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 3 8 13 21
Analysis on Runs of Daily Returns in Istanbul Stock Exchange 0 0 0 35 6 6 13 84
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 11 0 1 11 36
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 7 3 4 13 36
Determinants of ICO Success and Post-ICO Performance 0 0 2 87 1 2 31 260
Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets 0 0 0 2 4 5 11 17
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 46 3 7 19 121
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 3 3 9 12 26
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 2 16 4 4 13 57
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States 0 0 0 20 2 4 12 77
European economic and monetary union sovereign debt markets 0 0 0 96 1 1 6 161
Financial contagion during COVID–19 crisis 0 0 2 3 0 2 20 26
Green Finance and Decarbonization: Evidence from around the World 0 0 0 0 0 0 10 10
How much random does European Union walk? A time-varying long memory analysis 0 0 0 47 2 2 10 100
Impact investing: The hedge and diversification for the agricultural commodities 0 0 0 0 0 0 2 2
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 14 2 4 9 39
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 2 5 14 43
Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market 0 0 0 21 1 5 14 69
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 0 1 3 3 6 14 29 29
Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market 0 2 3 9 5 16 35 77
Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework 0 0 0 0 1 6 10 14
Statistical Arbitrage: Factor Investing Approach 0 0 1 8 0 3 17 58
Statistical arbitrage: Factor investing approach 0 0 0 20 0 2 22 110
Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management 0 0 0 0 2 3 4 4
Total Working Papers 0 3 13 456 51 113 350 1,477


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 3 7 21 293
A tale of two risks in the EMU sovereign debt markets 0 0 0 3 3 4 10 67
A view to the long-run dynamic relationship between crude oil and the major asset classes 0 0 2 54 4 7 17 273
An alternative way to track the hot money in turbulent times 0 0 0 9 2 6 13 49
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes 0 0 1 9 2 2 14 41
Analysis of cross-correlations between financial markets after the 2008 crisis 0 0 0 19 4 10 15 92
Anatomy of sovereign yield behaviour using textual news 0 0 6 6 2 7 38 41
Applications of Machine Learning Methods in Complex Economics and Financial Networks 0 0 0 11 2 4 11 40
Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs 1 1 2 6 3 9 27 43
Big data analytics, order imbalance and the predictability of stock returns 0 0 1 13 4 12 21 58
Building Eco-friendly Corporations: The Role of Minority Shareholders 1 1 3 9 4 8 23 64
Can bilateral RMB swap reduce monetary policy spillovers from the United States to China? 0 2 4 4 5 11 33 33
Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning 0 0 3 10 4 7 19 38
Career aspirations and financial planning of young people in family businesses 1 1 4 11 5 12 30 53
Cautious and conscientious or fish in troubled waters: Knightian uncertainty and financial restatement 0 0 0 0 1 3 9 9
Climate change exposure and cost of equity 1 2 11 23 3 16 52 79
Commonality in FX liquidity: High-frequency evidence 0 0 1 3 0 5 20 30
Commonality in ask-side vs. bid-side liquidity 0 0 0 5 2 6 11 101
Commonality in liquidity: Effects of monetary policy and macroeconomic announcements 0 0 0 15 1 4 11 73
Commonality in volatility among green, brown, and sustainable energy indices 0 0 0 1 1 6 9 12
Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy 0 0 1 5 3 12 24 34
Constructing a financial fragility index for emerging countries 0 1 3 52 1 3 24 150
Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 3 1 2 4 12
Covid-19 pandemic and tail-dependency networks of financial assets 0 0 1 5 4 7 17 40
Cross-sectoral interactions in Islamic equity markets 0 0 0 21 1 5 13 94
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 5 19 71
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 8 10 27 117
Does corporate green innovation behaviour impact trade credit? Evidence from China 0 0 1 5 5 8 20 36
Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market 0 1 3 9 2 6 21 48
Dynamic convergence of commodity futures: Not all types of commodities are alike 0 0 0 26 3 4 13 170
