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 4 8 9 17
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 11 0 7 10 35
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 1 7 1 6 11 33
Determinants of ICO Success and Post-ICO Performance 0 0 2 87 1 20 33 259
Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets 0 0 0 2 1 5 7 13
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 46 4 13 16 118
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 3 6 8 10 23
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 2 2 16 0 7 9 53
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States 0 0 0 20 2 8 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 2 14 20 26
Green Finance and Decarbonization: Evidence from around the World 0 0 0 0 0 9 10 10
How much random does European Union walk? A time-varying long memory analysis 0 0 1 47 0 5 9 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 6 36
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 2 9 11 40
Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market 0 0 1 21 4 12 15 68
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 1 3 3 3 4 11 19 19
Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market 2 2 4 9 6 15 28 67
Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework 0 0 0 0 3 4 7 11
Statistical Arbitrage: Factor Investing Approach 0 0 1 8 3 9 17 58
Statistical arbitrage: Factor investing approach 0 0 0 20 2 11 22 110
Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management 0 0 0 0 1 2 2 2
Total Working Papers 3 7 17 456 47 198 296 1,411


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 1 1 71 4 10 19 290
A tale of two risks in the EMU sovereign debt markets 0 0 0 3 1 4 7 64
A view to the long-run dynamic relationship between crude oil and the major asset classes 0 0 2 54 3 8 13 269
An alternative way to track the hot money in turbulent times 0 0 0 9 2 5 9 45
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes 0 1 1 9 0 6 12 39
Analysis of cross-correlations between financial markets after the 2008 crisis 0 0 0 19 5 8 10 87
Anatomy of sovereign yield behaviour using textual news 0 2 6 6 3 19 35 37
Applications of Machine Learning Methods in Complex Economics and Financial Networks 0 0 0 11 1 4 8 37
Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs 0 0 1 5 5 12 24 39
Big data analytics, order imbalance and the predictability of stock returns 0 1 1 13 8 14 17 54
Building Eco-friendly Corporations: The Role of Minority Shareholders 0 1 3 8 1 6 17 57
Can bilateral RMB swap reduce monetary policy spillovers from the United States to China? 2 2 4 4 3 17 25 25
Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning 0 2 3 10 1 10 13 32
Career aspirations and financial planning of young people in family businesses 0 1 4 10 6 13 33 47
Cautious and conscientious or fish in troubled waters: Knightian uncertainty and financial restatement 0 0 0 0 1 7 7 7
Climate change exposure and cost of equity 0 1 11 21 7 16 48 70
Commonality in FX liquidity: High-frequency evidence 0 0 1 3 4 14 19 29
Commonality in ask-side vs. bid-side liquidity 0 0 0 5 2 6 7 97
Commonality in liquidity: Effects of monetary policy and macroeconomic announcements 0 0 0 15 3 9 10 72
Commonality in volatility among green, brown, and sustainable energy indices 0 0 0 1 3 6 6 9
Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy 0 0 1 5 4 11 16 26
Constructing a financial fragility index for emerging countries 1 1 3 52 2 16 23 149
Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 3 0 2 2 10
Covid-19 pandemic and tail-dependency networks of financial assets 0 1 2 5 3 12 14 36
Cross-sectoral interactions in Islamic equity markets 0 0 0 21 4 9 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 3 10 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 10 18 108
Does corporate green innovation behaviour impact trade credit? Evidence from China 0 0 1 5 3 8 15 31
Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market 1 1 5 9 3 13 20 45
Dynamic convergence of commodity futures: Not all types of commodities are alike 0 0 0 26 1 6 10 167
Dynamic efficiency of stock markets and exchange rates 0 0 3 22 1 10 17 131
Dynamic integration and network structure of the EMU sovereign bond markets 0 0 1 6 1 10 18 90
Dynamic relationship between Turkey and European countries during the global financial crisis 0 0 0 27 3 8 11 125
Dynamic relationship between precious metals 0 1 3 60 0 21 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 0 8 18 174
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 9 0 4 7 57
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets 0 0 1 5 2 9 12 31
Early warning systems for currency and systemic banking crises in Vietnam 0 1 3 5 2 6 12 16
Economic policy uncertainty and green innovation: Evidence from China 0 1 6 19 0 9 37 97
Effective transfer entropy approach to information flow between exchange rates and stock markets 0 0 0 1 14 28 33 56
Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market 0 0 0 0 0 0 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 4 5 16 200
Energy, precious metals, and GCC stock markets: Is there any risk spillover? 0 1 1 19 2 9 10 87
Excessive financialization and “Original Sin Theory”: Redemption from corporate reputation 0 0 1 2 1 9 14 24
Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments 0 0 0 0 1 10 15 17
Extending the Merton model with applications to credit value adjustment 0 1 2 6 3 12 25 42
Financial Networks 0 0 1 3 0 4 7 33
Financial Networks 2019 0 0 0 5 1 7 10 32
Financial contagion during COVID–19 crisis 1 4 6 41 4 31 49 173
Financial fusion: Bridging Islamic and Green investments in the European stock market 0 1 5 12 0 8 21 31
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market 0 0 0 28 3 11 15 134
Forecasting high-frequency stock returns: a comparison of alternative methods 0 0 2 31 0 2 9 65
Gaining ground or losing foothold: Game-theoretic lens to unveil strategic bargaining between oil exporters and importers 0 0 0 0 4 4 4 4
