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 1 8
Analysis on Runs of Daily Returns in Istanbul Stock Exchange 0 0 0 35 0 0 2 72
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 1 7 0 2 5 25
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 11 0 0 1 25
Determinants of ICO Success and Post-ICO Performance 0 0 4 87 2 3 15 236
Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets 0 0 0 2 0 0 1 6
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 46 0 0 1 102
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 3 0 0 3 14
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 14 1 1 3 45
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States 0 0 0 20 0 0 5 65
European economic and monetary union sovereign debt markets 0 0 0 96 0 0 1 155
Financial contagion during COVID–19 crisis 0 0 1 1 1 2 4 8
How much random does European Union walk? A time-varying long memory analysis 0 0 1 47 0 0 1 90
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 0 0 1 30
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 1 14 0 0 2 30
Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market 0 0 1 21 0 0 5 55
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 0 0 0 0 0 0 1 1
Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market 0 1 3 7 0 2 14 45
Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework 0 0 0 0 0 0 1 4
Statistical Arbitrage: Factor Investing Approach 0 0 1 7 0 2 6 43
Statistical arbitrage: Factor investing approach 0 0 0 20 2 8 14 96
Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management 0 0 0 0 0 0 0 0
Total Working Papers 0 1 13 446 6 20 87 1,155


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 0 70 0 1 6 274
A tale of two risks in the EMU sovereign debt markets 0 0 0 3 0 3 3 60
A view to the long-run dynamic relationship between crude oil and the major asset classes 0 0 0 52 0 0 2 256
An alternative way to track the hot money in turbulent times 0 0 0 9 0 0 1 36
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes 0 0 0 8 1 2 3 29
Analysis of cross-correlations between financial markets after the 2008 crisis 0 0 2 19 0 1 4 78
Anatomy of sovereign yield behaviour using textual news 0 0 0 0 3 6 9 9
Applications of Machine Learning Methods in Complex Economics and Financial Networks 0 0 0 11 0 1 1 30
Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs 0 0 4 5 1 4 16 21
Big data analytics, order imbalance and the predictability of stock returns 0 0 0 12 0 1 3 38
Building Eco-friendly Corporations: The Role of Minority Shareholders 0 1 4 7 2 5 13 48
Can bilateral RMB swap reduce monetary policy spillovers from the United States to China? 0 0 0 0 2 2 3 3
Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning 0 0 4 8 0 0 6 20
Career aspirations and financial planning of young people in family businesses 0 0 5 7 0 2 21 25
Climate change exposure and cost of equity 0 3 13 18 4 8 31 41
Commonality in FX liquidity: High-frequency evidence 0 0 0 2 1 1 3 13
Commonality in ask-side vs. bid-side liquidity 0 0 0 5 0 0 0 90
Commonality in liquidity: Effects of monetary policy and macroeconomic announcements 0 0 0 15 0 0 1 62
Commonality in volatility among green, brown, and sustainable energy indices 0 0 1 1 0 0 2 3
Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy 0 1 3 5 2 4 9 14
Constructing a financial fragility index for emerging countries 0 1 1 50 0 2 3 128
Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 3 0 0 1 8
Covid-19 pandemic and tail-dependency networks of financial assets 0 0 2 4 0 0 2 23
Cross-sectoral interactions in Islamic equity markets 0 0 1 21 0 0 2 81
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 3 5 55
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 19 1 2 9 93
Does corporate green innovation behaviour impact trade credit? Evidence from China 0 0 0 4 0 1 2 17
Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market 0 0 3 7 1 2 5 30
Dynamic convergence of commodity futures: Not all types of commodities are alike 0 0 0 26 2 2 2 159
Dynamic efficiency of stock markets and exchange rates 1 2 4 22 1 2 5 117
Dynamic integration and network structure of the EMU sovereign bond markets 0 0 1 6 0 1 2 74
Dynamic relationship between Turkey and European countries during the global financial crisis 0 0 0 27 0 2 2 116
Dynamic relationship between precious metals 1 1 3 58 1 1 7 215
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications 0 0 2 34 0 3 11 162
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 9 1 1 2 51
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets 0 0 0 4 0 0 3 20
Early warning systems for currency and systemic banking crises in Vietnam 0 0 3 4 1 2 6 8
Economic policy uncertainty and green innovation: Evidence from China 0 2 4 16 3 6 22 74
Effective transfer entropy approach to information flow between exchange rates and stock markets 0 0 1 1 0 0 8 26
Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market 0 0 0 0 1 1 2 8
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 0 2 12 190
Energy, precious metals, and GCC stock markets: Is there any risk spillover? 0 0 0 18 0 1 3 78
Excessive financialization and “Original Sin Theory”: Redemption from corporate reputation 0 1 1 2 1 2 11 14
Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments 0 0 0 0 0 0 1 2
Extending the Merton model with applications to credit value adjustment 1 1 3 5 1 1 12 24
Financial Networks 0 0 1 3 0 0 3 28
Financial Networks 2019 0 0 0 5 0 1 2 24
Financial contagion during COVID–19 crisis 1 1 3 36 1 5 19 133
Financial fusion: Bridging Islamic and Green investments in the European stock market 1 1 3 8 1 3 9 16
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market 0 0 3 28 1 1 8 120
Forecasting high-frequency stock returns: a comparison of alternative methods 2 2 7 31 3 4 13 61
Generalized Hurst exponent approach to efficiency in MENA markets 0 0 0 24 0 0 4 84
Government’s awareness of Environmental protection and corporate green innovation: A natural experiment from the new environmental protection law in China 1 2 5 20 5 7 18 92
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China 0 0 3 22 1 4 18 78
