Details about Han Nazmi Ozsoylev

Access statistics for papers by Han Nazmi Ozsoylev.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: poz22

Working Papers

2023

1. Trading ambiguity: a tale of two heterogeneities
   PSE-Ecole d'économie de Paris (Postprint), HAL
   Also in Working Papers, HAL (2018)
   Post-Print, HAL (2023) View citations (1)
   See also Journal Article TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2023) View citations (1) (2023)

2020

2. Ambiguous Business Cycles: A Quantitative Assessment
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (6)
   Also in Post-Print, HAL (2020) View citations (4)
   See also Journal Article Ambiguous Business Cycles: A Quantitative Assessment, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) View citations (10) (2020)
3. Online Appendix to "Ambiguous Business Cycles: A Quantitative Assessment"
   Online Appendices, Review of Economic Dynamics View citations (5)
   See also Journal Article Ambiguous Business Cycles: A Quantitative Assessment, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) View citations (10) (2020)

2015

4. Is the revolving door of Washington a back door to excess corporate returns?
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (3)

2008

5. Hype and Dump Manipulation
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (2)
   Also in OFRC Working Papers Series, Oxford Financial Research Centre (2008) View citations (3)

2006

6. Communication Dilemma in Speculative Markets
   OFRC Working Papers Series, Oxford Financial Research Centre View citations (1)
   Also in Economics Series Working Papers, University of Oxford, Department of Economics (2006) View citations (1)

2005

7. A Dynamic Analysis of Bid-Ask Spreads with Multiple Trade Sizes
   Finance, University Library of Munich, Germany
8. Amplification and Asymmetry in Crashes and Frenzies
   OFRC Working Papers Series, Oxford Financial Research Centre
   Also in Economics Series Working Papers, University of Oxford, Department of Economics (2005)
   See also Journal Article Amplification and asymmetry in crashes and frenzies, Annals of Finance, Springer (2008) View citations (1) (2008)
9. Price, Trade Size, and Information Revelation in Multi-Period Securities Markets
   Economics Series Working Papers, University of Oxford, Department of Economics
   Also in OFRC Working Papers Series, Oxford Financial Research Centre (2005)
   Finance, University Library of Munich, Germany (2005)
   See also Journal Article Price, trade size, and information revelation in multi-period securities markets, Journal of Financial Markets, Elsevier (2010) View citations (14) (2010)

Journal Articles

2024

1. Price of Regulations: Regulatory Costs and the Cross-section of Stock Returns
   The Review of Asset Pricing Studies, 2024, 14, (3), 381-427

2023

2. Getiri Dağılımı Tahmininin Ekonomik Değeri
   Journal of Research in Economics, Politics & Finance, 2023, 8, (1), 40-58
3. TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES
   International Economic Review, 2023, 64, (3), 1127-1164 View citations (1)
   See also Working Paper Trading ambiguity: a tale of two heterogeneities, PSE-Ecole d'économie de Paris (Postprint) (2023) (2023)

2020

4. Ambiguous Business Cycles: A Quantitative Assessment
   Review of Economic Dynamics, 2020, 38, 220-237 View citations (10)
   See also Working Paper Online Appendix to "Ambiguous Business Cycles: A Quantitative Assessment", Online Appendices (2020) View citations (5) (2020)
   Working Paper Ambiguous Business Cycles: A Quantitative Assessment, TSE Working Papers (2020) View citations (6) (2020)
   Software Item Code and data files for "Ambiguous Business Cycles: A Quantitative Assessment", Computer Codes (2020) (2020)

2014

5. Investor Networks in the Stock Market
   The Review of Financial Studies, 2014, 27, (5), 1323-1366 View citations (76)

2011

6. Asset pricing in large information networks
   Journal of Economic Theory, 2011, 146, (6), 2252-2280 View citations (72)
7. Liquidity and asset prices in rational expectations equilibrium with ambiguous information
   Economic Theory, 2011, 48, (2), 469-491 View citations (70)

2010

8. Price, trade size, and information revelation in multi-period securities markets
   Journal of Financial Markets, 2010, 13, (1), 49-76 View citations (14)
   See also Working Paper Price, Trade Size, and Information Revelation in Multi-Period Securities Markets, Economics Series Working Papers (2005) (2005)

2008

9. Amplification and asymmetry in crashes and frenzies
   Annals of Finance, 2008, 4, (2), 157-181 View citations (1)
   See also Working Paper Amplification and Asymmetry in Crashes and Frenzies, OFRC Working Papers Series (2005) (2005)

Chapters

2019

1. The Lender of Last Resort in a General Equilibrium Framework
   Chapter 5 in Financial Regulation and Stability, 2019, pp 113-157

Software Items

2020

1. Code and data files for "Ambiguous Business Cycles: A Quantitative Assessment"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Ambiguous Business Cycles: A Quantitative Assessment, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) View citations (10) (2020)