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 0 0 14 22
Analysis on Runs of Daily Returns in Istanbul Stock Exchange 0 0 0 35 0 0 13 85
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 7 0 3 15 40
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 11 1 2 13 38
Determinants of ICO Success and Post-ICO Performance 0 0 0 87 0 1 26 263
Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets 0 0 0 2 2 3 14 20
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 46 1 1 21 123
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 3 1 1 14 28
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 2 16 0 1 13 58
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States 0 0 0 20 0 2 15 80
European economic and monetary union sovereign debt markets 0 0 0 96 0 0 6 161
Financial contagion during COVID–19 crisis 0 0 2 3 0 0 18 26
Green Finance and Decarbonization: Evidence from around the World 0 0 0 0 0 0 10 10
How are financial firms exposed to contagion during Covid-19 pandemic? 0 0 0 0 0 0 0 0
How much random does European Union walk? A time-varying long memory analysis 0 0 0 47 0 3 14 105
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 0 2 11 41
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 1 3 16 46
Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market 0 0 0 21 0 1 16 71
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 0 0 3 3 1 11 42 43
Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market 0 1 3 10 2 3 39 85
Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework 0 0 0 0 0 0 10 14
Statistical Arbitrage: Factor Investing Approach 0 0 1 8 0 0 15 58
Statistical arbitrage: Factor investing approach 0 0 0 20 1 1 14 111
Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management 0 0 0 0 0 0 4 4
Total Working Papers 0 1 11 457 10 38 375 1,534


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 1 19 294
A tale of two risks in the EMU sovereign debt markets 0 0 0 3 0 1 9 69
A view to the long-run dynamic relationship between crude oil and the major asset classes 0 0 2 54 1 2 22 278
An alternative way to track the hot money in turbulent times 0 0 0 9 0 1 13 50
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes 0 0 1 9 0 2 15 45
Analysis of cross-correlations between financial markets after the 2008 crisis 0 0 0 19 0 0 15 93
Anatomy of sovereign yield behaviour using textual news 0 1 3 7 1 3 32 47
Applications of Machine Learning Methods in Complex Economics and Financial Networks 0 0 0 11 0 1 9 41
Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs 0 0 2 7 0 2 26 47
Big data analytics, order imbalance and the predictability of stock returns 0 0 1 13 4 5 24 63
Building Eco-friendly Corporations: The Role of Minority Shareholders 1 1 3 10 3 4 21 69
Can bilateral RMB swap reduce monetary policy spillovers from the United States to China? 0 1 6 6 0 6 46 49
Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning 0 0 2 10 6 6 28 48
Career aspirations and financial planning of young people in family businesses 0 0 4 12 2 4 31 58
Cautious and conscientious or fish in troubled waters: Knightian uncertainty and financial restatement 0 0 0 0 2 3 12 12
Climate change exposure and cost of equity 0 0 4 23 0 3 40 85
Commonality in FX liquidity: High-frequency evidence 0 0 2 4 0 0 18 31
Commonality in ask-side vs. bid-side liquidity 0 0 0 5 0 0 12 102
Commonality in liquidity: Effects of monetary policy and macroeconomic announcements 0 0 0 15 2 3 14 76
Commonality in volatility among green, brown, and sustainable energy indices 0 0 0 1 0 3 12 15
Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy 0 0 0 5 0 1 24 38
Constructing a financial fragility index for emerging countries 0 0 1 52 0 1 22 151
Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 3 0 1 5 13
Covid-19 pandemic and tail-dependency networks of financial assets 0 0 1 5 0 0 17 40
Cross-sectoral interactions in Islamic equity markets 0 0 0 21 0 1 13 95
Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe 1 1 1 9 1 2 17 73
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 0 1 25 118
Does corporate green innovation behaviour impact trade credit? Evidence from China 1 1 3 7 1 1 21 38
Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market 0 0 1 9 0 0 22 53
Dynamic convergence of commodity futures: Not all types of commodities are alike 0 0 0 26 1 1 12 171
Dynamic efficiency of stock markets and exchange rates 0 0 1 23 1 2 25 142
