User profiles for D. Bektić

Demir Bektic

Technical University of Darmstadt & International University of Monaco
Verified email at monaco.edu
Cited by 114

[PDF][PDF] Extending Fama-French factors to corporate bond markets

D Bektić, JS Wenzler, M Wegener… - The Journal of …, 2019 - wp.lancs.ac.uk
The explanatory power of size, value, profitability and investment has been extensively
studied for equity markets. Yet, the relevance of these factors in global credit markets is less …

Exploiting uncertainty with market timing in corporate bond markets

D Bektić, T Regele - Journal of Asset Management, 2018 - Springer
The purpose of this article is to show the usefulness of technical analysis in credit markets.
We document that an application of a simple moving average timing strategy to US high-yield …

[HTML][HTML] Factor-based investing in government bond markets: A survey of the current state of research

D Bektić, B Hachenberg, D Schiereck - Journal of Asset Management, 2020 - Springer
Factor investing has become very popular during the last decades, especially with respect
to equity markets. After extending Fama–French factors to corporate bond markets, recent …

Residual equity momentum spillover in global corporate bond markets

D Bektić - The Journal of Fixed Income, 2019 - search.proquest.com
This article presents an improved equity momentum measure for corporate bonds, using the
euro-denominated global investment-grade corporate bond market from 2000 to 2016. The …

The low beta anomaly: A corporate bond investor's perspective

D Bektić - Review of Financial Economics, 2018 - Wiley Online Library
The low beta anomaly is well documented for equity markets. However, the existence of such
a factor in corporate bond markets is less explored. I find that European corporate bonds of …

European arbitrage CLOs and risk retention

D Bektić, B Hachenberg - The European Journal of Finance, 2021 - Taylor & Francis
In this article, we empirically analyze European Collateralized Loan Obligations (CLOs) in
the aftermath of the financial crisis. As Regulation introduced the so-called risk retention rule, …

Common Equity Factors in Corporate Bond Markets

D Bektic, U Neugebauer, M Wegener, JS Wenzler - Factor Investing, 2017 - Elsevier
Over the past 40 years finance theories have evolved from simple single-factor models to
more complex multifactor models. Initially, the Capital Asset Pricing Model (CAPM) postulated …

ESG Factors in Corporate Bond Returns: Perspectives for Academic Research and Investors

D Bektic - Journal of Environmental Law and Policy, 2017 - papers.ssrn.com
In this article, I analyze the latest research on environmental, social, and governance (ESG)
factors and corresponding corporate bond returns. Since the development of sustainable …

Spillovers in Global Corporate Bond Markets International Evidence

E Salachas, D Bektic, A Drakos - Anastasios, Spillovers in Global … - papers.ssrn.com
We examine the impact of US monetary policy shocks and economic uncertainty shocks on
the spillovers among corporate bond returns in the EMU, US and Emerging markets (EME) …

[HTML][HTML] Distinct ERG rearrangement prevalence in prostate cancer: higher frequency in young age and in low PSA prostate cancer

…, A Romanel, E Steiner, W Horninger, J Bektic… - Prostate cancer and …, 2013 - nature.com
… No association was found with the D’Amico progression risk score and with biochemical …
2012 and ERG positivity was correlated to PSA, D’Amico progression risk groups, clinical and …