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 1 2 9
Analysis on Runs of Daily Returns in Istanbul Stock Exchange 0 0 0 35 0 0 2 72
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 1 7 2 2 7 27
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 11 3 3 3 28
Determinants of ICO Success and Post-ICO Performance 0 0 4 87 1 3 16 239
Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets 0 0 0 2 1 2 2 8
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 46 2 3 4 105
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 3 0 1 4 15
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 14 1 1 3 46
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States 0 0 0 20 0 2 4 67
European economic and monetary union sovereign debt markets 0 0 0 96 1 2 3 157
Financial contagion during COVID–19 crisis 2 2 3 3 2 4 7 12
Green Finance and Decarbonization: Evidence from around the World 0 0 0 0 1 1 1 1
How much random does European Union walk? A time-varying long memory analysis 0 0 1 47 2 3 4 93
Impact investing: The hedge and diversification for the agricultural commodities 0 0 0 0 1 1 1 1
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 14 0 1 2 31
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 1 1 2 31
Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market 0 0 1 21 1 1 4 56
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 0 0 0 0 5 7 8 8
Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market 0 0 3 7 5 7 16 52
Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework 0 0 0 0 2 3 3 7
Statistical Arbitrage: Factor Investing Approach 0 1 1 8 3 6 10 49
Statistical arbitrage: Factor investing approach 0 0 0 20 1 3 14 99
Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management 0 0 0 0 0 0 0 0
Total Working Papers 2 3 14 449 36 58 122 1,213


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 0 70 3 6 10 280
A tale of two risks in the EMU sovereign debt markets 0 0 0 3 0 0 3 60
A view to the long-run dynamic relationship between crude oil and the major asset classes 0 2 2 54 2 5 6 261
An alternative way to track the hot money in turbulent times 0 0 0 9 3 4 4 40
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes 0 0 0 8 1 4 6 33
Analysis of cross-correlations between financial markets after the 2008 crisis 0 0 2 19 1 1 4 79
Anatomy of sovereign yield behaviour using textual news 0 4 4 4 3 9 17 18
Applications of Machine Learning Methods in Complex Economics and Financial Networks 0 0 0 11 0 3 4 33
Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs 0 0 3 5 3 6 18 27
Big data analytics, order imbalance and the predictability of stock returns 0 0 0 12 1 2 3 40
Building Eco-friendly Corporations: The Role of Minority Shareholders 0 0 3 7 2 3 13 51
Can bilateral RMB swap reduce monetary policy spillovers from the United States to China? 2 2 2 2 4 5 8 8
Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning 0 0 2 8 0 2 5 22
Career aspirations and financial planning of young people in family businesses 0 2 6 9 3 9 29 34
Cautious and conscientious or fish in troubled waters: Knightian uncertainty and financial restatement 0 0 0 0 0 0 0 0
Climate change exposure and cost of equity 1 2 13 20 4 13 37 54
Commonality in FX liquidity: High-frequency evidence 1 1 1 3 2 2 5 15
Commonality in ask-side vs. bid-side liquidity 0 0 0 5 0 1 1 91
Commonality in liquidity: Effects of monetary policy and macroeconomic announcements 0 0 0 15 0 1 1 63
Commonality in volatility among green, brown, and sustainable energy indices 0 0 1 1 0 0 2 3
Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy 0 0 2 5 1 1 8 15
Constructing a financial fragility index for emerging countries 0 1 2 51 2 5 7 133
Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 3 0 0 1 8
Covid-19 pandemic and tail-dependency networks of financial assets 0 0 2 4 1 1 3 24
Cross-sectoral interactions in Islamic equity markets 0 0 1 21 1 3 4 84
Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe 0 0 0 8 2 4 8 59
Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach 0 1 1 20 2 5 10 98
Does corporate green innovation behaviour impact trade credit? Evidence from China 1 1 1 5 4 6 8 23
Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market 0 1 4 8 0 2 7 32