Dynamic integration and network structure of the EMU sovereign bond markets 0 0 0 6 0 2 25 99
Dynamic relationship between Turkey and European countries during the global financial crisis 0 0 0 27 1 1 13 129
Dynamic relationship between precious metals 0 0 2 60 0 1 34 249
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications 0 0 0 34 1 3 21 183
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 1 10 0 0 9 60
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets 0 0 1 5 1 1 16 36
Early warning systems for currency and systemic banking crises in Vietnam 1 1 2 6 1 1 12 20
Economic policy uncertainty and green innovation: Evidence from China 0 1 6 22 2 8 50 124
Effective transfer entropy approach to information flow between exchange rates and stock markets 0 0 1 2 0 3 53 80
Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market 0 0 0 0 0 0 5 13
Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey 0 0 1 44 1 2 17 207
Energy, precious metals, and GCC stock markets: Is there any risk spillover? 0 0 1 19 1 2 18 96
Excessive financialization and “Original Sin Theory”: Redemption from corporate reputation 0 0 0 2 0 1 15 29
Exchange Rate Pass‐Through, Inflation, and Energy Prices: The Role of Central Bank Intervention and Liquidity Conditions 0 4 6 6 0 8 13 13
Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments 0 0 0 0 0 2 30 32
Extending the Merton model with applications to credit value adjustment 0 0 3 8 1 5 28 53
Financial Networks 0 0 0 3 0 1 8 36
Financial Networks 2019 0 0 0 5 2 2 16 40
Financial contagion during COVID–19 crisis 0 1 9 45 1 6 72 205
Financial fusion: Bridging Islamic and Green investments in the European stock market 0 0 5 13 0 0 23 39
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market 0 0 0 28 0 3 26 146
Forecasting high-frequency stock returns: a comparison of alternative methods 0 0 1 32 5 6 16 77
Gaining ground or losing foothold: Game-theoretic lens to unveil strategic bargaining between oil exporters and importers 0 0 0 0 1 2 19 19
Generalized Hurst exponent approach to efficiency in MENA markets 1 1 1 25 1 1 6 90
Government’s awareness of Environmental protection and corporate green innovation: A natural experiment from the new environmental protection law in China 0 0 2 22 2 6 26 120
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China 1 2 6 28 1 3 37 115
Green credit policy and firm performance: What we learn from China 1 1 9 66 1 4 69 253
Green cryptocurrencies and portfolio diversification in the era of greener paths 1 1 1 16 3 5 39 81
High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 2 1 1 6 23
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets 0 0 1 14 0 2 21 87
High-frequency return and volatility spillovers among cryptocurrencies 0 0 1 14 1 4 21 55
Higher-order moment connectedness between stock and commodity markets and portfolio management 0 0 1 2 1 5 26 31
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 2 8 0 1 19 35
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 0 17 35
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices 0 0 1 9 0 0 12 52
Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period 0 0 1 6 0 1 19 36
Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market 0 0 0 9 0 0 15 50
Impact of short selling activity on market dynamics: Evidence from an emerging market 0 0 2 32 0 1 17 154
Impact of sovereign rating changes on stock market co-movements: the case of Latin America 0 0 0 5 0 0 9 40
Implied volatility indices: A review and extension in the Turkish case 0 0 0 14 1 2 31 110
Information content of order imbalance in the index options market 0 0 1 8 0 3 23 44
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 0 1 11 23
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis 0 0 2 20 1 3 33 109
Intraday efficiency-frequency nexus in the cryptocurrency markets 0 1 3 26 0 2 20 130
Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market 0 0 0 6 0 0 9 60
Investor attention and cryptocurrency market liquidity: a double-edged sword 0 0 2 6 4 10 38 56
Investor attention and environmental information disclosure quality: Evidence from heavy pollution industries in China 0 0 4 5 0 2 19 30
Investor attention and idiosyncratic risk in cryptocurrency markets 0 0 1 2 0 1 13 16
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 0 2 21 59 13 70 271 488
Jump forecasting in foreign exchange markets: A high‐frequency analysis 0 0 2 18 2 2 26 70
