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 14 22
Analysis on Runs of Daily Returns in Istanbul Stock Exchange 0 0 0 35 1 1 14 86
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 7 4 6 19 44
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 11 2 4 15 40
Determinants of ICO Success and Post-ICO Performance 0 0 0 87 2 2 27 265
Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets 0 0 0 2 2 5 15 22
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 46 2 3 22 125
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 2 16 2 3 15 60
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 3 2 3 15 30
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States 0 0 0 20 2 4 15 82
European economic and monetary union sovereign debt markets 0 0 0 96 0 0 5 161
Financial contagion during COVID–19 crisis 0 0 2 3 3 3 19 29
Green Finance and Decarbonization: Evidence from around the World 0 0 0 0 2 2 12 12
How are financial firms exposed to contagion during Covid-19 pandemic? 0 0 0 0 2 2 2 2
How much random does European Union walk? A time-varying long memory analysis 0 0 0 47 0 2 14 105
Impact investing: The hedge and diversification for the agricultural commodities 0 0 0 0 2 2 4 4
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 14 0 2 10 41
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 1 4 17 47
Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market 0 0 0 21 2 2 18 73
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 0 0 3 3 3 5 43 46
Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market 1 2 4 11 1 4 39 86
Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework 0 0 0 0 3 3 12 17
Statistical Arbitrage: Factor Investing Approach 0 0 0 8 3 3 15 61
Statistical arbitrage: Factor investing approach 0 0 0 20 1 2 14 112
Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management 0 0 0 0 2 2 6 6
Total Working Papers 1 2 11 458 44 69 401 1,578


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 1 1 18 295
A tale of two risks in the EMU sovereign debt markets 0 0 0 3 2 2 11 71
A view to the long-run dynamic relationship between crude oil and the major asset classes 0 0 0 54 1 2 20 279
An alternative way to track the hot money in turbulent times 0 0 0 9 2 2 15 52
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes 0 0 1 9 1 3 14 46
Analysis of cross-correlations between financial markets after the 2008 crisis 0 0 0 19 3 3 18 96
Anatomy of sovereign yield behaviour using textual news 1 2 4 8 1 3 33 48
Applications of Machine Learning Methods in Complex Economics and Financial Networks 0 0 0 11 1 1 9 42
Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs 0 0 2 7 1 1 24 48
Big data analytics, order imbalance and the predictability of stock returns 0 0 1 13 2 7 26 65
Building Eco-friendly Corporations: The Role of Minority Shareholders 0 1 3 10 2 5 22 71
Can bilateral RMB swap reduce monetary policy spillovers from the United States to China? 0 1 6 6 6 11 51 55
Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning 0 0 2 10 1 7 27 49
Career aspirations and financial planning of young people in family businesses 0 0 3 12 1 3 28 59
Cautious and conscientious or fish in troubled waters: Knightian uncertainty and financial restatement 0 0 0 0 0 2 12 12
Climate change exposure and cost of equity 2 2 6 25 4 5 39 89
Commonality in FX liquidity: High-frequency evidence 0 0 2 4 1 1 19 32
Commonality in ask-side vs. bid-side liquidity 0 0 0 5 0 0 11 102
Commonality in liquidity: Effects of monetary policy and macroeconomic announcements 0 0 0 15 2 5 15 78
Commonality in volatility among green, brown, and sustainable energy indices 0 0 0 1 4 5 16 19
Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy 0 0 0 5 3 4 27 41
Constructing a financial fragility index for emerging countries 0 0 1 52 2 2 22 153
Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 3 3 3 8 16
Covid-19 pandemic and tail-dependency networks of financial assets 0 0 1 5 2 2 19 42
Cross-sectoral interactions in Islamic equity markets 0 0 0 21 2 2 14 97
Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe 0 1 1 9 1 2 17 74
Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach 0 0 0 20 1 2 23 119
Does corporate green innovation behaviour impact trade credit? Evidence from China 0 1 3 7 2 3 21 40
Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market 0 0 1 9 5 5 26 58
Dynamic convergence of commodity futures: Not all types of commodities are alike 0 0 0 26 3 4 14 174
Dynamic efficiency of stock markets and exchange rates 0 0 1 23 1 3 23 143
