Access Statistics for Ahmet Sensoy

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Tale of Two Risks in the EMU Sovereign Debt Markets 0 0 0 1 1 9 10 18
Analysis on Runs of Daily Returns in Istanbul Stock Exchange 0 0 0 35 0 6 8 78
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 7 0 5 10 33
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 11 1 5 11 36
Determinants of ICO Success and Post-ICO Performance 0 0 2 87 0 4 31 259
Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets 0 0 0 2 0 5 7 13
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 46 0 12 16 118
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 1 2 16 0 4 9 53
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 3 0 7 9 23
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States 0 0 0 20 0 3 10 75
European economic and monetary union sovereign debt markets 0 0 0 96 0 3 5 160
Financial contagion during COVID–19 crisis 0 0 2 3 0 13 20 26
Green Finance and Decarbonization: Evidence from around the World 0 0 0 0 0 8 10 10
How much random does European Union walk? A time-varying long memory analysis 0 0 0 47 0 4 8 98
Impact investing: The hedge and diversification for the agricultural commodities 0 0 0 0 0 1 2 2
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 14 1 5 7 37
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 1 6 12 41
Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market 0 0 1 21 0 10 15 68
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 0 1 3 3 4 12 23 23
Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market 0 2 3 9 5 17 32 72
Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework 0 0 0 0 2 6 9 13
Statistical Arbitrage: Factor Investing Approach 0 0 1 8 0 6 17 58
Statistical arbitrage: Factor investing approach 0 0 0 20 0 6 22 110
Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management 0 0 0 0 0 1 2 2
Total Working Papers 0 4 14 456 15 158 305 1,426


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparative analysis of the dynamic relationship between oil prices and exchange rates 0 0 1 71 0 8 19 290
A tale of two risks in the EMU sovereign debt markets 0 0 0 3 0 3 7 64
A view to the long-run dynamic relationship between crude oil and the major asset classes 0 0 2 54 0 7 13 269
An alternative way to track the hot money in turbulent times 0 0 0 9 2 7 11 47
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes 0 0 1 9 0 3 12 39
Analysis of cross-correlations between financial markets after the 2008 crisis 0 0 0 19 1 9 11 88
Anatomy of sovereign yield behaviour using textual news 0 1 6 6 2 14 36 39
Applications of Machine Learning Methods in Complex Economics and Financial Networks 0 0 0 11 1 3 9 38
Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs 0 0 1 5 1 11 24 40
Big data analytics, order imbalance and the predictability of stock returns 0 0 1 13 0 12 17 54
Building Eco-friendly Corporations: The Role of Minority Shareholders 0 1 3 8 3 9 20 60
Can bilateral RMB swap reduce monetary policy spillovers from the United States to China? 0 2 4 4 3 13 28 28
Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning 0 1 3 10 2 7 15 34
Career aspirations and financial planning of young people in family businesses 0 1 3 10 1 12 26 48
Cautious and conscientious or fish in troubled waters: Knightian uncertainty and financial restatement 0 0 0 0 1 7 8 8
Climate change exposure and cost of equity 1 1 12 22 6 15 52 76
Commonality in FX liquidity: High-frequency evidence 0 0 1 3 1 13 20 30
Commonality in ask-side vs. bid-side liquidity 0 0 0 5 2 8 9 99
Commonality in liquidity: Effects of monetary policy and macroeconomic announcements 0 0 0 15 0 7 10 72
Commonality in volatility among green, brown, and sustainable energy indices 0 0 0 1 2 8 8 11
Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy 0 0 1 5 5 14 21 31
Constructing a financial fragility index for emerging countries 0 1 3 52 0 10 23 149
Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 3 1 3 3 11
Covid-19 pandemic and tail-dependency networks of financial assets 0 1 1 5 0 9 13 36
Cross-sectoral interactions in Islamic equity markets 0 0 0 21 0 7 12 93
Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe 0 0 0 8 0 9 17 69
Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach 0 0 1 20 1 7 19 109
Does corporate green innovation behaviour impact trade credit? Evidence from China 0 0 1 5 0 6 15 31
Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market 0 1 4 9 1 11 20 46
