EconPapers    
Economics at your fingertips  
 

Details about Ahmet Sensoy

Workplace:İşletme Fakültesi (Faculty of Business Administration), Bilkent Üniversitesi (Bilkent University), (more information at EDIRC)

Access statistics for papers by Ahmet Sensoy.

Last updated 2021-03-06. Update your information in the RePEc Author Service.

Short-id: pse604


Jump to Journal Articles

Working Papers

2021

  1. Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Interest Rate Uncertainty and the Predictability of Bank Revenues
    Working Papers, Copenhagen Business School, Department of Economics Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2020) Downloads
  3. Statistical arbitrage: Factor investing approach
    MPRA Paper, University Library of Munich, Germany Downloads

2020

  1. Broker Network Connectivity and the Cross-Section of Expected Stock Returns
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States
    MPRA Paper, University Library of Munich, Germany Downloads

2019

  1. Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey Downloads View citations (2)
    See also Journal Article in International Review of Financial Analysis (2019)

2015

  1. European economic and monetary union sovereign debt markets
    Policy Research Working Paper Series, The World Bank Downloads View citations (4)

2014

  1. Dynamic spanning trees in stock market networks: The case of Asia-Pacific
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (18)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2014)

2013

  1. How much random does European Union walk? A time-varying long memory analysis
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)

2012

  1. Analysis on Runs of Daily Returns in Istanbul Stock Exchange
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2021

  1. Covid-19 pandemic and tail-dependency networks of financial assets
    Finance Research Letters, 2021, 38, (C) Downloads
  2. Financial contagion during COVID–19 crisis
    Finance Research Letters, 2021, 38, (C) Downloads
  3. Prediction of cryptocurrency returns using machine learning
    Annals of Operations Research, 2021, 297, (1), 3-36 Downloads

2020

  1. Applications of Machine Learning Methods in Complex Economics and Financial Networks
    Complexity, 2020, 2020, 1-2 Downloads
  2. Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach
    Research in International Business and Finance, 2020, 53, (C) Downloads View citations (4)
  3. Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices
    Resources Policy, 2020, 69, (C) Downloads View citations (1)
  4. Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market
    International Review of Financial Analysis, 2020, 68, (C) Downloads
  5. Intraday efficiency-frequency nexus in the cryptocurrency markets
    Finance Research Letters, 2020, 35, (C) Downloads View citations (3)
  6. Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework
    International Review of Law and Economics, 2020, 63, (C) Downloads View citations (1)
  7. Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements
    Technological Forecasting and Social Change, 2020, 159, (C) Downloads View citations (3)
  8. The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives
    Finance Research Letters, 2020, 34, (C) Downloads View citations (12)
  9. The financial market effects of international aviation disasters
    International Review of Financial Analysis, 2020, 69, (C) Downloads View citations (3)
  10. The impact of blockchain related name changes on corporate performance
    Journal of Corporate Finance, 2020, 65, (C) Downloads View citations (2)
  11. The influence of Bitcoin on portfolio diversification and design
    Finance Research Letters, 2020, 37, (C) Downloads View citations (1)
  12. The relationship between implied volatility and cryptocurrency returns
    Finance Research Letters, 2020, 33, (C) Downloads View citations (5)
  13. U.S. equity and commodity futures markets: Hedging or financialization?
    Energy Economics, 2020, 86, (C) Downloads View citations (2)

2019

  1. Commonality in ask-side vs. bid-side liquidity
    Finance Research Letters, 2019, 28, (C), 198-207 Downloads View citations (2)
  2. Dynamic integration and network structure of the EMU sovereign bond markets
    Annals of Operations Research, 2019, 281, (1), 297-314 Downloads View citations (6)
  3. Energy, precious metals, and GCC stock markets: Is there any risk spillover?
    Pacific-Basin Finance Journal, 2019, 56, (C), 45-70 Downloads View citations (5)
  4. Financial Networks 2019
    Complexity, 2019, 2019, 1-2 Downloads
  5. High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
    The North American Journal of Economics and Finance, 2019, 50, (C) Downloads View citations (6)
  6. Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis
    Finance Research Letters, 2019, 31, (C), 19-25 Downloads View citations (15)
  7. Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market
    International Review of Financial Analysis, 2019, 64, (C), 1-12 Downloads View citations (2)
    See also Working Paper (2019)
  8. The effectiveness of technical trading rules in cryptocurrency markets
    Finance Research Letters, 2019, 31, (C), 32-37 Downloads View citations (13)
  9. The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies
    Finance Research Letters, 2019, 28, (C), 68-73 Downloads View citations (49)

2018

  1. A tale of two risks in the EMU sovereign debt markets
    Economics Letters, 2018, 172, (C), 102-106 Downloads
  2. Financial Networks
    Complexity, 2018, 2018, 1-2 Downloads View citations (13)
  3. Implied volatility indices: A review and extension in the Turkish case
    International Review of Financial Analysis, 2018, 60, (C), 151-161 Downloads View citations (1)

