Lezgin Ay
Lezgin Ay
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Assistant Professor of Finance
G. Brint Ryan College of Business
University of North Texas
E-mail: lezgin.ay@unt.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
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 )
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 )
R&D Volatility, Innovation, and Firm Value ( with Ginka Borisova and James R. Brown )
R&D Volatility, Innovation, and Firm Value ( with Ginka Borisova and James R. Brown )
Work in Progress
Work in Progress
Insider Trading when There is No Litigation Risk
Insider Trading when There is No Litigation Risk
Leverage Constraints and Stock Market Anomalies
Leverage Constraints and Stock Market Anomalies
Insider Trading and Earnings Premium
Insider Trading and Earnings Premium
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