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 1 2 8
Analysis on Runs of Daily Returns in Istanbul Stock Exchange 0 0 0 35 0 0 0 70
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 11 0 0 1 25
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 6 1 2 4 22
Determinants of ICO Success and Post-ICO Performance 0 2 4 85 0 3 20 226
Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets 0 0 1 2 0 0 2 6
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 46 1 1 1 102
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 14 0 1 2 44
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 3 0 2 2 13
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States 0 0 1 20 1 2 9 65
European economic and monetary union sovereign debt markets 0 0 0 96 1 1 1 155
Financial contagion during COVID–19 crisis 0 1 1 1 0 1 6 6
How much random does European Union walk? A time-varying long memory analysis 0 0 0 46 0 0 0 89
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 3 14 1 1 4 30
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 0 0 1 29
Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market 0 0 0 20 0 1 4 53
Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market 1 1 1 5 1 3 9 39
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 1 2 7 41
Statistical arbitrage: Factor investing approach 0 0 1 20 3 3 9 88
Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management 0 0 0 0 0 0 0 0
Total Working Papers 1 4 13 439 10 24 85 1,115


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 2 70 0 1 8 271
A tale of two risks in the EMU sovereign debt markets 0 0 0 3 0 0 0 57
A view to the long-run dynamic relationship between crude oil and the major asset classes 0 0 0 52 0 1 4 256
An alternative way to track the hot money in turbulent times 0 0 0 9 0 0 2 36
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes 0 0 0 8 0 0 2 27
Analysis of cross-correlations between financial markets after the 2008 crisis 0 2 2 19 0 2 3 77
Anatomy of sovereign yield behaviour using textual news 0 0 0 0 1 1 2 2
Applications of Machine Learning Methods in Complex Economics and Financial Networks 0 0 0 11 0 0 0 29
Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs 2 2 4 4 3 6 15 15
Big data analytics, order imbalance and the predictability of stock returns 0 0 1 12 0 0 6 37
Building Eco-friendly Corporations: The Role of Minority Shareholders 1 1 3 5 2 2 13 40
Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning 0 1 3 7 0 2 5 19
Career aspirations and financial planning of young people in family businesses 2 3 6 6 7 9 14 14
Climate change exposure and cost of equity 0 3 10 10 1 5 22 22
Commonality in FX liquidity: High-frequency evidence 0 0 0 2 0 0 1 10
Commonality in ask-side vs. bid-side liquidity 0 0 0 5 0 0 1 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 1 1 1 1 2 3 3
Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy 0 1 3 4 1 3 8 10
Constructing a financial fragility index for emerging countries 0 0 0 49 0 0 1 126
Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 3 0 1 1 8
Covid-19 pandemic and tail-dependency networks of financial assets 0 1 1 3 0 1 2 22
Cross-sectoral interactions in Islamic equity markets 0 1 1 21 0 1 3 81
Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe 0 0 1 8 1 1 3 52
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 90
Does corporate green innovation behaviour impact trade credit? Evidence from China 0 0 0 4 0 1 6 16
Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market 0 0 1 4 0 0 2 25
Dynamic convergence of commodity futures: Not all types of commodities are alike 0 0 1 26 0 0 1 157
Dynamic efficiency of stock markets and exchange rates 0 0 1 19 0 0 4 114
Dynamic integration and network structure of the EMU sovereign bond markets 0 0 0 5 0 0 0 72
Dynamic relationship between Turkey and European countries during the global financial crisis 0 0 0 27 0 0 2 114
Dynamic relationship between precious metals 0 0 4 57 0 1 8 213
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications 0 1 4 34 0 2 15 156
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 9 1 1 2 50
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets 0 0 1 4 1 2 3 19
Early warning systems for currency and systemic banking crises in Vietnam 0 0 1 2 0 0 2 4
Economic policy uncertainty and green innovation: Evidence from China 0 0 3 13 1 3 19 60
Effective transfer entropy approach to information flow between exchange rates and stock markets 1 1 1 1 1 5 7 23
Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market 0 0 0 0 0 0 1 7
Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey 0 0 3 42 0 1 10 184
Energy, precious metals, and GCC stock markets: Is there any risk spillover? 0 0 1 18 0 2 3 77
Excessive financialization and “Original Sin Theory”: Redemption from corporate reputation 0 0 1 1 0 2 10 10
Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments 0 0 0 0 0 0 2 2
Extending the Merton model with applications to credit value adjustment 1 1 4 4 1 1 11 17
Financial Networks 0 0 0 2 0 1 1 26
Financial Networks 2019 0 0 0 5 0 0 0 22
Financial contagion during COVID–19 crisis 0 1 3 35 1 7 17 124
Financial fusion: Bridging Islamic and Green investments in the European stock market 2 2 7 7 2 2 10 10
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market 0 2 3 28 1 3 8 119
Forecasting high-frequency stock returns: a comparison of alternative methods 0 1 10 29 0 2 15 56
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 3 4 18 1 7 20 84
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China 0 1 5 21 1 5 20 69
Green credit policy and firm performance: What we learn from China 2 3 12 51 4 8 38 161