2017

  1. Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes
    Applied Economics, 2017, 49, (25), 2456-2479 Downloads View citations (5)
  2. Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
    Energy Economics, 2017, 67, (C), 454-475 Downloads View citations (29)
  3. Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market
    Journal of Financial Stability, 2017, 31, (C), 62-80 Downloads View citations (6)
  4. Not all emerging markets are the same: A classification approach with correlation based networks
    Journal of Financial Stability, 2017, 33, (C), 163-186 Downloads View citations (4)
  5. Predictability dynamics of emerging sovereign CDS markets
    Economics Letters, 2017, 161, (C), 5-9 Downloads View citations (5)

2016

  1. Commonality in liquidity: Effects of monetary policy and macroeconomic announcements
    Finance Research Letters, 2016, 16, (C), 125-131 Downloads View citations (9)
  2. Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe
    Economic Systems, 2016, 40, (4), 552-567 Downloads View citations (2)
  3. Dynamic efficiency of stock markets and exchange rates
    International Review of Financial Analysis, 2016, 47, (C), 353-371 Downloads View citations (8)
  4. Impact of sovereign rating changes on stock market co-movements: the case of Latin America
    Applied Economics, 2016, 48, (28), 2600-2610 Downloads View citations (2)
  5. Systematic Risk in Conventional and Islamic Equity Markets
    International Review of Finance, 2016, 16, (3), 457-466 Downloads View citations (14)

2015

  1. An alternative way to track the hot money in turbulent times
    Physica A: Statistical Mechanics and its Applications, 2015, 419, (C), 215-220 Downloads View citations (1)
  2. Cross-sectoral interactions in Islamic equity markets
    Pacific-Basin Finance Journal, 2015, 32, (C), 1-20 Downloads View citations (31)
  3. Dynamic convergence of commodity futures: Not all types of commodities are alike
    Resources Policy, 2015, 44, (C), 150-160 Downloads View citations (31)
  4. Predictability dynamics of Islamic and conventional equity markets
    The North American Journal of Economics and Finance, 2015, 31, (C), 222-248 Downloads View citations (21)
  5. Shaping the manufacturing industry performance: MIDAS approach
    Chaos, Solitons & Fractals, 2015, 77, (C), 286-290 Downloads View citations (1)
  6. Time-varying long term memory in the European Union stock markets
    Physica A: Statistical Mechanics and its Applications, 2015, 436, (C), 147-158 Downloads View citations (18)

2014

  1. A comparative analysis of the dynamic relationship between oil prices and exchange rates
    Journal of International Financial Markets, Institutions and Money, 2014, 32, (C), 397-414 Downloads View citations (35)
  2. A view to the long-run dynamic relationship between crude oil and the major asset classes
    International Review of Economics & Finance, 2014, 33, (C), 286-299 Downloads View citations (15)
  3. Constructing a financial fragility index for emerging countries
    Finance Research Letters, 2014, 11, (4), 410-419 Downloads View citations (6)
  4. Dynamic relationship between Turkey and European countries during the global financial crisis
    Economic Modelling, 2014, 40, (C), 290-298 Downloads View citations (9)
  5. Dynamic spanning trees in stock market networks: The case of Asia-Pacific
    Physica A: Statistical Mechanics and its Applications, 2014, 414, (C), 387-402 Downloads View citations (11)
    See also Working Paper (2014)
  6. Effective transfer entropy approach to information flow between exchange rates and stock markets
    Chaos, Solitons & Fractals, 2014, 68, (C), 180-185 Downloads View citations (5)
  7. Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey
    Economic Modelling, 2014, 43, (C), 448-457 Downloads View citations (15)
  8. Impact of short selling activity on market dynamics: Evidence from an emerging market
    Journal of Financial Stability, 2014, 15, (C), 53-62 Downloads View citations (7)
  9. Time-varying long range dependence in energy futures markets
    Energy Economics, 2014, 46, (C), 318-327 Downloads View citations (18)

2013

  1. Analysis of cross-correlations between financial markets after the 2008 crisis
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (20), 5027-5045 Downloads View citations (13)
  2. Dynamic relationship between precious metals
    Resources Policy, 2013, 38, (4), 504-511 Downloads View citations (51)
  3. Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market
    Chaos, Solitons & Fractals, 2013, 57, (C), 85-88 Downloads View citations (3)
  4. Generalized Hurst exponent approach to efficiency in MENA markets
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (20), 5019-5026 Downloads View citations (17)
  5. Time-varying long range dependence in market returns of FEAS members
    Chaos, Solitons & Fractals, 2013, 53, (C), 39-45 Downloads View citations (2)
 
Page updated 2021-03-07