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 5 5 13
Analysis on Runs of Daily Returns in Istanbul Stock Exchange 0 0 0 35 6 6 8 78
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 1 7 4 7 11 32
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 11 4 10 10 35
Determinants of ICO Success and Post-ICO Performance 0 0 2 87 3 20 32 258
Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets 0 0 0 2 4 5 6 12
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 46 8 11 13 114
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 3 1 2 4 17
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 1 2 2 16 4 8 9 53
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States 0 0 0 20 1 6 9 73
European economic and monetary union sovereign debt markets 0 0 0 96 3 4 6 160
Financial contagion during COVID–19 crisis 0 2 2 3 11 14 18 24
Green Finance and Decarbonization: Evidence from around the World 0 0 0 0 8 10 10 10
How much random does European Union walk? A time-varying long memory analysis 0 0 1 47 4 7 9 98
Impact investing: The hedge and diversification for the agricultural commodities 0 0 0 0 1 2 2 2
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 3 8 9 38
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 14 3 4 6 35
Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market 0 0 1 21 6 9 11 64
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 0 2 2 2 4 12 15 15
Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market 0 0 3 7 6 14 23 61
Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework 0 0 0 0 1 3 4 8
Statistical Arbitrage: Factor Investing Approach 0 0 1 8 3 9 15 55
Statistical arbitrage: Factor investing approach 0 0 0 20 4 10 23 108
Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management 0 0 0 0 0 1 1 1
Total Working Papers 1 6 15 453 96 187 259 1,364


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 9 15 286
A tale of two risks in the EMU sovereign debt markets 0 0 0 3 2 3 6 63
A view to the long-run dynamic relationship between crude oil and the major asset classes 0 0 2 54 4 7 10 266
An alternative way to track the hot money in turbulent times 0 0 0 9 3 6 7 43
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes 0 1 1 9 3 7 12 39
Analysis of cross-correlations between financial markets after the 2008 crisis 0 0 0 19 3 4 5 82
Anatomy of sovereign yield behaviour using textual news 1 2 6 6 9 19 33 34
Applications of Machine Learning Methods in Complex Economics and Financial Networks 0 0 0 11 1 3 7 36
Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs 0 0 3 5 5 10 22 34
Big data analytics, order imbalance and the predictability of stock returns 0 1 1 13 4 7 9 46
Building Eco-friendly Corporations: The Role of Minority Shareholders 1 1 4 8 5 7 18 56
Can bilateral RMB swap reduce monetary policy spillovers from the United States to China? 0 2 2 2 7 18 22 22
Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning 1 2 3 10 4 9 12 31
Career aspirations and financial planning of young people in family businesses 1 1 6 10 5 10 34 41
Cautious and conscientious or fish in troubled waters: Knightian uncertainty and financial restatement 0 0 0 0 5 6 6 6
Climate change exposure and cost of equity 0 2 11 21 2 13 42 63
Commonality in FX liquidity: High-frequency evidence 0 1 1 3 8 12 15 25
Commonality in ask-side vs. bid-side liquidity 0 0 0 5 4 4 5 95
Commonality in liquidity: Effects of monetary policy and macroeconomic announcements 0 0 0 15 4 6 7 69
Commonality in volatility among green, brown, and sustainable energy indices 0 0 0 1 3 3 4 6
Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy 0 0 1 5 5 8 13 22
Constructing a financial fragility index for emerging countries 0 0 2 51 8 16 21 147
Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 3 2 2 2 10
Covid-19 pandemic and tail-dependency networks of financial assets 1 1 2 5 6 10 11 33
Cross-sectoral interactions in Islamic equity markets 0 0 0 21 3 6 8 89
Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe 0 0 0 8 6 9 15 66
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 5 11 18 107
Does corporate green innovation behaviour impact trade credit? Evidence from China 0 1 1 5 3 9 12 28
Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market 0 0 4 8 7 10 17 42