Dynamic integration and network structure of the EMU sovereign bond markets 0 0 0 6 0 2 24 99
Dynamic relationship between Turkey and European countries during the global financial crisis 0 0 0 27 1 2 13 130
Dynamic relationship between precious metals 0 0 1 60 4 4 37 253
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications 0 0 0 34 3 4 22 186
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 1 10 0 0 9 60
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets 0 0 0 5 0 1 15 36
Early warning systems for currency and systemic banking crises in Vietnam 0 1 2 6 3 4 15 23
Economic policy uncertainty and green innovation: Evidence from China 1 2 6 23 2 8 45 126
Effective transfer entropy approach to information flow between exchange rates and stock markets 0 0 1 2 3 4 55 83
Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market 0 0 0 0 0 0 5 13
Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey 0 0 1 44 0 2 14 207
Energy, precious metals, and GCC stock markets: Is there any risk spillover? 0 0 1 19 1 2 19 97
Excessive financialization and “Original Sin Theory”: Redemption from corporate reputation 0 0 0 2 2 2 16 31
Exchange Rate Pass‐Through, Inflation, and Energy Prices: The Role of Central Bank Intervention and Liquidity Conditions 0 2 6 6 3 5 16 16
Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments 0 0 0 0 0 2 29 32
Extending the Merton model with applications to credit value adjustment 0 0 3 8 1 4 29 54
Financial Networks 0 0 0 3 2 2 10 38
Financial Networks 2019 0 0 0 5 2 4 17 42
Financial contagion during COVID–19 crisis 0 1 9 45 4 8 75 209
Financial fusion: Bridging Islamic and Green investments in the European stock market 0 0 4 13 1 1 21 40
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market 0 0 0 28 0 0 24 146
Forecasting high-frequency stock returns: a comparison of alternative methods 0 0 1 32 2 7 18 79
Gaining ground or losing foothold: Game-theoretic lens to unveil strategic bargaining between oil exporters and importers 0 0 0 0 4 5 23 23
Generalized Hurst exponent approach to efficiency in MENA markets 0 1 1 25 3 4 9 93
Government’s awareness of Environmental protection and corporate green innovation: A natural experiment from the new environmental protection law in China 0 0 2 22 1 6 27 121
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China 0 2 6 28 4 7 37 119
Green credit policy and firm performance: What we learn from China 1 2 9 67 4 7 72 257
Green cryptocurrencies and portfolio diversification in the era of greener paths 1 2 2 17 1 4 38 82
High frequency multiscale relationships among major cryptocurrencies: portfolio management implications 0 0 0 2 2 3 7 25
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets 0 0 1 14 1 2 20 88
High-frequency return and volatility spillovers among cryptocurrencies 0 0 0 14 4 6 22 59
Higher-order moment connectedness between stock and commodity markets and portfolio management 0 0 1 2 0 3 26 31
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 2 8 2 3 20 37
Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation 0 0 0 3 1 1 16 36
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices 0 0 1 9 1 1 13 53
Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period 0 0 1 6 1 2 18 37
Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market 0 0 0 9 1 1 15 51
Impact of short selling activity on market dynamics: Evidence from an emerging market 0 0 2 32 1 1 18 155
Impact of sovereign rating changes on stock market co-movements: the case of Latin America 0 0 0 5 2 2 9 42
Implied volatility indices: A review and extension in the Turkish case 0 0 0 14 3 5 31 113
Information content of order imbalance in the index options market 0 0 1 8 4 5 25 48
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 0 0 10 23
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis 0 0 2 20 0 1 32 109
Intraday efficiency-frequency nexus in the cryptocurrency markets 0 0 3 26 2 3 22 132
Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market 0 0 0 6 0 0 8 60
Investor attention and cryptocurrency market liquidity: a double-edged sword 0 0 2 6 4 11 42 60
Investor attention and environmental information disclosure quality: Evidence from heavy pollution industries in China 0 0 3 5 0 1 18 30
Investor attention and idiosyncratic risk in cryptocurrency markets 0 0 1 2 2 2 15 18
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? 2 2 23 61 17 44 285 505
Jump forecasting in foreign exchange markets: A high‐frequency analysis 1 1 3 19 1 3 27 71
