31/01/2019
An article titled "Left-Tail Momentum: Underreaction to Bad News, Costly Arbitrage and Equity Returns" coauthored by Sabancı Üniversitesi School of Management Faculty Members Yiğit Atılgan, Özgür Demirtaş, A. Doruk Günaydın and Georgetown University – Robert Emmett McDonough School of Business Faculty Member Turan G. Bali has been accepted to Journal of Financial Economics Magazine and will be published soon.