Browsing Faculty of Business by OzU Authors "Özsöylev, Han Nazmi"
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Price of regulations: Regulatory costs and the cross-section of stock returns
Ince, B.; Özsöylev, Han Nazmi (Oxford University Press, 2024-01)Regulations introduce significant fixed costs and add to operating leverage. Fixed regulatory costs that contribute to operating leverage should generate a risk premium. To explore whether such a premium exists, we introduce ... -
Trading ambiguity: A tale of two heterogeneities
Mukerji, S.; Özsöylev, Han Nazmi; Tallon, J. M. (Wiley, 2023)We consider markets with heterogeneously ambiguous assets and heterogeneously ambiguity-averse investors whose preferences are a parsimonious extension of the mean–variance framework. We study portfolio choice and trade ...
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