Arie Eskenazi Gozluklu

University of Warwick

Associate Professor

Gibbet Hill Rd

Coventry, CV4 7AL

Great Britain

http://www.arieskenazi.com

SCHOLARLY PAPERS

10

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2,018

SSRN CITATIONS
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SSRN RANKINGS

Top 23,716

in Total Papers Citations

10

CROSSREF CITATIONS

21

Scholarly Papers (10)

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 532 (52,548)
Citation 5

Abstract:

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

2.

ETF Arbitrage and International Diversification

Number of pages: 83 Posted: 10 Dec 2018 Last Revised: 23 Oct 2019
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 299 (103,633)

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ETFs, correlation with the U.S., institutional and retail investors, VIX.

3.

Demographics and the Behavior of Interest Rates

Number of pages: 56 Posted: 29 Feb 2012 Last Revised: 16 Jun 2015
Carlo A. Favero, Arie Eskenazi Gozluklu and Haoxi Yang
Bocconi University - Department of Finance, University of Warwick and Nankai University
Downloads 273 (114,254)
Citation 6

Abstract:

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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
Number of pages: 58 Posted: 14 Feb 2009 Last Revised: 11 Mar 2014
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 236 (132,685)

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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 222 (140,840)
Citation 7

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

6.

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
The University of Hong Kong and University of Warwick
Downloads 186 (166,133)

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

7.

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

Financial Management, Vol. 44, Issue 4, pp. 905-945, 2015
Number of pages: 67 Posted: 21 Oct 2010 Last Revised: 02 Jul 2016
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 133 (220,623)

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

8.

Central Bank Reserves and Currency Volatility

Number of pages: 50 Posted: 27 Jun 2019 Last Revised: 30 Sep 2019
Alex Luiz Ferreira, Arie Eskenazi Gozluklu and Joao Mainente
University of São Paulo, University of Warwick and Gol airlines
Downloads 74 (326,791)

Abstract:

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exchange rate, central bank interventions, reserve accumulation

9.

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

European Journal of Finance, Forthcoming
Number of pages: 66 Posted: 26 Aug 2017 Last Revised: 31 Mar 2018
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 60 (365,105)

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

10.

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 (643,798)
Citation 1
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demographics, dynamic dividend growth model, long run returns predictability