Green credit policy and firm performance: What we learn from China 3 4 12 56 6 12 40 183
Green cryptocurrencies and portfolio diversification in the era of greener paths 0 0 12 15 2 8 34 41
High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 2 0 0 5 17
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets 0 0 1 13 0 2 6 65
High-frequency return and volatility spillovers among cryptocurrencies 0 0 2 13 0 1 7 34
Higher-order moment connectedness between stock and commodity markets and portfolio management 0 0 1 1 1 1 4 5
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 2 2 5 1 4 7 12
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 3 17
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices 0 0 1 8 1 1 4 40
Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period 1 1 2 5 3 4 7 16
Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market 0 0 1 9 0 0 3 34
Impact of short selling activity on market dynamics: Evidence from an emerging market 0 0 2 30 1 2 7 135
Impact of sovereign rating changes on stock market co-movements: the case of Latin America 0 0 0 5 0 1 3 30
Implied volatility indices: A review and extension in the Turkish case 0 0 1 14 0 1 2 79
Information content of order imbalance in the index options market 0 0 0 7 3 3 5 21
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 0 0 1 10
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis 0 0 2 18 1 3 8 75
Intraday efficiency-frequency nexus in the cryptocurrency markets 1 1 2 23 4 8 18 109
Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market 0 0 0 6 0 2 3 51
Investor attention and cryptocurrency market liquidity: a double-edged sword 0 1 3 4 3 6 11 17
Investor attention and environmental information disclosure quality: Evidence from heavy pollution industries in China 0 1 1 1 2 5 8 9
Investor attention and idiosyncratic risk in cryptocurrency markets 0 0 1 1 0 0 3 3
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 1 1 4 37 4 6 28 214
Jump forecasting in foreign exchange markets: A high‐frequency analysis 1 1 3 16 1 3 9 43
Learning from failures: Director interlocks and corporate misconduct 1 2 3 8 3 5 10 21
Lottery-like preferences and the MAX effect in the cryptocurrency market 0 1 1 6 4 6 7 36
Managing disease containment measures during a pandemic 0 0 1 4 0 0 2 20
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations 0 0 3 10 0 1 10 26
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment 0 0 0 1 0 0 1 7
Not all emerging markets are the same: A classification approach with correlation based networks 0 0 0 10 1 1 1 65
Other people's money: A comparison of institutional investors 0 0 0 0 0 0 3 9
Over-expected shocks and financial market security: Evidence from China's markets 0 0 0 1 1 1 3 7
Positive information shocks, investor behavior and stock price crash risk 0 0 2 18 1 2 6 42
Predictability dynamics of Islamic and conventional equity markets 1 1 1 21 1 1 2 69
Predictability dynamics of emerging sovereign CDS markets 0 0 0 11 0 2 4 65
Prediction of cryptocurrency returns using machine learning 1 1 27 148 11 20 75 458
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis 0 0 0 1 0 0 0 6
Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework 0 0 0 1 0 1 2 13
Retail vs institutional investor attention in the cryptocurrency market 1 4 10 21 3 16 35 74
Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements 0 0 0 4 0 1 4 46
Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach 1 1 2 2 1 1 3 3
Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints 0 1 11 12 2 5 22 26
STATISTICAL ANALYSIS BY WAVELET LEADERS REVEALS DIFFERENCES IN MULTI-FRACTAL CHARACTERISTICS OF STOCK PRICE AND RETURN SERIES IN TURKISH HIGH FREQUENCY DATA 0 2 3 5 0 3 9 24
Safe havens for Bitcoin and Ethereum: evidence from high-frequency data 0 0 0 0 1 5 18 18
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments 0 0 0 5 0 1 7 31
Shaping the manufacturing industry performance: MIDAS approach 0 0 0 0 0 1 1 8
Statistical arbitrage in jump-diffusion models with compound Poisson processes 1 1 3 6 1 1 8 26
Statistical arbitrage: factor investing approach 0 0 0 1 0 1 3 7
Systematic Risk in Conventional and Islamic Equity Markets 0 0 0 12 0 1 3 38
The dark side of marital leadership: Evidence from China 0 0 1 6 0 0 1 35
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives 1 1 2 49 2 3 10 158
The effectiveness of technical trading rules in cryptocurrency markets 0 0 1 38 2 5 13 122
The financial market effects of international aviation disasters 0 3 3 7 2 6 10 50
The impact of blockchain related name changes on corporate performance 1 5 7 37 2 6 20 115
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies 0 3 6 31 1 9 17 99
The influence of Bitcoin on portfolio diversification and design 0 0 1 24 2 6 14 90
The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks 0 0 0 4 0 0 6 37
The relationship between implied volatility and cryptocurrency returns 0 0 0 30 0 1 7 121
The voice of minority shareholders: Online voting and corporate social responsibility 1 1 2 10 1 2 6 41
Three channels of monetary policy international transmission: Identifying spillover effects from the US to China 1 2 5 40 2 6 23 99
Time-varying long range dependence in energy futures markets 0 0 1 19 0 0 3 94
Time-varying long range dependence in market returns of FEAS members 0 0 0 0 0 0 2 6
Time-varying long term memory in the European Union stock markets 0 0 0 25 0 0 4 81
Top executives’ great famine experience and stock price crash risk 0 0 3 8 0 0 5 23
U.S. equity and commodity futures markets: Hedging or financialization? 0 0 2 17 0 0 3 84
Unveiling financial inclusion dynamics: Fintech's resonance in Association of Southeast Asian Nations (ASEAN) 0 2 3 3 2 9 13 13
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 0 0 0 1
Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods 1 5 12 12 3 17 41 41
Volatility spillovers and hedging strategies between impact investing and agricultural commodities 0 0 1 3 1 1 6 11
Total Journal Articles 27 67 262 1,791 125 323 1,040 7,285


Statistics updated 2025-09-05