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 4 14 22
Analysis on Runs of Daily Returns in Istanbul Stock Exchange 0 0 0 35 0 7 13 85
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 11 0 0 11 36
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 7 0 4 13 37
Determinants of ICO Success and Post-ICO Performance 0 0 0 87 0 3 28 262
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 0 4 20 122
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 2 16 0 4 13 57
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 3 1 4 13 27
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States 0 0 0 20 0 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 4 12 102
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 2 9 39
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 0 2 13 43
Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market 0 0 0 21 1 2 15 70
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 0 0 3 3 2 9 31 32
Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market 0 0 3 9 3 10 38 82
Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework 0 0 0 0 0 1 10 14
Statistical Arbitrage: Factor Investing Approach 0 0 1 8 0 0 16 58
Statistical arbitrage: Factor investing approach 0 0 0 20 0 0 20 110
Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management 0 0 0 0 0 2 4 4
Total Working Papers 0 0 11 456 8 70 355 1,496


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 19 293
A tale of two risks in the EMU sovereign debt markets 0 0 0 3 0 4 11 68
A view to the long-run dynamic relationship between crude oil and the major asset classes 0 0 2 54 3 7 20 276
An alternative way to track the hot money in turbulent times 0 0 0 9 0 2 13 49
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes 0 0 1 9 0 4 16 43
Analysis of cross-correlations between financial markets after the 2008 crisis 0 0 0 19 0 5 15 93
Anatomy of sovereign yield behaviour using textual news 0 0 6 6 1 5 38 44
Applications of Machine Learning Methods in Complex Economics and Financial Networks 0 0 0 11 0 2 10 40
Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs 1 2 2 7 2 5 27 45
Big data analytics, order imbalance and the predictability of stock returns 0 0 1 13 0 4 20 58
Building Eco-friendly Corporations: The Role of Minority Shareholders 0 1 3 9 0 5 20 65
Can bilateral RMB swap reduce monetary policy spillovers from the United States to China? 0 1 5 5 0 15 42 43
Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning 0 0 2 10 2 8 22 42
Career aspirations and financial planning of young people in family businesses 0 2 5 12 0 6 29 54
Cautious and conscientious or fish in troubled waters: Knightian uncertainty and financial restatement 0 0 0 0 0 1 9 9
Climate change exposure and cost of equity 0 1 5 23 3 6 46 82
Commonality in FX liquidity: High-frequency evidence 1 1 2 4 1 1 19 31
Commonality in ask-side vs. bid-side liquidity 0 0 0 5 0 3 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 1 9 12
Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy 0 0 0 5 1 6 26 37
Constructing a financial fragility index for emerging countries 0 0 2 52 0 1 22 150
Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 3 0 1 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 17 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 8 26 117
Does corporate green innovation behaviour impact trade credit? Evidence from China 0 1 2 6 0 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 3 7 24 53
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 1 1 2 23 3 8 24 140
Dynamic integration and network structure of the EMU sovereign bond markets 0 0 0 6 1 5 23 97
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 2 10 34 248
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications 0 0 0 34 0 3 20 180
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 1 1 1 10 2 3 10 60
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets 0 0 1 5 0 3 15 35
Early warning systems for currency and systemic banking crises in Vietnam 0 0 1 5 0 2 13 19
Economic policy uncertainty and green innovation: Evidence from China 1 2 5 21 2 16 45 116
Effective transfer entropy approach to information flow between exchange rates and stock markets 0 1 1 2 0 11 51 77
Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market 0 0 0 0 1 3 6 13
Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey 1 1 1 44 1 5 16 205
Energy, precious metals, and GCC stock markets: Is there any risk spillover? 0 0 1 19 0 5 16 94
Excessive financialization and “Original Sin Theory”: Redemption from corporate reputation 0 0 0 2 0 4 15 28
Exchange Rate Pass‐Through, Inflation, and Energy Prices: The Role of Central Bank Intervention and Liquidity Conditions 0 2 2 2 2 5 5 5
Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments 0 0 0 0 2 10 28 30
Extending the Merton model with applications to credit value adjustment 1 1 4 8 1 4 25 48
Financial Networks 0 0 0 3 0 1 7 35
Financial Networks 2019 0 0 0 5 0 5 15 38
Financial contagion during COVID–19 crisis 2 3 9 44 8 24 68 199
Financial fusion: Bridging Islamic and Green investments in the European stock market 1 1 6 13 2 8 26 39
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market 0 0 0 28 0 7 24 143
Forecasting high-frequency stock returns: a comparison of alternative methods 0 1 3 32 0 6 14 71
Gaining ground or losing foothold: Game-theoretic lens to unveil strategic bargaining between oil exporters and importers 0 0 0 0 0 11 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 0 4 22 0 0 29 114
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China 1 1 4 26 3 7 36 112
