Lezgin Ay
Lezgin Ay
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Assistant Professor of Finance
Stillman School of Business
Seton Hall University
E-mail: lezgin.ay@shu.edu
Research Interests: Empirical Asset Pricing, Market Efficiency, Insider Trading, Empirical Corporate Finance
Publications
Publications
Initial Margin Requirements and Market Efficiency ( with Ferhat Akbas and Paul Koch )
Initial Margin Requirements and Market Efficiency ( with Ferhat Akbas and Paul Koch )
- 2024, Journal of Financial and Quantitative Analysis, 59(1), 249-282.
Working Papers
Working Papers
Leverage Constraints and the Pricing of Risk in Multifactor Models ( with Ferhat Akbas, Ehsan Azarmsa, Chao Jiang, and Paul Koch )
Leverage Constraints and the Pricing of Risk in Multifactor Models ( with Ferhat Akbas, Ehsan Azarmsa, Chao Jiang, and Paul Koch )
- Revise & Resubmit at the Review of Finance
The Curious Case of Post-Earnings Announcement Drift Over the Past Century ( with Ferhat Akbas and Paul Koch )
The Curious Case of Post-Earnings Announcement Drift Over the Past Century ( with Ferhat Akbas and Paul Koch )
R&D Volatility, Firm Value, and Innovation: Evidence from R&D Policy Shocks ( with Ginka Borisova and James R. Brown )
R&D Volatility, Firm Value, and Innovation: Evidence from R&D Policy Shocks ( with Ginka Borisova and James R. Brown )
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