Dynamic convergence of commodity futures: Not all types of commodities are alike 0 0 0 26 3 6 9 166
Dynamic efficiency of stock markets and exchange rates 0 0 3 22 9 10 16 130
Dynamic integration and network structure of the EMU sovereign bond markets 0 0 1 6 8 14 17 89
Dynamic relationship between Turkey and European countries during the global financial crisis 0 0 0 27 4 5 8 122
Dynamic relationship between precious metals 0 1 3 60 10 22 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 3 10 18 174
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 9 3 6 8 57
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets 0 0 1 5 3 8 11 29
Early warning systems for currency and systemic banking crises in Vietnam 1 1 3 5 4 6 10 14
Economic policy uncertainty and green innovation: Evidence from China 0 2 6 19 5 16 38 97
Effective transfer entropy approach to information flow between exchange rates and stock markets 0 0 1 1 8 14 20 42
Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market 0 0 0 0 0 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 1 3 12 196
Energy, precious metals, and GCC stock markets: Is there any risk spillover? 1 1 1 19 7 7 8 85
Excessive financialization and “Original Sin Theory”: Redemption from corporate reputation 0 0 1 2 5 8 13 23
Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments 0 0 0 0 2 13 14 16
Extending the Merton model with applications to credit value adjustment 1 1 3 6 7 14 23 39
Financial Networks 0 0 1 3 4 5 7 33
Financial Networks 2019 0 0 0 5 5 6 9 31
Financial contagion during COVID–19 crisis 1 4 5 40 14 35 46 169
Financial fusion: Bridging Islamic and Green investments in the European stock market 0 3 7 12 6 12 23 31
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market 0 0 0 28 6 9 13 131
Forecasting high-frequency stock returns: a comparison of alternative methods 0 0 2 31 1 4 9 65
Gaining ground or losing foothold: Game-theoretic lens to unveil strategic bargaining between oil exporters and importers 0 0 0 0 0 0 0 0
Generalized Hurst exponent approach to efficiency in MENA markets 0 0 0 24 3 4 4 88
Government’s awareness of Environmental protection and corporate green innovation: A natural experiment from the new environmental protection law in China 0 1 4 21 6 17 28 111
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China 0 1 2 23 7 19 33 101
Green credit policy and firm performance: What we learn from China 1 3 12 61 13 25 53 210
Green cryptocurrencies and portfolio diversification in the era of greener paths 0 0 3 15 6 22 42 66
High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 2 1 1 7 19
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets 0 0 1 13 2 8 16 76
High-frequency return and volatility spillovers among cryptocurrencies 0 0 2 14 3 5 13 42
Higher-order moment connectedness between stock and commodity markets and portfolio management 0 1 2 2 8 14 18 19
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 1 4 7 4 9 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 4 11 16 31
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices 0 0 1 8 6 7 9 47
Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period 0 0 2 5 1 8 18 27
Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market 0 0 0 9 5 8 11 44
Impact of short selling activity on market dynamics: Evidence from an emerging market 0 1 2 31 3 7 12 144
Impact of sovereign rating changes on stock market co-movements: the case of Latin America 0 0 0 5 4 4 8 37
Implied volatility indices: A review and extension in the Turkish case 0 0 0 14 12 18 22 100
Information content of order imbalance in the index options market 0 0 0 7 5 7 13 30
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 4 6 10 19
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis 1 2 3 20 6 18 24 95
Intraday efficiency-frequency nexus in the cryptocurrency markets 0 1 3 24 1 8 24 118
Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market 0 0 0 6 3 4 8 56
Investor attention and cryptocurrency market liquidity: a double-edged sword 1 2 3 6 6 14 24 32
Investor attention and environmental information disclosure quality: Evidence from heavy pollution industries in China 0 2 4 4 1 8 16 20
Investor attention and idiosyncratic risk in cryptocurrency markets 0 0 0 1 3 5 7 8
