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 5 14 22
Analysis on Runs of Daily Returns in Istanbul Stock Exchange 0 0 0 35 1 7 13 85
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 7 1 4 14 37
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 11 0 1 11 36
Determinants of ICO Success and Post-ICO Performance 0 0 0 87 2 3 29 262
Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets 0 0 0 2 0 4 11 17
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 46 1 4 20 122
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 3 0 3 12 26
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 2 16 0 4 13 57
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States 0 0 0 20 1 3 13 78
European economic and monetary union sovereign debt markets 0 0 0 96 0 1 6 161
Financial contagion during COVID–19 crisis 0 0 2 3 0 0 20 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 1 3 11 101
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 3 9 39
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 0 3 13 43
Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market 0 0 0 21 0 1 14 69
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 0 0 3 3 1 11 29 30
Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market 0 0 3 9 2 12 36 79
Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework 0 0 0 0 0 3 10 14
Statistical Arbitrage: Factor Investing Approach 0 0 1 8 0 0 17 58
Statistical arbitrage: Factor investing approach 0 0 0 20 0 0 22 110
Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management 0 0 0 0 0 2 4 4
Total Working Papers 0 0 11 456 11 77 353 1,488


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 3 20 293
A tale of two risks in the EMU sovereign debt markets 0 0 0 3 1 4 11 68
A view to the long-run dynamic relationship between crude oil and the major asset classes 0 0 2 54 0 4 17 273
An alternative way to track the hot money in turbulent times 0 0 0 9 0 4 13 49
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes 0 0 1 9 2 4 16 43
Analysis of cross-correlations between financial markets after the 2008 crisis 0 0 0 19 1 6 16 93
Anatomy of sovereign yield behaviour using textual news 0 0 6 6 2 6 40 43
Applications of Machine Learning Methods in Complex Economics and Financial Networks 0 0 0 11 0 3 11 40
Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs 0 1 1 6 0 4 26 43
Big data analytics, order imbalance and the predictability of stock returns 0 0 1 13 0 4 21 58
Building Eco-friendly Corporations: The Role of Minority Shareholders 0 1 3 9 1 8 22 65
Can bilateral RMB swap reduce monetary policy spillovers from the United States to China? 1 1 5 5 10 18 42 43
Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning 0 0 2 10 2 8 20 40
Career aspirations and financial planning of young people in family businesses 1 2 5 12 1 7 31 54
Cautious and conscientious or fish in troubled waters: Knightian uncertainty and financial restatement 0 0 0 0 0 2 9 9
Climate change exposure and cost of equity 0 2 8 23 0 9 46 79
Commonality in FX liquidity: High-frequency evidence 0 0 1 3 0 1 18 30
Commonality in ask-side vs. bid-side liquidity 0 0 0 5 1 5 12 102
Commonality in liquidity: Effects of monetary policy and macroeconomic announcements 0 0 0 15 0 1 11 73
Commonality in volatility among green, brown, and sustainable energy indices 0 0 0 1 0 3 9 12
Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy 0 0 1 5 2 10 26 36
Constructing a financial fragility index for emerging countries 0 0 3 52 0 1 24 150
Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 3 0 2 4 12
Covid-19 pandemic and tail-dependency networks of financial assets 0 0 1 5 0 4 17 40
Cross-sectoral interactions in Islamic equity markets 0 0 0 21 0 1 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 0 2 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 0 9 26 117
Does corporate green innovation behaviour impact trade credit? Evidence from China 1 1 2 6 1 6 21 37
Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market 0 0 2 9 2 5 22 50
Dynamic convergence of commodity futures: Not all types of commodities are alike 0 0 0 26 0 3 13 170
Dynamic efficiency of stock markets and exchange rates 0 0 2 22 2 6 22 137
Dynamic integration and network structure of the EMU sovereign bond markets 0 0 0 6 2 6 23 96
Dynamic relationship between Turkey and European countries during the global financial crisis 0 0 0 27 0 3 14 128
Dynamic relationship between precious metals 0 0 3 60 6 8 32 246
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications 0 0 0 34 1 6 21 180
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 9 0 1 8 58
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets 0 0 1 5 1 4 15 35
Early warning systems for currency and systemic banking crises in Vietnam 0 0 1 5 1 3 13 19
Economic policy uncertainty and green innovation: Evidence from China 1 1 6 20 10 17 46 114
Effective transfer entropy approach to information flow between exchange rates and stock markets 1 1 1 2 4 21 51 77
Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market 0 0 0 0 0 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 1 4 16 204
Energy, precious metals, and GCC stock markets: Is there any risk spillover? 0 0 1 19 1 7 17 94
Excessive financialization and “Original Sin Theory”: Redemption from corporate reputation 0 0 1 2 1 4 16 28
Exchange Rate Pass‐Through, Inflation, and Energy Prices: The Role of Central Bank Intervention and Liquidity Conditions 1 2 2 2 2 3 3 3
Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments 0 0 0 0 2 11 26 28
Extending the Merton model with applications to credit value adjustment 0 1 3 7 1 5 24 47
Financial Networks 0 0 0 3 1 2 7 35
Financial Networks 2019 0 0 0 5 1 6 15 38
Financial contagion during COVID–19 crisis 1 1 7 42 9 18 63 191
Financial fusion: Bridging Islamic and Green investments in the European stock market 0 0 5 12 0 6 24 37
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market 0 0 0 28 2 9 24 143
Forecasting high-frequency stock returns: a comparison of alternative methods 1 1 3 32 1 6 14 71
Gaining ground or losing foothold: Game-theoretic lens to unveil strategic bargaining between oil exporters and importers 0 0 0 0 2 13 17 17
Generalized Hurst exponent approach to efficiency in MENA markets 0 0 0 24 0 0 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 2 29 114