Dynamic efficiency of stock markets and exchange rates 0 0 2 22 3 5 20 135
Dynamic integration and network structure of the EMU sovereign bond markets 0 0 0 6 2 5 21 94
Dynamic relationship between Turkey and European countries during the global financial crisis 0 0 0 27 3 6 14 128
Dynamic relationship between precious metals 0 0 3 60 2 2 27 240
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications 0 0 0 34 2 5 22 179
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 9 1 1 8 58
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets 0 0 1 5 2 5 15 34
Early warning systems for currency and systemic banking crises in Vietnam 0 0 1 5 1 4 12 18
Economic policy uncertainty and green innovation: Evidence from China 0 0 6 19 4 7 39 104
Effective transfer entropy approach to information flow between exchange rates and stock markets 0 0 0 1 7 31 47 73
Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market 0 0 0 0 2 3 5 12
Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey 0 0 0 43 3 7 16 203
Energy, precious metals, and GCC stock markets: Is there any risk spillover? 0 0 1 19 4 8 16 93
Excessive financialization and “Original Sin Theory”: Redemption from corporate reputation 0 0 1 2 3 4 17 27
Exchange Rate Pass‐Through, Inflation, and Energy Prices: The Role of Central Bank Intervention and Liquidity Conditions 1 1 1 1 1 1 1 1
Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments 0 0 0 0 6 10 24 26
Extending the Merton model with applications to credit value adjustment 0 1 3 7 2 7 24 46
Financial Networks 0 0 0 3 0 1 6 34
Financial Networks 2019 0 0 0 5 4 6 14 37
Financial contagion during COVID–19 crisis 0 1 6 41 7 13 57 182
Financial fusion: Bridging Islamic and Green investments in the European stock market 0 0 5 12 6 6 26 37
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market 0 0 0 28 5 10 22 141
Forecasting high-frequency stock returns: a comparison of alternative methods 0 0 2 31 5 5 13 70
Gaining ground or losing foothold: Game-theoretic lens to unveil strategic bargaining between oil exporters and importers 0 0 0 0 9 15 15 15
Generalized Hurst exponent approach to efficiency in MENA markets 0 0 0 24 0 1 5 89
Government’s awareness of Environmental protection and corporate green innovation: A natural experiment from the new environmental protection law in China 0 1 4 22 0 3 29 114
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China 0 2 4 25 2 6 36 107
Green credit policy and firm performance: What we learn from China 0 1 10 62 19 21 65 231
Green cryptocurrencies and portfolio diversification in the era of greener paths 0 0 0 15 8 10 44 76
High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 2 1 3 5 22
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets 0 0 1 13 6 6 21 82
High-frequency return and volatility spillovers among cryptocurrencies 0 0 1 14 1 9 18 51
Higher-order moment connectedness between stock and commodity markets and portfolio management 0 0 2 2 1 5 22 24
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 5 6 24 32
Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation 0 0 0 3 2 2 16 33
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices 0 1 1 9 0 4 12 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 8 24 35
Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market 0 0 0 9 3 6 16 50
Impact of short selling activity on market dynamics: Evidence from an emerging market 1 1 2 32 4 7 18 151
Impact of sovereign rating changes on stock market co-movements: the case of Latin America 0 0 0 5 2 3 11 40
Implied volatility indices: A review and extension in the Turkish case 0 0 0 14 2 8 30 108
Information content of order imbalance in the index options market 0 0 0 7 2 5 17 35
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 3 3 12 22
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis 0 0 3 20 7 11 35 106
Intraday efficiency-frequency nexus in the cryptocurrency markets 1 1 3 25 4 6 25 124
Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market 0 0 0 6 2 4 11 60
Investor attention and cryptocurrency market liquidity: a double-edged sword 0 0 3 6 4 11 33 43
Investor attention and environmental information disclosure quality: Evidence from heavy pollution industries in China 1 1 5 5 6 8 24 28
Investor attention and idiosyncratic risk in cryptocurrency markets 0 0 0 1 4 5 10 13