Generalized Hurst exponent approach to efficiency in MENA markets 0 0 0 24 1 4 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 3 21 1 14 28 112
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China 2 3 4 25 2 16 34 103
Green credit policy and firm performance: What we learn from China 0 2 10 61 0 19 49 210
Green cryptocurrencies and portfolio diversification in the era of greener paths 0 0 3 15 0 12 41 66
High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 2 0 1 3 19
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets 0 0 1 13 0 4 16 76
High-frequency return and volatility spillovers among cryptocurrencies 0 0 1 14 7 12 17 49
Higher-order moment connectedness between stock and commodity markets and portfolio management 0 0 2 2 1 14 18 20
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 0 5 20 26
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 8 15 31
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices 0 0 1 8 1 8 10 48
Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period 1 1 2 6 4 9 20 31
Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market 0 0 0 9 1 6 12 45
Impact of short selling activity on market dynamics: Evidence from an emerging market 0 1 2 31 2 7 14 146
Impact of sovereign rating changes on stock market co-movements: the case of Latin America 0 0 0 5 1 5 9 38
Implied volatility indices: A review and extension in the Turkish case 0 0 0 14 5 17 27 105
Information content of order imbalance in the index options market 0 0 0 7 1 8 14 31
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 0 5 10 19
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis 0 2 3 20 1 19 25 96
Intraday efficiency-frequency nexus in the cryptocurrency markets 0 0 3 24 0 3 23 118
Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market 0 0 0 6 2 5 9 58
Investor attention and cryptocurrency market liquidity: a double-edged sword 0 2 3 6 4 13 28 36
Investor attention and environmental information disclosure quality: Evidence from heavy pollution industries in China 0 2 4 4 1 7 17 21
Investor attention and idiosyncratic risk in cryptocurrency markets 0 0 0 1 1 5 8 9
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 2 6 10 45 21 56 93 291
Jump forecasting in foreign exchange markets: A high‐frequency analysis 0 0 2 17 4 11 18 58
Learning from failures: Director interlocks and corporate misconduct 0 0 3 9 2 11 18 34
Lottery-like preferences and the MAX effect in the cryptocurrency market 0 0 1 6 1 8 16 46
Managing disease containment measures during a pandemic 0 0 1 4 0 3 9 28
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations 0 1 4 14 2 8 17 40
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment 0 0 0 1 1 5 7 14
Not all emerging markets are the same: A classification approach with correlation based networks 0 0 0 10 0 5 6 70
Other people's money: A comparison of institutional investors 0 0 0 0 1 4 8 15
Over-expected shocks and financial market security: Evidence from China's markets 0 0 0 1 1 14 20 25
Positive information shocks, investor behavior and stock price crash risk 0 0 0 18 3 13 24 63
Predictability dynamics of Islamic and conventional equity markets 0 0 2 22 1 10 13 81
Predictability dynamics of emerging sovereign CDS markets 0 0 0 11 0 6 14 76
Prediction of cryptocurrency returns using machine learning 2 5 21 157 14 30 92 514
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis 0 0 0 1 0 2 6 12
Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework 0 0 0 1 0 8 15 26
Retail vs institutional investor attention in the cryptocurrency market 0 0 7 21 4 27 57 108
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 1 3 4 0 11 15 17
Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints 2 2 9 16 2 10 27 42
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 2 6 14 34
Safe havens for Bitcoin and Ethereum: evidence from high-frequency data 0 0 0 0 4 10 23 36
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments 1 1 1 6 5 11 19 45
Shaping the manufacturing industry performance: MIDAS approach 0 0 0 0 1 10 12 19
Statistical arbitrage in jump-diffusion models with compound Poisson processes 0 0 1 6 0 11 15 38
Statistical arbitrage: factor investing approach 0 0 1 2 2 9 16 21
Systematic Risk in Conventional and Islamic Equity Markets 0 0 0 12 1 5 8 44
The dark side of marital leadership: Evidence from China 0 1 1 7 2 13 16 51
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives 0 0 3 51 1 7 17 170
The effectiveness of technical trading rules in cryptocurrency markets 0 1 1 39 18 28 41 155
The financial market effects of international aviation disasters 0 1 4 8 2 12 25 67
The impact of blockchain related name changes on corporate performance 0 1 6 38 2 5 26 128
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies 0 3 7 34 3 20 38 125
The influence of Bitcoin on portfolio diversification and design 0 0 1 24 5 15 37 116
The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks 0 0 0 4 0 9 16 53
The relationship between implied volatility and cryptocurrency returns 0 1 4 34 6 19 31 149
The voice of minority shareholders: Online voting and corporate social responsibility 0 1 3 11 1 8 17 54
Three channels of monetary policy international transmission: Identifying spillover effects from the US to China 0 0 3 40 5 18 37 123
Time-varying long range dependence in energy futures markets 0 0 0 19 0 2 5 99
Time-varying long range dependence in market returns of FEAS members 0 0 0 0 2 6 7 13
Time-varying long term memory in the European Union stock markets 0 0 0 25 0 4 8 88
Top executives’ great famine experience and stock price crash risk 0 0 1 8 4 11 16 38
U.S. equity and commodity futures markets: Hedging or financialization? 0 0 0 17 0 9 12 95
Unveiling financial inclusion dynamics: Fintech's resonance in Association of Southeast Asian Nations (ASEAN) 0 1 7 7 3 15 34 34
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 0 1 16 18 6 25 74 88
Volatility spillovers and hedging strategies between impact investing and agricultural commodities 0 0 0 3 1 4 12 20
Total Journal Articles 15 66 259 1,921 302 1,287 2,414 9,135


Statistics updated 2026-03-04