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China 0 0 3 25 2 6 35 109
Green credit policy and firm performance: What we learn from China 2 3 12 64 9 30 69 240
Green cryptocurrencies and portfolio diversification in the era of greener paths 0 0 0 15 0 10 43 76
High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 2 0 3 5 22
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets 1 1 1 14 2 8 21 84
High-frequency return and volatility spillovers among cryptocurrencies 0 0 1 14 0 2 18 51
Higher-order moment connectedness between stock and commodity markets and portfolio management 0 0 1 2 1 5 21 25
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 1 5 8 1 7 25 33
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 4 18 35
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices 0 1 1 9 1 4 13 52
Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period 0 0 2 6 0 4 23 35
Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market 0 0 0 9 0 5 16 50
Impact of short selling activity on market dynamics: Evidence from an emerging market 0 1 2 32 0 5 18 151
Impact of sovereign rating changes on stock market co-movements: the case of Latin America 0 0 0 5 0 2 11 40
Implied volatility indices: A review and extension in the Turkish case 0 0 0 14 0 3 30 108
Information content of order imbalance in the index options market 0 0 0 7 2 6 19 37
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 0 3 12 22
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis 0 0 2 20 0 10 34 106
Intraday efficiency-frequency nexus in the cryptocurrency markets 0 1 3 25 1 7 24 125
Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market 0 0 0 6 0 2 11 60
Investor attention and cryptocurrency market liquidity: a double-edged sword 0 0 3 6 2 9 34 45
Investor attention and environmental information disclosure quality: Evidence from heavy pollution industries in China 0 1 5 5 0 7 24 28
Investor attention and idiosyncratic risk in cryptocurrency markets 0 0 0 1 0 4 10 13
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 4 9 18 54 29 87 170 378
Jump forecasting in foreign exchange markets: A high‐frequency analysis 0 1 3 18 1 9 27 67
Learning from failures: Director interlocks and corporate misconduct 2 2 5 11 5 11 29 45
Lottery-like preferences and the MAX effect in the cryptocurrency market 0 0 1 6 2 5 21 51
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 1 5 15 0 10 25 50
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment 0 0 0 1 0 4 11 18
Not all emerging markets are the same: A classification approach with correlation based networks 0 0 0 10 0 2 8 72
Other people's money: A comparison of institutional investors 0 0 0 0 4 8 14 23
Over-expected shocks and financial market security: Evidence from China's markets 0 0 0 1 5 7 26 32
Positive information shocks, investor behavior and stock price crash risk 0 0 0 18 0 8 31 71
Predictability dynamics of Islamic and conventional equity markets 0 0 2 22 2 4 17 85
Predictability dynamics of emerging sovereign CDS markets 0 0 0 11 1 4 17 80
Prediction of cryptocurrency returns using machine learning 2 4 14 161 11 24 100 538
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis 0 0 0 1 0 3 9 15
Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework 0 0 0 1 0 4 18 30
Retail vs institutional investor attention in the cryptocurrency market 0 0 4 21 2 6 56 114
Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements 0 0 0 4 1 5 19 64
Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach 0 0 3 4 1 3 18 20
Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints 0 1 6 17 5 10 31 52
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 0 7 20 41
Safe havens for Bitcoin and Ethereum: evidence from high-frequency data 0 0 0 0 1 15 38 51
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments 0 0 1 6 0 4 19 49
Shaping the manufacturing industry performance: MIDAS approach 0 0 0 0 0 1 13 20
Statistical arbitrage in jump-diffusion models with compound Poisson processes 0 0 1 6 2 5 18 43
Statistical arbitrage: factor investing approach 0 0 1 2 1 5 20 26
Sustainable ETFs: A Systematic Bibliometric Analysis 0 2 2 2 2 9 9 9
Systematic Risk in Conventional and Islamic Equity Markets 0 0 0 12 0 2 9 46
Systemic risk sharing among conventional and socially responsible investments 0 5 5 5 1 17 17 17
The dark side of marital leadership: Evidence from China 0 0 1 7 0 3 19 54
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives 0 0 3 51 1 4 19 174
The effectiveness of technical trading rules in cryptocurrency markets 0 1 2 40 0 7 45 162
The financial market effects of international aviation disasters 0 2 6 10 1 9 32 76
The impact of blockchain related name changes on corporate performance 1 1 7 39 3 23 42 151
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies 0 0 6 34 3 8 43 133
The influence of Bitcoin on portfolio diversification and design 0 1 1 25 2 10 42 126
The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks 1 1 1 5 2 3 19 56
The relationship between implied volatility and cryptocurrency returns 1 1 5 35 4 9 38 158
The voice of minority shareholders: Online voting and corporate social responsibility 0 0 2 11 1 3 18 57
Three channels of monetary policy international transmission: Identifying spillover effects from the US to China 0 2 4 42 5 17 47 140
Time-varying long range dependence in energy futures markets 0 0 0 19 1 4 9 103
Time-varying long range dependence in market returns of FEAS members 0 0 0 0 0 2 9 15
Time-varying long term memory in the European Union stock markets 0 0 0 25 1 4 11 92
Top executives’ great famine experience and stock price crash risk 0 1 1 9 0 4 19 42
U.S. equity and commodity futures markets: Hedging or financialization? 0 0 0 17 0 3 14 98
Unveiling financial inclusion dynamics: Fintech's resonance in Association of Southeast Asian Nations (ASEAN) 1 3 9 10 3 12 42 46
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 1 2 6 7
Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods 3 9 20 27 10 41 105 129
Volatility spillovers and hedging strategies between impact investing and agricultural commodities 1 2 2 5 3 8 18 28
Total Journal Articles 28 74 271 1,995 217 922 3,095 10,057


Statistics updated 2026-06-04