Huseyin Gulen

Professor of Finance

Area Head, Finance

Krannert School of Management | Purdue University

403 W. State Street, West Lafayette, IN 47907

hgulen@purdue.edu | SSRN Page | Google Scholar

CV


PUBLICATIONS


  1. Horizon Bias and the Term Structure of Equity Returns,” with Stefano Cassella, Benjamin Golez, and Peter Kelly. Review of Financial Studies, 2022, forthcoming


  1. Comparing Ambiguous Urns with Different Sizes,” with Emel Filiz-Ozbay, Yusufcan Masatlioglu, and Emre Ozbay. Journal of Economic Theory, 2022


  1. Extrapolation Bias and the Predictability of Stock Returns by Price-Scaled Variables,” with Stefano Cassella, Review of Financial Studies, 31,4345-4397, 2018 (Winner of the Jack Treynor Prize – Q Group, 2016)


  1. Does Policy Uncertainty Affect Mergers and Acquisitions?” with Alice Bonaime and Mihai Ion, Journal of Financial Economics, 531-558, 2018


  1. Option Repricing, Corporate Governance, and the Effect of Shareholder Empowerment,” with William O’Brien, Journal of Financial Economics, 125, 839-415, 2017


  1. Policy Uncertainty and Corporate Investment,” with Mihai Ion, Review of Financial Studies, 29 (3). 523-564, 2016

Lead Article and Editor’s Choice Article


  1. Do stock prices undervalue investment in advertising?” with Yun Kyung Oh, Jung Min Kim, and William Robinson, Marketing Letters, 27 (4), 611-626, 2016

Lead Article


  1. Value versus growth: Time-varying expected stock returns,” with Yuhang Xing and Lu Zhang, Financial Management, 40 (2), 381-407, 2011


  1. Corporate Political Contributions and Stock Returns,” with Michael Cooper and Alexei Ovtchinnikov, Journal of Finance, 65, 687-724, 2010

(Third Prize in the Q-Group’s 2007 Rodger F. Murray Prize Competition. Best paper award Midwest Finance Association, 2009)


  1. The Asset Growth Effect in Stock Returns,” with Michael Cooper and Michael Schill, Journal of Investment Management, 8, 65-79, 2010


  1. Asset Growth and the Cross-Section of Stock Returns,” with Michael Cooper and Michael Schill, Journal of Finance 63, 1609-1652, 2008

(Finalist for the 2008 Smith Breeden Prize)


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

(Winner of the Q Group Grant, 2003)


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


  1. Changing Names with Style: Mutual Fund Name Changes and Their Effects on Fund Flows” with Michael Cooper and P. Raghavendra Rau, Journal of Finance, 60, 2825-2858, 2005


  1. Informed Trading in Stock and Option Markets” with Sugato Chakravarty and Stewart Mayhew, Journal of Finance, 5, 1235-1257, 2004

(Winner of the Q Group Grant, 2001)


  1. Stock Index Futures Trading and Volatility in International Equity Markets” with Stewart Mayhew, Journal of Futures Markets v20 (August 2000): 661-685.


  1. “The Dynamics of International Stock Index Returns” with Stewart Mayhew, Research in Banking and Finance v1 (2000): 219-230.


WORKING PAPERS

Under revision for second round review.


Under revision for second round review.

Under revision for second round review.

Under revision for second round review.


Under revision for second round review.


Under review.


Under review.






  • “Big (Patent) Short: Hedge Funds and Unannounced Litigations,” 2018, with Tolga Caskurlu and Veronika Pool


  • “CEO Option Sensitivity to Dividend Yield and its Impact on Corporate Dividend Policy,” 2018 with Jin Xu



  • “Learning About Out-of-Sample Predictability and its Impact on Real-time Investment Decisions”