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 2 8
Analysis on Runs of Daily Returns in Istanbul Stock Exchange 0 0 0 35 0 2 2 72
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 1 7 1 1 5 24
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 2 4 87 1 6 20 234
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 14 0 0 2 44
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 3 0 0 3 14
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States 0 0 0 20 0 0 6 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 0 0 4 6
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 1 14 0 0 2 30
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 0 1 1 30
Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market 0 1 1 21 0 2 5 55
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 0 0 0 0 0 1 1 1
Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market 0 0 2 6 1 4 13 44
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 1 5 42
Statistical arbitrage: Factor investing approach 0 0 0 20 2 2 9 90
Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management 0 0 0 0 0 0 0 0
Total Working Papers 0 3 12 445 6 20 86 1,141


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 70 1 3 8 274
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 0 3 256
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 0 2 19 1 1 4 78
Anatomy of sovereign yield behaviour using textual news 0 0 0 0 3 3 6 6
Applications of Machine Learning Methods in Complex Economics and Financial Networks 0 0 0 11 1 1 1 30
Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs 0 1 4 5 1 2 17 18
Big data analytics, order imbalance and the predictability of stock returns 0 0 0 12 1 1 4 38
Building Eco-friendly Corporations: The Role of Minority Shareholders 0 1 3 6 2 5 12 45
Can bilateral RMB swap reduce monetary policy spillovers from the United States to China? 0 0 0 0 0 1 1 1
Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning 0 1 4 8 0 1 6 20
Career aspirations and financial planning of young people in family businesses 0 0 7 7 2 3 24 25
Climate change exposure and cost of equity 3 8 16 18 3 12 30 36
Commonality in FX liquidity: High-frequency evidence 0 0 0 2 0 2 2 12
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 0 1 1 0 0 2 3
Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy 1 1 4 5 1 1 8 11
Constructing a financial fragility index for emerging countries 1 1 1 50 2 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 3 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 1 8 2 2 5 54
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 0 1 8 91
Does corporate green innovation behaviour impact trade credit? Evidence from China 0 0 0 4 0 0 2 16
Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market 0 2 3 7 1 3 4 29
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 1 1 3 21 1 1 5 116
Dynamic integration and network structure of the EMU sovereign bond markets 0 0 1 6 1 1 2 74
Dynamic relationship between Turkey and European countries during the global financial crisis 0 0 0 27 0 0 0 114
Dynamic relationship between precious metals 0 0 2 57 0 1 6 214
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications 0 0 3 34 1 3 12 160
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 9 0 0 1 50
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets 0 0 0 4 0 1 3 20
Early warning systems for currency and systemic banking crises in Vietnam 0 0 3 4 0 0 4 6
Economic policy uncertainty and green innovation: Evidence from China 2 3 4 16 3 8 25 71
Effective transfer entropy approach to information flow between exchange rates and stock markets 0 0 1 1 0 0 9 26
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 1 1 43 1 3 12 189
Energy, precious metals, and GCC stock markets: Is there any risk spillover? 0 0 0 18 1 1 3 78
Excessive financialization and “Original Sin Theory”: Redemption from corporate reputation 1 1 1 2 1 3 12 13
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 0 0 3 4 0 4 13 23
Financial Networks 0 1 1 3 0 2 3 28
Financial Networks 2019 0 0 0 5 0 0 1 23
Financial contagion during COVID–19 crisis 0 0 2 35 3 7 19 131
Financial fusion: Bridging Islamic and Green investments in the European stock market 0 0 3 7 0 3 9 13
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market 0 0 3 28 0 0 8 119
Forecasting high-frequency stock returns: a comparison of alternative methods 0 0 6 29 0 0 10 57
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 0 0 3 18 0 1 11 85
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China 0 1 3 22 2 6 18 76
Green credit policy and firm performance: What we learn from China 0 1 11 52 2 8 35 173
Green cryptocurrencies and portfolio diversification in the era of greener paths 0 2 14 15 3 8 31 36
High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 2 0 1 5 17
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets 0 1 2 13 0 3 6 63
High-frequency return and volatility spillovers among cryptocurrencies 0 0 3 13 0 0 8 33
Higher-order moment connectedness between stock and commodity markets and portfolio management 0 1 1 1 0 2 3 4