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 2 5 9 43 21 50 74 270
Jump forecasting in foreign exchange markets: A high‐frequency analysis 0 1 3 17 5 10 15 54
Learning from failures: Director interlocks and corporate misconduct 0 0 4 9 5 9 17 32
Lottery-like preferences and the MAX effect in the cryptocurrency market 0 0 1 6 7 9 15 45
Managing disease containment measures during a pandemic 0 0 1 4 2 8 9 28
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations 0 2 5 14 5 8 17 38
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment 0 0 0 1 4 5 6 13
Not all emerging markets are the same: A classification approach with correlation based networks 0 0 0 10 4 5 6 70
Other people's money: A comparison of institutional investors 0 0 0 0 3 4 7 14
Over-expected shocks and financial market security: Evidence from China's markets 0 0 0 1 7 17 20 24
Positive information shocks, investor behavior and stock price crash risk 0 0 0 18 3 16 21 60
Predictability dynamics of Islamic and conventional equity markets 0 1 2 22 7 11 13 80
Predictability dynamics of emerging sovereign CDS markets 0 0 0 11 5 10 15 76
Prediction of cryptocurrency returns using machine learning 3 4 22 155 11 22 83 500
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis 0 0 0 1 2 4 6 12
Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework 0 0 0 1 4 13 15 26
Retail vs institutional investor attention in the cryptocurrency market 0 0 7 21 10 27 56 104
Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements 0 0 0 4 9 11 16 59
Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach 0 1 3 4 6 11 15 17
Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints 0 0 9 14 5 9 28 40
STATISTICAL ANALYSIS BY WAVELET LEADERS REVEALS DIFFERENCES IN MULTI-FRACTAL CHARACTERISTICS OF STOCK PRICE AND RETURN SERIES IN TURKISH HIGH FREQUENCY DATA 0 1 3 6 4 8 14 32
Safe havens for Bitcoin and Ethereum: evidence from high-frequency data 0 0 0 0 3 10 20 32
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments 0 0 0 5 5 7 14 40
Shaping the manufacturing industry performance: MIDAS approach 0 0 0 0 7 10 11 18
Statistical arbitrage in jump-diffusion models with compound Poisson processes 0 0 3 6 5 12 18 38
Statistical arbitrage: factor investing approach 0 0 1 2 5 10 14 19
Systematic Risk in Conventional and Islamic Equity Markets 0 0 0 12 2 4 7 43
The dark side of marital leadership: Evidence from China 0 1 1 7 9 14 14 49
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives 0 2 3 51 4 10 17 169
The effectiveness of technical trading rules in cryptocurrency markets 1 1 1 39 8 14 24 137
The financial market effects of international aviation disasters 1 1 4 8 8 12 23 65
The impact of blockchain related name changes on corporate performance 0 1 6 38 2 7 25 126
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies 1 3 7 34 5 19 37 122
The influence of Bitcoin on portfolio diversification and design 0 0 1 24 5 15 33 111
The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks 0 0 0 4 6 12 17 53
The relationship between implied volatility and cryptocurrency returns 1 2 4 34 8 18 26 143
The voice of minority shareholders: Online voting and corporate social responsibility 1 1 3 11 5 9 16 53
Three channels of monetary policy international transmission: Identifying spillover effects from the US to China 0 0 3 40 10 16 32 118
Time-varying long range dependence in energy futures markets 0 0 0 19 1 4 5 99
Time-varying long range dependence in market returns of FEAS members 0 0 0 0 3 4 5 11
Time-varying long term memory in the European Union stock markets 0 0 0 25 2 5 8 88
Top executives’ great famine experience and stock price crash risk 0 0 2 8 4 7 13 34
U.S. equity and commodity futures markets: Hedging or financialization? 0 0 0 17 7 10 12 95
Unveiling financial inclusion dynamics: Fintech's resonance in Association of Southeast Asian Nations (ASEAN) 0 2 7 7 6 13 31 31
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 2 3 4 5
Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods 0 2 18 18 16 25 82 82
Volatility spillovers and hedging strategies between impact investing and agricultural commodities 0 0 0 3 3 6 12 19
Total Journal Articles 22 75 272 1,906 635 1,278 2,211 8,833


Statistics updated 2026-02-12