Green credit policy and firm performance: What we learn from China 1 3 13 65 9 37 76 249
Green cryptocurrencies and portfolio diversification in the era of greener paths 0 0 0 15 0 8 40 76
High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 2 0 1 5 22
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets 0 1 1 14 1 9 22 85
High-frequency return and volatility spillovers among cryptocurrencies 0 0 1 14 0 1 18 51
Higher-order moment connectedness between stock and commodity markets and portfolio management 0 0 1 2 1 3 22 26
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 8 1 7 25 34
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 4 18 35
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices 0 0 1 9 0 1 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 2 22 35
Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market 0 0 0 9 0 3 16 50
Impact of short selling activity on market dynamics: Evidence from an emerging market 0 1 2 32 2 6 20 153
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 2 30 108
Information content of order imbalance in the index options market 1 1 1 8 4 8 23 41
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 7 34 106
Intraday efficiency-frequency nexus in the cryptocurrency markets 0 1 3 25 3 8 24 128
Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market 0 0 0 6 0 2 10 60
Investor attention and cryptocurrency market liquidity: a double-edged sword 0 0 2 6 1 7 32 46
Investor attention and environmental information disclosure quality: Evidence from heavy pollution industries in China 0 1 4 5 0 6 23 28
Investor attention and idiosyncratic risk in cryptocurrency markets 1 1 1 2 2 6 12 15
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 3 10 21 57 40 105 209 418
Jump forecasting in foreign exchange markets: A high‐frequency analysis 0 0 3 18 1 5 27 68
Learning from failures: Director interlocks and corporate misconduct 1 3 6 12 3 11 32 48
Lottery-like preferences and the MAX effect in the cryptocurrency market 0 0 0 6 0 5 19 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 7 25 50
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment 1 1 1 2 2 5 13 20
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 2 10 16 25
Over-expected shocks and financial market security: Evidence from China's markets 0 0 0 1 0 7 26 32
Positive information shocks, investor behavior and stock price crash risk 0 0 0 18 0 5 31 71
Predictability dynamics of Islamic and conventional equity markets 0 0 2 22 1 3 18 86
Predictability dynamics of emerging sovereign CDS markets 0 0 0 11 0 3 17 80
Prediction of cryptocurrency returns using machine learning 0 3 14 161 4 20 98 542
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis 0 0 0 1 0 1 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 2 21 1 6 51 115
Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements 0 0 0 4 0 5 19 64
Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach 0 0 3 4 1 4 19 21
Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints 0 0 6 17 5 14 36 57
STATISTICAL ANALYSIS BY WAVELET LEADERS REVEALS DIFFERENCES IN MULTI-FRACTAL CHARACTERISTICS OF STOCK PRICE AND RETURN SERIES IN TURKISH HIGH FREQUENCY DATA 0 0 2 6 1 4 19 42
Safe havens for Bitcoin and Ethereum: evidence from high-frequency data 0 0 0 0 3 10 38 54
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments 1 1 2 7 1 5 20 50
Shaping the manufacturing industry performance: MIDAS approach 0 0 0 0 0 0 12 20
Statistical arbitrage in jump-diffusion models with compound Poisson processes 0 0 1 6 0 4 18 43
Statistical arbitrage: factor investing approach 0 0 1 2 0 3 19 26
Sustainable ETFs: A Systematic Bibliometric Analysis 0 1 2 2 2 7 11 11
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 0 5 5 0 1 17 17
The dark side of marital leadership: Evidence from China 0 0 1 7 0 1 19 54
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives 0 0 3 51 0 4 19 174
The effectiveness of technical trading rules in cryptocurrency markets 1 1 3 41 5 9 49 167
The financial market effects of international aviation disasters 0 1 4 10 1 8 31 77
The impact of blockchain related name changes on corporate performance 1 2 5 40 1 17 40 152
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies 0 0 4 34 2 9 39 135
The influence of Bitcoin on portfolio diversification and design 1 2 2 26 1 6 41 127
The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks 0 1 1 5 0 2 19 56
The relationship between implied volatility and cryptocurrency returns 0 1 5 35 0 7 37 158
The voice of minority shareholders: Online voting and corporate social responsibility 0 0 2 11 0 2 17 57
Three channels of monetary policy international transmission: Identifying spillover effects from the US to China 1 3 5 43 7 20 52 147
Time-varying long range dependence in energy futures markets 0 0 0 19 1 3 10 104
Time-varying long range dependence in market returns of FEAS members 0 0 0 0 0 1 9 15
Time-varying long term memory in the European Union stock markets 0 0 0 25 0 2 11 92
Top executives’ great famine experience and stock price crash risk 0 1 1 9 1 4 20 43
U.S. equity and commodity futures markets: Hedging or financialization? 0 0 0 17 1 3 15 99
Unveiling financial inclusion dynamics: Fintech's resonance in Association of Southeast Asian Nations (ASEAN) 0 3 7 10 3 13 41 49
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 0 2 6 7
Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods 0 8 18 27 6 35 106 135
Volatility spillovers and hedging strategies between impact investing and agricultural commodities 0 1 2 5 0 5 18 28
Total Journal Articles 24 78 268 2,019 166 840 3,161 10,223


Statistics updated 2026-07-10