Green cryptocurrencies and portfolio diversification in the era of greener paths 0 3 11 12 1 7 23 25
High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 2 4 4 5 16
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets 0 0 2 12 0 1 6 60
High-frequency return and volatility spillovers among cryptocurrencies 1 2 5 13 3 5 10 32
Higher-order moment connectedness between stock and commodity markets and portfolio management 0 0 0 0 1 1 2 2
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 3 3 0 0 6 6
Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation 0 0 1 3 1 2 10 16
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices 0 0 0 7 0 1 2 38
Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period 1 1 2 4 2 2 7 11
Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market 0 1 1 9 0 2 2 33
Impact of short selling activity on market dynamics: Evidence from an emerging market 0 1 1 29 0 2 7 132
Impact of sovereign rating changes on stock market co-movements: the case of Latin America 0 0 0 5 0 1 2 29
Implied volatility indices: A review and extension in the Turkish case 0 1 1 14 0 1 1 78
Information content of order imbalance in the index options market 0 0 2 7 0 1 4 17
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 0 0 4 9
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis 0 0 1 17 0 1 7 71
Intraday efficiency-frequency nexus in the cryptocurrency markets 0 0 3 21 1 1 11 95
Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market 0 0 1 6 1 1 2 49
Investor attention and cryptocurrency market liquidity: a double-edged sword 0 2 3 3 0 2 8 8
Investor attention and environmental information disclosure quality: Evidence from heavy pollution industries in China 0 0 0 0 0 1 4 4
Investor attention and idiosyncratic risk in cryptocurrency markets 0 1 1 1 0 1 1 1
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 1 1 5 35 2 8 28 198
Jump forecasting in foreign exchange markets: A high‐frequency analysis 1 2 5 15 1 4 19 40
Learning from failures: Director interlocks and corporate misconduct 1 1 3 6 1 2 7 16
Lottery-like preferences and the MAX effect in the cryptocurrency market 0 0 0 5 0 0 3 30
Managing disease containment measures during a pandemic 0 0 0 3 0 1 3 19
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations 1 2 8 10 2 5 16 23
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment 0 0 0 1 0 1 2 7
Not all emerging markets are the same: A classification approach with correlation based networks 0 0 1 10 0 0 2 64
Other people's money: A comparison of institutional investors 0 0 0 0 0 0 2 7
Over-expected shocks and financial market security: Evidence from China's markets 0 0 1 1 1 1 5 5
Positive information shocks, investor behavior and stock price crash risk 0 0 7 18 0 0 10 39
Predictability dynamics of Islamic and conventional equity markets 0 0 0 20 1 1 1 68
Predictability dynamics of emerging sovereign CDS markets 0 0 0 11 1 1 3 62
Prediction of cryptocurrency returns using machine learning 3 9 34 136 5 15 88 422
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis 0 0 0 1 0 0 1 6
Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework 0 0 0 1 0 0 0 11
Retail vs institutional investor attention in the cryptocurrency market 0 1 3 14 3 7 20 51
Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements 0 0 1 4 2 3 5 45
Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach 0 1 1 1 0 2 2 2
Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints 2 3 7 7 3 4 15 15
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 3 2 5 15 20
Safe havens for Bitcoin and Ethereum: evidence from high-frequency data 0 0 0 0 1 13 13 13
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments 0 0 0 5 0 2 7 26
Shaping the manufacturing industry performance: MIDAS approach 0 0 0 0 0 0 0 7
Statistical arbitrage in jump-diffusion models with compound Poisson processes 2 2 4 5 3 5 8 23
Statistical arbitrage: factor investing approach 0 0 0 1 0 0 3 5
Systematic Risk in Conventional and Islamic Equity Markets 0 0 0 12 0 1 1 36
The dark side of marital leadership: Evidence from China 0 0 1 6 0 0 4 35
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives 0 0 3 48 1 2 10 153
The effectiveness of technical trading rules in cryptocurrency markets 0 0 2 38 1 2 9 114
The financial market effects of international aviation disasters 0 0 0 4 0 1 2 42
The impact of blockchain related name changes on corporate performance 0 1 6 32 1 2 14 102
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies 0 0 3 27 2 2 8 87
The influence of Bitcoin on portfolio diversification and design 0 0 0 23 1 1 6 79
The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks 0 0 0 4 1 4 9 37
The relationship between implied volatility and cryptocurrency returns 0 0 1 30 1 1 5 118
The voice of minority shareholders: Online voting and corporate social responsibility 0 0 2 8 0 2 7 37
Three channels of monetary policy international transmission: Identifying spillover effects from the US to China 0 0 9 37 0 3 25 86
Time-varying long range dependence in energy futures markets 0 0 2 19 0 1 4 94
Time-varying long range dependence in market returns of FEAS members 0 0 0 0 0 0 3 6
Time-varying long term memory in the European Union stock markets 0 0 0 25 0 3 3 80
Top executives’ great famine experience and stock price crash risk 1 1 3 7 1 2 7 22
U.S. equity and commodity futures markets: Hedging or financialization? 0 0 2 17 0 0 5 83
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 0 0 1 1
Volatility spillovers and hedging strategies between impact investing and agricultural commodities 0 0 3 3 1 1 8 8
Total Journal Articles 26 69 267 1,660 85 241 903 6,707


Statistics updated 2025-03-03