Learning from failures: Director interlocks and corporate misconduct 0 0 3 12 0 1 29 52
Lottery-like preferences and the MAX effect in the cryptocurrency market 1 1 1 7 8 13 28 64
Managing disease containment measures during a pandemic 0 0 0 4 1 1 9 29
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations 0 0 3 15 0 0 20 50
Modeling intraday jumps and cojumps in oil and currency markets: the role of U.S. macroeconomic news 0 1 1 1 4 5 5 5
Navigating uncertainty: Interconnections among carbon futures, geopolitical risk, and US energy markets 1 1 1 1 3 4 4 4
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment 0 0 1 2 0 4 17 25
Not all emerging markets are the same: A classification approach with correlation based networks 0 0 0 10 0 0 7 72
Other people's money: A comparison of institutional investors 0 1 1 1 5 6 21 31
Over-expected shocks and financial market security: Evidence from China's markets 0 0 0 1 2 3 28 35
Positive information shocks, investor behavior and stock price crash risk 0 0 0 18 2 4 31 75
Predictability dynamics of Islamic and conventional equity markets 0 0 1 22 1 1 18 87
Predictability dynamics of emerging sovereign CDS markets 0 0 0 11 1 1 16 82
Prediction of cryptocurrency returns using machine learning 0 2 13 164 8 16 82 560
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis 0 0 0 1 1 2 10 18
Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework 0 0 0 1 2 4 21 34
Retail vs institutional investor attention in the cryptocurrency market 0 0 0 21 4 8 47 124
Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements 1 1 1 5 3 3 20 68
Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach 0 0 1 4 0 1 16 22
Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints 0 0 3 17 4 6 32 63
STATISTICAL ANALYSIS BY WAVELET LEADERS REVEALS DIFFERENCES IN MULTI-FRACTAL CHARACTERISTICS OF STOCK PRICE AND RETURN SERIES IN TURKISH HIGH FREQUENCY DATA 0 0 1 6 1 2 20 44
Safe havens for Bitcoin and Ethereum: evidence from high-frequency data 0 0 0 0 1 5 37 59
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments 1 1 4 9 3 8 26 59
Shaping the manufacturing industry performance: MIDAS approach 0 0 0 0 3 4 16 24
Statistical arbitrage in jump-diffusion models with compound Poisson processes 0 0 0 6 1 3 21 47
Statistical arbitrage: factor investing approach 0 0 0 2 1 2 20 29
Sustainable ETFs: A Systematic Bibliometric Analysis 0 0 2 2 2 4 17 17
Systematic Risk in Conventional and Islamic Equity Markets 0 0 0 12 0 1 8 47
Systemic risk sharing among conventional and socially responsible investments 0 0 6 6 3 4 23 23
The dark side of marital leadership: Evidence from China 0 0 1 7 2 5 25 60
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives 0 0 2 51 2 2 17 176
The effectiveness of technical trading rules in cryptocurrency markets 0 1 5 43 28 50 100 223
The financial market effects of international aviation disasters 0 0 3 10 0 1 25 78
The impact of blockchain related name changes on corporate performance 0 0 3 40 1 3 37 156
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies 0 0 4 35 4 7 43 146
The influence of Bitcoin on portfolio diversification and design 0 0 2 26 3 3 34 130
The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks 0 0 1 5 2 2 17 58
The relationship between implied volatility and cryptocurrency returns 1 1 5 37 3 3 38 163
The voice of minority shareholders: Online voting and corporate social responsibility 0 0 1 11 6 7 20 64
Three channels of monetary policy international transmission: Identifying spillover effects from the US to China 1 1 4 44 6 8 57 159
Time-varying long range dependence in energy futures markets 0 0 0 19 2 2 11 106
Time-varying long range dependence in market returns of FEAS members 0 0 0 0 1 1 9 16
Time-varying long term memory in the European Union stock markets 0 0 0 25 1 3 12 95
Top executives’ great famine experience and stock price crash risk 0 0 1 9 1 2 18 45
U.S. equity and commodity futures markets: Hedging or financialization? 0 0 0 17 2 5 20 105
Unveiling financial inclusion dynamics: Fintech's resonance in Association of Southeast Asian Nations (ASEAN) 0 0 5 10 0 3 37 55
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 1 2 7 9
Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods 1 2 15 31 3 18 100 157
Volatility spillovers and hedging strategies between impact investing and agricultural commodities 0 0 2 5 0 0 15 28
Total Journal Articles 16 37 238 2,069 293 545 3,366 10,921


Statistics updated 2026-11-12