Arie Eskenazi Gozluklu

University of Warwick

Associate Professor

Gibbet Hill Rd

Coventry, CV4 7AL

Great Britain

http://www.arieskenazi.com

  • University of Warwick

SCHOLARLY PAPERS

15

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4,837

SSRN CITATIONS
Rank 16,314

SSRN RANKINGS

Top 16,314

in Total Papers Citations

57

CROSSREF CITATIONS

23

Scholarly Papers (15)

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1.

ETF Arbitrage and International Diversification

AFA 2022 Annual Meeting, WBS Finance Group Research Paper No. 260
Number of pages: 70 Posted: 10 Dec 2018 Last Revised: 16 Feb 2022
Ilias Filippou, Arie Eskenazi Gozluklu and Hari Rozental
Washington University in St. Louis - John M. Olin Business School, University of Warwick and Ryedale Inc.
Downloads 810 (53,124)

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

2.

Spreading Positions and the Commodity Futures Risk Premium

WBS Finance Group Research Paper, WFA 2020 Annual Meeting
Number of pages: 80 Posted: 28 Jul 2020 Last Revised: 05 Oct 2023
Yujing Gong, Arie Eskenazi Gozluklu and Gi H. Kim
Systemic Risk Centre, London School of Economics, University of Warwick and Warwick Business School - University of Warwick
Downloads 701 (64,422)
Citation 1

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commodity financialization, speculative spread trades, commodity futures term structure

3.

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 663 (69,163)
Citation 22

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

4.

News and Trading After Hours

Number of pages: 69 Posted: 11 Mar 2021 Last Revised: 22 Nov 2023
Bei Cui and Arie Eskenazi Gozluklu
Monash Centre for Financial Studies, Monash Business School, Monash University and University of Warwick
Downloads 434 (116,260)
Citation 1

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

5.

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 Economics, University of Warwick and Nankai University
Downloads 315 (165,954)
Citation 14

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demographics, term-structure models, forecasting, economic value

6.

Signal in the Noise: Trump Tweets and the Currency Market

Number of pages: 67 Posted: 04 Jan 2021 Last Revised: 27 Nov 2023
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, Washington University in St Louis, John M. Olin Business School and Warwick Business School
Downloads 311 (168,226)
Citation 2

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Foreign exchange market, textual analysis, Trump, X (Twitter)

7.

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 Economics, University of Warwick and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 269 (195,369)

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error correction, long run predictability, equity premium, demographics

8.

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 256 (205,302)
Citation 2

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

9.

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 246 (213,507)
Citation 9

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

10.

U.S. Populism and Currency Risk Premia

Downloads 211 (247,086)

U.S. Populism and Currency Risk Premia

WBS Finance Group Research Paper
Number of pages: 75 Posted: 19 Jun 2020 Last Revised: 13 Jul 2023
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, Washington University in St Louis, John M. Olin Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 210 (247,620)

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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, Washington University in St Louis, John M. Olin Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 1 (1,092,784)
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Foreign exchange market, populism, textual analysis

11.

Central Bank Reserves and Currency Volatility

WBS Finance Group Research Paper
Number of pages: 51 Posted: 27 Jun 2019 Last Revised: 01 Nov 2021
Alex Luiz Ferreira, Arie Eskenazi Gozluklu and Joao Mainente
University of São Paulo, University of Warwick and University of Kent
Downloads 203 (256,036)
Citation 1

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exchange rate, central bank interventions, reserve accumulation

12.

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, IGIER and Baffi Carefin and Bocconi University
Downloads 176 (290,556)

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

13.

Risk-Corrected Probabilities of a Binary Event

WBS Finance Group Research Paper Forthcoming
Number of pages: 63 Posted: 14 Jan 2022
Alex Luiz Ferreira, Yujing Gong and Arie Eskenazi Gozluklu
University of São Paulo, Systemic Risk Centre, London School of Economics and University of Warwick
Downloads 135 (361,560)
Citation 1

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option markets, prediction markets, risk correction, Brexit

14.

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
University of Sheffield, University of Warwick, Warwick Business School - University of Warwick and affiliation not provided to SSRN
Downloads 104 (438,193)

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

15.

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 Economics, University of Warwick and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 3 (1,034,048)
Citation 15
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demographics, dynamic dividend growth model, long run returns predictability