Dynamic convergence of commodity futures: Not all types of commodities are alike 0 0 0 26 1 2 4 161
Dynamic efficiency of stock markets and exchange rates 0 0 3 22 1 4 7 121
Dynamic integration and network structure of the EMU sovereign bond markets 0 0 1 6 5 6 8 80
Dynamic relationship between Turkey and European countries during the global financial crisis 0 0 0 27 0 1 3 117
Dynamic relationship between precious metals 0 1 2 59 1 2 5 217
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications 0 0 1 34 2 4 12 166
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 9 2 2 4 53
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets 0 1 1 5 1 2 5 22
Early warning systems for currency and systemic banking crises in Vietnam 0 0 2 4 2 2 6 10
Economic policy uncertainty and green innovation: Evidence from China 1 2 5 18 7 14 31 88
Effective transfer entropy approach to information flow between exchange rates and stock markets 0 0 1 1 0 2 10 28
Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market 0 0 0 0 1 1 2 9
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 2 5 12 195
Energy, precious metals, and GCC stock markets: Is there any risk spillover? 0 0 0 18 0 0 3 78
Excessive financialization and “Original Sin Theory”: Redemption from corporate reputation 0 0 1 2 0 1 7 15
Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments 0 0 0 0 4 5 5 7
Extending the Merton model with applications to credit value adjustment 0 0 2 5 5 6 14 30
Financial Networks 0 0 1 3 1 1 4 29
Financial Networks 2019 0 0 0 5 0 1 3 25
Financial contagion during COVID–19 crisis 1 1 3 37 8 9 25 142
Financial fusion: Bridging Islamic and Green investments in the European stock market 2 3 6 11 4 7 15 23
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market 0 0 2 28 1 3 7 123
Forecasting high-frequency stock returns: a comparison of alternative methods 0 0 3 31 2 2 9 63
Generalized Hurst exponent approach to efficiency in MENA markets 0 0 0 24 1 1 1 85
Government’s awareness of Environmental protection and corporate green innovation: A natural experiment from the new environmental protection law in China 0 0 5 20 4 6 21 98
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China 0 0 2 22 5 9 23 87
Green credit policy and firm performance: What we learn from China 1 3 11 59 6 8 38 191
Green cryptocurrencies and portfolio diversification in the era of greener paths 0 0 6 15 10 13 36 54
High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 2 0 1 6 18
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets 0 0 1 13 4 7 13 72
High-frequency return and volatility spillovers among cryptocurrencies 0 1 3 14 0 3 10 37
Higher-order moment connectedness between stock and commodity markets and portfolio management 1 1 2 2 1 1 5 6
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? 1 2 4 7 4 9 15 21
Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation 0 0 0 3 3 6 9 23
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices 0 0 1 8 0 0 3 40
Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period 0 0 2 5 3 6 13 22
Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market 0 0 1 9 3 5 8 39
Impact of short selling activity on market dynamics: Evidence from an emerging market 0 0 2 30 2 4 9 139
Impact of sovereign rating changes on stock market co-movements: the case of Latin America 0 0 0 5 0 3 5 33
Implied volatility indices: A review and extension in the Turkish case 0 0 1 14 6 9 11 88
Information content of order imbalance in the index options market 0 0 0 7 0 2 7 23
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 1 4 5 14
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis 0 0 1 18 0 2 7 77
Intraday efficiency-frequency nexus in the cryptocurrency markets 1 1 3 24 5 6 21 115
Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market 0 0 0 6 1 2 5 53
Investor attention and cryptocurrency market liquidity: a double-edged sword 0 0 3 4 5 6 17 23
Investor attention and environmental information disclosure quality: Evidence from heavy pollution industries in China 0 1 2 2 2 5 11 14
Investor attention and idiosyncratic risk in cryptocurrency markets 0 0 1 1 1 1 4 4
