Arie Eskenazi Gozluklu

University of Warwick

Associate Professor

Gibbet Hill Rd

Coventry, CV4 7AL

Great Britain

http://www.arieskenazi.com

SCHOLARLY PAPERS

14

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2,980

SSRN CITATIONS
Rank 21,563

SSRN RANKINGS

Top 21,563

in Total Papers Citations

26

CROSSREF CITATIONS

21

Scholarly Papers (14)

1.

Global Political Risk and Currency Momentum

Number of pages: 95 Posted: 01 Nov 2014 Last Revised: 11 Mar 2016
Ilias Filippou, Arie Eskenazi Gozluklu and Mark P. Taylor
Washington University in St. Louis - John M. Olin Business School, University of Warwick and Washington University in St. Louis - John M. Olin Business School
Downloads 586 (57,152)
Citation 9

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Currency Momentum, FX Risk premium, Limits to Arbitrage, Political Risk

2.

ETF Arbitrage and International Diversification

WBS Finance Group Research Paper No. 260
Number of pages: 63 Posted: 10 Dec 2018 Last Revised: 05 Jan 2021
Ilias Filippou, Arie Eskenazi Gozluklu and Hari Rozental
Washington University in St. Louis - John M. Olin Business School, University of Warwick and University of Warwick, Warwick Business School, Students
Downloads 505 (68,766)

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ETFs, equity market correlation, limits to arbitrage, VIX.

3.

Demographics and the Behavior of Interest Rates

WBS Finance Group Research Paper No. 172
Number of pages: 56 Posted: 29 Feb 2012 Last Revised: 26 Dec 2019
Carlo A. Favero, Arie Eskenazi Gozluklu and Haoxi Yang
Bocconi University - Department of Finance, University of Warwick and Nankai University
Downloads 289 (130,122)
Citation 11

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demographics, term-structure models, forecasting, economic value

4.

Long-Run Factors and Fluctuations in Dividend/Price

EFA 2009 Bergen Meetings Paper, WBS Finance Group Research Paper No. 110
Number of pages: 58 Posted: 14 Feb 2009 Last Revised: 23 Dec 2019
Carlo A. Favero, Arie Eskenazi Gozluklu and Andrea Tamoni
Bocconi University - Department of Finance, University of Warwick and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 248 (152,076)

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error correction, long run predictability, equity premium, demographics

5.

Pre-Trade Transparency and Informed Trading: Experimental Evidence on Undisclosed Orders

Number of pages: 65 Posted: 15 Mar 2010 Last Revised: 29 Oct 2015
Arie Eskenazi Gozluklu
University of Warwick
Downloads 230 (163,498)
Citation 9

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Undisclosed orders, hidden liquidity, information asymmetry, market opacity, insider trading

6.

Speculator Spreading Pressure and the Commodity Futures Risk Premium

WBS Finance Group Research Paper
Number of pages: 76 Posted: 28 Jul 2020 Last Revised: 31 Mar 2021
Yujing Gong, Arie Eskenazi Gozluklu and Gi H. Kim
University of Warwick, Warwick Business School, Students, University of Warwick and Warwick Business School - University of Warwick
Downloads 210 (178,249)

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commodity financialization, speculative spread trades, commodity futures term structure

7.

Intraday Rallies and Crashes: Spillovers of Trading Halts

Number of pages: 46 Posted: 30 Oct 2015 Last Revised: 16 May 2016
Bei Cui and Arie Eskenazi Gozluklu
Monash Centre for Financial Studies, Monash Business School, Monash University and University of Warwick
Downloads 206 (181,443)

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circuit breakers, trading halts, arbitrage, momentum, pairs trading

8.

News and Trading After Hours

Number of pages: 70 Posted: 11 Mar 2021
Bei Cui and Arie Eskenazi Gozluklu
Monash Centre for Financial Studies, Monash Business School, Monash University and University of Warwick
Downloads 165 (220,737)

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After-hours trading, news events, liquidity, insider trades, Robinhood, index reconstitutions

9.

Lot Size Constraints and Market Quality: Evidence from the Borsa Italiana

Financial Management, Vol. 44, Issue 4, pp. 905-945, 2015 , WBS Finance Group Research Paper No. 146
Number of pages: 67 Posted: 21 Oct 2010 Last Revised: 23 Dec 2019
Arie Eskenazi Gozluklu, Pietro Perotti, Barbara Rindi and Roberta Fredella
University of Warwick, University of Bath - School of Management, Bocconi University and IGIER and Baffi Carefin and Bocconi University
Downloads 137 (257,159)

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minimum trade unit constraint, limit order book, market liquidity, adverse selection costs

10.

Central Bank Reserves and Currency Volatility

WBS Finance Group Research Paper
Number of pages: 50 Posted: 27 Jun 2019 Last Revised: 07 May 2020
Alex Luiz Ferreira, Arie Eskenazi Gozluklu and Joao Mainente
University of São Paulo, University of Warwick and Gol airlines
Downloads 116 (290,925)

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exchange rate, central bank interventions, reserve accumulation

11.

The Information Content of Trump Tweets and the Currency Market

Number of pages: 89 Posted: 04 Jan 2021 Last Revised: 08 Jan 2021
Ilias Filippou, Arie Eskenazi Gozluklu, My T. Nguyen and Ganesh Viswanath-Natraj
Washington University in St. Louis - John M. Olin Business School, University of Warwick, University of Warwick - Warwick Business School and University of Warwick - Warwick Business School
Downloads 114 (294,403)

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Foreign Exchange market, Textual Analysis, Trump Tweets

U.S. Populist Rhetoric and Currency Returns

WBS Finance Group Research Paper
Number of pages: 81 Posted: 19 Jun 2020 Last Revised: 08 Jan 2021
Ilias Filippou, Arie Eskenazi Gozluklu, My T. Nguyen and Mark P. Taylor
Washington University in St. Louis - John M. Olin Business School, University of Warwick, University of Warwick - Warwick Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 102 (319,967)

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Populism, Foreign Exchange market, Textual Analysis

U.S. Populist Rhetoric and Currency Returns

CEPR Discussion Paper No. DP15054
Number of pages: 87 Posted: 28 Jul 2020 Last Revised: 16 Aug 2020
Ilias Filippou, Arie Eskenazi Gozluklu, My T. Nguyen and Mark P. Taylor
Washington University in St. Louis - John M. Olin Business School, University of Warwick, University of Warwick - Warwick Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 1 (813,473)
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Foreign exchange market, populism, textual analysis

13.

Primacy in Stock Market Participation: The Effect of Initial Returns on Market Re-Entry Decisions

European Journal of Finance, Vol. 25, 883-909, 2019
Number of pages: 66 Posted: 26 Aug 2017 Last Revised: 19 Nov 2020
Ozlem Arikan, Arie Eskenazi Gozluklu, Gi H. Kim and Hiroaki Sakaguchi
Aston Business School, University of Warwick, Warwick Business School - University of Warwick and University of Warwick
Downloads 68 (404,730)

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Individual Investor Behavior, Stock Market Participation, Experiential Learning, Primacy Effect, Stock Market Re-entry Decision

14.

Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns

CEPR Discussion Paper No. DP7734
Number of pages: 50 Posted: 17 Mar 2010
Carlo A. Favero, Arie Eskenazi Gozluklu and Andrea Tamoni
Bocconi University - Department of Finance, University of Warwick and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 3 (756,516)
Citation 8
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demographics, dynamic dividend growth model, long run returns predictability