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 2 4 1 2 5 9
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 1 4 17
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices 0 1 1 8 0 1 3 39
Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period 0 0 1 4 1 2 4 13
Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market 0 0 1 9 0 1 3 34
Impact of short selling activity on market dynamics: Evidence from an emerging market 0 1 2 30 0 1 7 133
Impact of sovereign rating changes on stock market co-movements: the case of Latin America 0 0 0 5 0 0 2 29
Implied volatility indices: A review and extension in the Turkish case 0 0 1 14 0 0 1 78
Information content of order imbalance in the index options market 0 0 1 7 0 1 3 18
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 0 0 2 10
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis 0 1 2 18 0 1 6 72
Intraday efficiency-frequency nexus in the cryptocurrency markets 0 1 3 22 3 7 16 104
Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market 0 0 0 6 1 1 2 50
Investor attention and cryptocurrency market liquidity: a double-edged sword 1 1 3 4 3 6 8 14
Investor attention and environmental information disclosure quality: Evidence from heavy pollution industries in China 1 1 1 1 1 1 5 5
Investor attention and idiosyncratic risk in cryptocurrency markets 0 0 1 1 0 1 3 3
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 0 0 4 36 1 9 25 209
Jump forecasting in foreign exchange markets: A high‐frequency analysis 0 0 3 15 1 1 12 41
Learning from failures: Director interlocks and corporate misconduct 0 0 2 6 0 0 6 16
Lottery-like preferences and the MAX effect in the cryptocurrency market 1 1 1 6 2 2 3 32
Managing disease containment measures during a pandemic 0 1 1 4 0 1 2 20
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations 0 0 4 10 0 1 12 25
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 0 0 1 64
Other people's money: A comparison of institutional investors 0 0 0 0 0 1 3 9
Over-expected shocks and financial market security: Evidence from China's markets 0 0 0 1 0 1 3 6
Positive information shocks, investor behavior and stock price crash risk 0 0 2 18 0 0 4 40
Predictability dynamics of Islamic and conventional equity markets 0 0 0 20 0 0 1 68
Predictability dynamics of emerging sovereign CDS markets 0 0 0 11 0 1 2 63
Prediction of cryptocurrency returns using machine learning 0 7 32 147 6 15 78 444
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 1 12
Retail vs institutional investor attention in the cryptocurrency market 2 4 8 19 6 10 27 64
Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements 0 0 0 4 0 0 4 45
Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach 0 0 1 1 0 0 2 2
Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints 0 4 11 11 0 5 19 21
STATISTICAL ANALYSIS BY WAVELET LEADERS REVEALS DIFFERENCES IN MULTI-FRACTAL CHARACTERISTICS OF STOCK PRICE AND RETURN SERIES IN TURKISH HIGH FREQUENCY DATA 1 1 2 4 2 2 8 23
Safe havens for Bitcoin and Ethereum: evidence from high-frequency data 0 0 0 0 3 3 16 16
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments 0 0 0 5 0 1 6 30
Shaping the manufacturing industry performance: MIDAS approach 0 0 0 0 1 1 1 8
Statistical arbitrage in jump-diffusion models with compound Poisson processes 0 0 3 5 0 2 8 25
Statistical arbitrage: factor investing approach 0 0 0 1 1 1 4 7
Systematic Risk in Conventional and Islamic Equity Markets 0 0 0 12 0 1 2 37
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 0 0 1 48 0 1 8 155
The effectiveness of technical trading rules in cryptocurrency markets 0 0 1 38 1 3 9 118
The financial market effects of international aviation disasters 2 2 2 6 2 2 6 46
The impact of blockchain related name changes on corporate performance 3 3 5 35 3 8 17 112
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies 2 2 5 30 6 7 15 96
The influence of Bitcoin on portfolio diversification and design 0 1 1 24 2 7 10 86
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 1 30 1 3 8 121
The voice of minority shareholders: Online voting and corporate social responsibility 0 1 2 9 1 2 6 40
Three channels of monetary policy international transmission: Identifying spillover effects from the US to China 0 0 6 38 2 8 25 95
Time-varying long range dependence in energy futures markets 0 0 2 19 0 0 4 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 1 4 81
Top executives’ great famine experience and stock price crash risk 0 1 4 8 0 1 7 23
U.S. equity and commodity futures markets: Hedging or financialization? 0 0 2 17 0 0 4 84
Unveiling financial inclusion dynamics: Fintech's resonance in Association of Southeast Asian Nations (ASEAN) 2 3 3 3 4 8 8 8
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 0 0 1 1
Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods 2 6 9 9 5 10 29 29
Volatility spillovers and hedging strategies between impact investing and agricultural commodities 0 0 2 3 0 0 6 10
Total Journal Articles 27 72 266 1,751 100 257 945 7,062


Statistics updated 2025-07-04