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 3 7 14 50 36 79 147 349
Jump forecasting in foreign exchange markets: A high‐frequency analysis 0 1 3 18 3 12 26 66
Learning from failures: Director interlocks and corporate misconduct 0 0 3 9 3 8 24 40
Lottery-like preferences and the MAX effect in the cryptocurrency market 0 0 1 6 3 4 19 49
Managing disease containment measures during a pandemic 0 0 0 4 0 0 8 28
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations 1 1 5 15 7 12 25 50
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment 0 0 0 1 3 5 11 18
Not all emerging markets are the same: A classification approach with correlation based networks 0 0 0 10 2 2 8 72
Other people's money: A comparison of institutional investors 0 0 0 0 4 5 11 19
Over-expected shocks and financial market security: Evidence from China's markets 0 0 0 1 2 3 21 27
Positive information shocks, investor behavior and stock price crash risk 0 0 0 18 5 11 31 71
Predictability dynamics of Islamic and conventional equity markets 0 0 2 22 0 3 15 83
Predictability dynamics of emerging sovereign CDS markets 0 0 0 11 2 3 17 79
Prediction of cryptocurrency returns using machine learning 1 4 16 159 5 27 94 527
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis 0 0 0 1 1 3 9 15
Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework 0 0 0 1 4 4 18 30
Retail vs institutional investor attention in the cryptocurrency market 0 0 6 21 3 8 57 112
Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements 0 0 0 4 4 4 18 63
Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach 0 0 3 4 2 2 17 19
Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints 0 3 8 17 4 7 28 47
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 3 9 20 41
Safe havens for Bitcoin and Ethereum: evidence from high-frequency data 0 0 0 0 6 18 37 50
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments 0 1 1 6 4 9 20 49
Shaping the manufacturing industry performance: MIDAS approach 0 0 0 0 0 2 13 20
Statistical arbitrage in jump-diffusion models with compound Poisson processes 0 0 1 6 2 3 17 41
Statistical arbitrage: factor investing approach 0 0 1 2 2 6 19 25
Sustainable ETFs: A Systematic Bibliometric Analysis 1 2 2 2 3 7 7 7
Systematic Risk in Conventional and Islamic Equity Markets 0 0 0 12 2 3 10 46
Systemic risk sharing among conventional and socially responsible investments 0 5 5 5 0 16 16 16
The dark side of marital leadership: Evidence from China 0 0 1 7 1 5 19 54
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives 0 0 3 51 3 4 18 173
The effectiveness of technical trading rules in cryptocurrency markets 0 1 2 40 4 25 45 162
The financial market effects of international aviation disasters 1 2 6 10 6 10 31 75
The impact of blockchain related name changes on corporate performance 0 0 6 38 13 22 43 148
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies 0 0 6 34 4 8 40 130
The influence of Bitcoin on portfolio diversification and design 1 1 2 25 3 13 43 124
The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks 0 0 0 4 0 1 17 54
The relationship between implied volatility and cryptocurrency returns 0 0 4 34 3 11 36 154
The voice of minority shareholders: Online voting and corporate social responsibility 0 0 2 11 1 3 17 56
Three channels of monetary policy international transmission: Identifying spillover effects from the US to China 2 2 4 42 8 17 47 135
Time-varying long range dependence in energy futures markets 0 0 0 19 1 3 8 102
Time-varying long range dependence in market returns of FEAS members 0 0 0 0 1 4 9 15
Time-varying long term memory in the European Union stock markets 0 0 0 25 1 3 11 91
Top executives’ great famine experience and stock price crash risk 1 1 1 9 3 8 19 42
U.S. equity and commodity futures markets: Hedging or financialization? 0 0 0 17 2 3 14 98
Unveiling financial inclusion dynamics: Fintech's resonance in Association of Southeast Asian Nations (ASEAN) 2 2 9 9 7 12 42 43
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 1 1 5 6
Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods 5 6 19 24 19 37 98 119
Volatility spillovers and hedging strategies between impact investing and agricultural commodities 0 1 1 4 2 6 15 25
Total Journal Articles 26 61 266 1,967 457 1,007 2,970 9,840


Statistics updated 2026-05-06