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 1 2 5 39 15 21 45 235
Jump forecasting in foreign exchange markets: A high‐frequency analysis 1 1 4 17 3 4 11 47
Learning from failures: Director interlocks and corporate misconduct 0 1 4 9 0 2 9 23
Lottery-like preferences and the MAX effect in the cryptocurrency market 0 0 1 6 2 2 8 38
Managing disease containment measures during a pandemic 0 0 1 4 5 5 7 25
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations 1 3 5 13 2 6 14 32
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment 0 0 0 1 1 2 3 9
Not all emerging markets are the same: A classification approach with correlation based networks 0 0 0 10 0 0 1 65
Other people's money: A comparison of institutional investors 0 0 0 0 1 2 4 11
Over-expected shocks and financial market security: Evidence from China's markets 0 0 0 1 4 4 7 11
Positive information shocks, investor behavior and stock price crash risk 0 0 0 18 6 8 11 50
Predictability dynamics of Islamic and conventional equity markets 1 1 2 22 2 2 4 71
Predictability dynamics of emerging sovereign CDS markets 0 0 0 11 4 5 9 70
Prediction of cryptocurrency returns using machine learning 1 4 25 152 6 26 77 484
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis 0 0 0 1 2 4 4 10
Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework 0 0 0 1 5 5 7 18
Retail vs institutional investor attention in the cryptocurrency market 0 0 8 21 4 7 37 81
Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements 0 0 0 4 2 4 8 50
Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach 0 1 3 3 0 3 6 6
Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints 0 2 10 14 1 6 21 32
STATISTICAL ANALYSIS BY WAVELET LEADERS REVEALS DIFFERENCES IN MULTI-FRACTAL CHARACTERISTICS OF STOCK PRICE AND RETURN SERIES IN TURKISH HIGH FREQUENCY DATA 1 1 4 6 4 4 13 28
Safe havens for Bitcoin and Ethereum: evidence from high-frequency data 0 0 0 0 4 8 26 26
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments 0 0 0 5 1 3 10 34
Shaping the manufacturing industry performance: MIDAS approach 0 0 0 0 1 1 2 9
Statistical arbitrage in jump-diffusion models with compound Poisson processes 0 0 3 6 1 1 9 27
Statistical arbitrage: factor investing approach 0 1 1 2 3 5 7 12
Systematic Risk in Conventional and Islamic Equity Markets 0 0 0 12 0 1 4 39
The dark side of marital leadership: Evidence from China 0 0 0 6 3 3 3 38
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives 2 2 3 51 4 5 12 163
The effectiveness of technical trading rules in cryptocurrency markets 0 0 0 38 4 5 15 127
The financial market effects of international aviation disasters 0 0 3 7 2 5 14 55
The impact of blockchain related name changes on corporate performance 0 0 6 37 4 8 23 123
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies 0 0 4 31 2 6 20 105
The influence of Bitcoin on portfolio diversification and design 0 0 1 24 5 11 23 101
The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks 0 0 0 4 3 7 11 44
The relationship between implied volatility and cryptocurrency returns 1 3 3 33 5 9 13 130
The voice of minority shareholders: Online voting and corporate social responsibility 0 0 2 10 2 5 11 46
Three channels of monetary policy international transmission: Identifying spillover effects from the US to China 0 0 3 40 3 6 22 105
Time-varying long range dependence in energy futures markets 0 0 0 19 2 3 4 97
Time-varying long range dependence in market returns of FEAS members 0 0 0 0 0 1 1 7
Time-varying long term memory in the European Union stock markets 0 0 0 25 1 3 7 84
Top executives’ great famine experience and stock price crash risk 0 0 2 8 0 4 7 27
U.S. equity and commodity futures markets: Hedging or financialization? 0 0 0 17 1 2 3 86
Unveiling financial inclusion dynamics: Fintech's resonance in Association of Southeast Asian Nations (ASEAN) 1 3 6 6 1 6 19 19
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 1 2 2 3
Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods 1 5 17 17 6 22 63 63
Volatility spillovers and hedging strategies between impact investing and agricultural commodities 0 0 0 3 3 5 9 16
Total Journal Articles 24 64 264 1,855 293 563 1,382 7,848


Statistics updated 2025-12-06