression, investment, debt overhang, indexed bonds, leverage risk

7.

Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility

NBER Working Paper No. w21575
Number of pages: 63 Posted: 21 Sep 2015 Last Revised: 14 Jun 2021
Mete Kilic and Jessica A. Wachter
University of Southern California - Marshall School of Business and University of Pennsylvania - Finance Department
Downloads 5 (749,672)
Citation 9

Abstract:

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8.

Asset Pricing Implications of Hiring Demographics

Posted: 03 Aug 2017 Last Revised: 30 Sep 2018
Mete Kilic
University of Southern California - Marshall School of Business

Abstract:

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