Learning from failures: Director interlocks and corporate misconduct 0 0 3 12 0 4 30 52
Lottery-like preferences and the MAX effect in the cryptocurrency market 0 0 0 6 4 5 20 56
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 0 0 4 15 0 0 23 50
Modeling intraday jumps and cojumps in oil and currency markets: the role of U.S. macroeconomic news 0 1 1 1 0 1 1 1
Navigating uncertainty: Interconnections among carbon futures, geopolitical risk, and US energy markets 0 0 0 0 1 1 1 1
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment 0 0 1 2 2 5 18 25
Not all emerging markets are the same: A classification approach with correlation based networks 0 0 0 10 0 0 7 72
Other people's money: A comparison of institutional investors 1 1 1 1 1 1 17 26
Over-expected shocks and financial market security: Evidence from China's markets 0 0 0 1 1 1 26 33
Positive information shocks, investor behavior and stock price crash risk 0 0 0 18 1 2 31 73
Predictability dynamics of Islamic and conventional equity markets 0 0 1 22 0 0 17 86
Predictability dynamics of emerging sovereign CDS markets 0 0 0 11 0 1 16 81
Prediction of cryptocurrency returns using machine learning 1 3 14 164 3 10 84 552
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis 0 0 0 1 0 2 11 17
Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework 0 0 0 1 0 2 19 32
Retail vs institutional investor attention in the cryptocurrency market 0 0 0 21 2 5 45 120
Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements 0 0 0 4 0 1 19 65
Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach 0 0 1 4 1 1 18 22
Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints 0 0 3 17 1 2 30 59
STATISTICAL ANALYSIS BY WAVELET LEADERS REVEALS DIFFERENCES IN MULTI-FRACTAL CHARACTERISTICS OF STOCK PRICE AND RETURN SERIES IN TURKISH HIGH FREQUENCY DATA 0 0 1 6 1 1 19 43
Safe havens for Bitcoin and Ethereum: evidence from high-frequency data 0 0 0 0 2 4 40 58
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments 0 1 3 8 2 6 24 56
Shaping the manufacturing industry performance: MIDAS approach 0 0 0 0 0 1 13 21
Statistical arbitrage in jump-diffusion models with compound Poisson processes 0 0 0 6 0 3 20 46
Statistical arbitrage: factor investing approach 0 0 1 2 0 2 21 28
Sustainable ETFs: A Systematic Bibliometric Analysis 0 0 2 2 0 4 15 15
Systematic Risk in Conventional and Islamic Equity Markets 0 0 0 12 1 1 9 47
Systemic risk sharing among conventional and socially responsible investments 0 1 6 6 0 3 20 20
The dark side of marital leadership: Evidence from China 0 0 1 7 1 4 23 58
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives 0 0 2 51 0 0 15 174
The effectiveness of technical trading rules in cryptocurrency markets 0 2 5 43 10 28 73 195
The financial market effects of international aviation disasters 0 0 3 10 0 1 26 78
The impact of blockchain related name changes on corporate performance 0 0 3 40 1 3 38 155
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies 0 1 4 35 1 7 42 142
The influence of Bitcoin on portfolio diversification and design 0 0 2 26 0 0 35 127
The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks 0 0 1 5 0 0 19 56
The relationship between implied volatility and cryptocurrency returns 0 1 4 36 0 2 37 160
The voice of minority shareholders: Online voting and corporate social responsibility 0 0 1 11 1 1 15 58
Three channels of monetary policy international transmission: Identifying spillover effects from the US to China 0 0 3 43 1 6 52 153
Time-varying long range dependence in energy futures markets 0 0 0 19 0 0 10 104
Time-varying long range dependence in market returns of FEAS members 0 0 0 0 0 0 9 15
Time-varying long term memory in the European Union stock markets 0 0 0 25 2 2 13 94
Top executives’ great famine experience and stock price crash risk 0 0 1 9 0 1 20 44
U.S. equity and commodity futures markets: Hedging or financialization? 0 0 0 17 3 4 19 103
Unveiling financial inclusion dynamics: Fintech's resonance in Association of Southeast Asian Nations (ASEAN) 0 0 6 10 1 6 40 55
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 0 1 7 8
Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods 0 3 17 30 9 19 108 154
Volatility spillovers and hedging strategies between impact investing and agricultural commodities 0 0 2 5 0 0 17 28
Total Journal Articles 10 34 240 2,053 128 405 3,253 10,628


Statistics updated 2026-10-11