Dynamic convergence of commodity futures: Not all types of commodities are alike 0 0 0 26 0 4 10 167
Dynamic efficiency of stock markets and exchange rates 0 0 2 22 1 11 17 132
Dynamic integration and network structure of the EMU sovereign bond markets 0 0 0 6 2 11 19 92
Dynamic relationship between Turkey and European countries during the global financial crisis 0 0 0 27 0 7 11 125
Dynamic relationship between precious metals 0 0 3 60 0 10 25 238
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications 0 0 0 34 3 6 20 177
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 9 0 3 7 57
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets 0 0 1 5 1 6 13 32
Early warning systems for currency and systemic banking crises in Vietnam 0 1 1 5 1 7 11 17
Economic policy uncertainty and green innovation: Evidence from China 0 0 6 19 3 8 37 100
Effective transfer entropy approach to information flow between exchange rates and stock markets 0 0 0 1 10 32 40 66
Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market 0 0 0 0 1 1 3 10
Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey 0 0 1 43 0 5 14 200
Energy, precious metals, and GCC stock markets: Is there any risk spillover? 0 1 1 19 2 11 12 89
Excessive financialization and “Original Sin Theory”: Redemption from corporate reputation 0 0 1 2 0 6 14 24
Exchange Rate Pass‐Through, Inflation, and Energy Prices: The Role of Central Bank Intervention and Liquidity Conditions 0 0 0 0 0 0 0 0
Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments 0 0 0 0 3 6 18 20
Extending the Merton model with applications to credit value adjustment 1 2 3 7 2 12 25 44
Financial Networks 0 0 1 3 1 5 8 34
Financial Networks 2019 0 0 0 5 1 7 10 33
Financial contagion during COVID–19 crisis 0 2 6 41 2 20 51 175
Financial fusion: Bridging Islamic and Green investments in the European stock market 0 0 5 12 0 6 21 31
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market 0 0 0 28 2 11 17 136
Forecasting high-frequency stock returns: a comparison of alternative methods 0 0 2 31 0 1 8 65
Gaining ground or losing foothold: Game-theoretic lens to unveil strategic bargaining between oil exporters and importers 0 0 0 0 2 6 6 6
Generalized Hurst exponent approach to efficiency in MENA markets 0 0 0 24 0 4 5 89
Government’s awareness of Environmental protection and corporate green innovation: A natural experiment from the new environmental protection law in China 1 1 4 22 2 9 30 114
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China 0 2 4 25 2 11 35 105
Green credit policy and firm performance: What we learn from China 1 2 11 62 2 15 47 212
Green cryptocurrencies and portfolio diversification in the era of greener paths 0 0 2 15 2 8 40 68
High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 2 2 3 5 21
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets 0 0 1 13 0 2 16 76
High-frequency return and volatility spillovers among cryptocurrencies 0 0 1 14 1 11 17 50
Higher-order moment connectedness between stock and commodity markets and portfolio management 0 0 2 2 3 12 21 23
How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty? 0 0 4 7 1 5 20 27
Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation 0 0 0 3 0 4 15 31
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices 1 1 2 9 3 10 13 51
Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period 0 1 2 6 2 7 22 33
Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market 0 0 0 9 2 8 14 47
Impact of short selling activity on market dynamics: Evidence from an emerging market 0 0 2 31 1 6 15 147
Impact of sovereign rating changes on stock market co-movements: the case of Latin America 0 0 0 5 0 5 9 38
Implied volatility indices: A review and extension in the Turkish case 0 0 0 14 1 18 28 106
Information content of order imbalance in the index options market 0 0 0 7 2 8 16 33
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 0 4 9 19
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis 0 1 3 20 3 10 28 99
Intraday efficiency-frequency nexus in the cryptocurrency markets 0 0 3 24 2 3 23 120
Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market 0 0 0 6 0 5 9 58
Investor attention and cryptocurrency market liquidity: a double-edged sword 0 1 3 6 3 13 31 39
Investor attention and environmental information disclosure quality: Evidence from heavy pollution industries in China 0 0 4 4 1 3 18 22
Investor attention and idiosyncratic risk in cryptocurrency markets 0 0 0 1 0 4 7 9
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 2 6 11 47 22 64 113 313
Jump forecasting in foreign exchange markets: A high‐frequency analysis 1 1 3 18 5 14 23 63
Learning from failures: Director interlocks and corporate misconduct 0 0 3 9 3 10 21 37
Lottery-like preferences and the MAX effect in the cryptocurrency market 0 0 1 6 0 8 16 46
Managing disease containment measures during a pandemic 0 0 1 4 0 2 9 28
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations 0 0 4 14 3 10 19 43
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment 0 0 0 1 1 6 8 15
Not all emerging markets are the same: A classification approach with correlation based networks 0 0 0 10 0 4 6 70
Other people's money: A comparison of institutional investors 0 0 0 0 0 4 7 15
Over-expected shocks and financial market security: Evidence from China's markets 0 0 0 1 0 8 20 25
Positive information shocks, investor behavior and stock price crash risk 0 0 0 18 3 9 26 66
Predictability dynamics of Islamic and conventional equity markets 0 0 2 22 2 10 15 83
Predictability dynamics of emerging sovereign CDS markets 0 0 0 11 1 6 15 77
Prediction of cryptocurrency returns using machine learning 1 6 18 158 8 33 93 522
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis 0 0 0 1 2 4 8 14
Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework 0 0 0 1 0 4 15 26
Retail vs institutional investor attention in the cryptocurrency market 0 0 6 21 1 15 55 109
Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements 0 0 0 4 0 9 14 59
Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach 0 0 3 4 0 6 15 17
Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints 1 3 10 17 1 8 27 43
STATISTICAL ANALYSIS BY WAVELET LEADERS REVEALS DIFFERENCES IN MULTI-FRACTAL CHARACTERISTICS OF STOCK PRICE AND RETURN SERIES IN TURKISH HIGH FREQUENCY DATA 0 0 3 6 4 10 17 38
Safe havens for Bitcoin and Ethereum: evidence from high-frequency data 0 0 0 0 8 15 31 44
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments 0 1 1 6 0 10 16 45
Shaping the manufacturing industry performance: MIDAS approach 0 0 0 0 1 9 13 20
Statistical arbitrage in jump-diffusion models with compound Poisson processes 0 0 1 6 1 6 16 39
Statistical arbitrage: factor investing approach 0 0 1 2 2 9 17 23
Sustainable ETFs: A Systematic Bibliometric Analysis 1 1 1 1 4 4 4 4
Systematic Risk in Conventional and Islamic Equity Markets 0 0 0 12 0 3 8 44
Systemic risk sharing among conventional and socially responsible investments 5 5 5 5 16 16 16 16
The dark side of marital leadership: Evidence from China 0 0 1 7 2 13 18 53
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives 0 0 3 51 0 5 16 170
The effectiveness of technical trading rules in cryptocurrency markets 1 2 2 40 3 29 43 158
The financial market effects of international aviation disasters 1 2 5 9 2 12 25 69
The impact of blockchain related name changes on corporate performance 0 0 6 38 7 11 31 135
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies 0 1 6 34 1 9 37 126
The influence of Bitcoin on portfolio diversification and design 0 0 1 24 5 15 42 121
The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks 0 0 0 4 1 7 17 54
The relationship between implied volatility and cryptocurrency returns 0 1 4 34 2 16 33 151
The voice of minority shareholders: Online voting and corporate social responsibility 0 1 3 11 1 7 17 55
Three channels of monetary policy international transmission: Identifying spillover effects from the US to China 0 0 2 40 4 19 40 127
Time-varying long range dependence in energy futures markets 0 0 0 19 2 3 7 101
Time-varying long range dependence in market returns of FEAS members 0 0 0 0 1 6 8 14
Time-varying long term memory in the European Union stock markets 0 0 0 25 2 4 10 90
Top executives’ great famine experience and stock price crash risk 0 0 1 8 1 9 17 39
U.S. equity and commodity futures markets: Hedging or financialization? 0 0 0 17 1 8 12 96
Unveiling financial inclusion dynamics: Fintech's resonance in Association of Southeast Asian Nations (ASEAN) 0 0 7 7 2 11 36 36
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 0 2 4 5
Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods 1 1 16 19 12 34 81 100
Volatility spillovers and hedging strategies between impact investing and agricultural commodities 1 1 1 4 3 7 13 23
Total Journal Articles 20 57 262 1,941 248 1,185 2,578 9,383


Statistics updated 2026-04-09