Ahmet Sensoy

Borsa Istanbul

Reşitpaşa mh.

Tuncay Artun cd.

Istanbul, 34467

Turkey

SCHOLARLY PAPERS

15

DOWNLOADS
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Top 32,045

in Total Papers Downloads

2,016

SSRN CITATIONS
Rank 21,727

SSRN RANKINGS

Top 21,727

in Total Papers Citations

39

CROSSREF CITATIONS

7

Scholarly Papers (15)

1.

Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis?

Economic Modelling, Forthcoming
Number of pages: 60 Posted: 08 Jun 2020 Last Revised: 09 Jul 2021
Australian Catholic University, University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 745 (44,330)
Citation 20

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COVID–19; gold; safe haven; hedge ratio; hedging effectiveness; The CARES Act; spillover index

2.

Financial Contagion During COVID–19 Crisis

Finance Research Letters, Forthcoming
Number of pages: 33 Posted: 26 Apr 2020 Last Revised: 20 May 2020
Md Akhtaruzzaman, Sabri Boubaker and Ahmet Sensoy
Australian Catholic University, University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion and Borsa Istanbul
Downloads 570 (62,795)
Citation 33

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COVID–19; financial contagion; spillover index; financial firms; nonfinancial firms; hedge ratio

3.

The Effectiveness of Technical Trading Rules in Cryptocurrency Markets

Number of pages: 13 Posted: 24 Sep 2019
Dublin City University, Borsa Istanbul, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 181 (215,250)
Citation 5

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Bitcoin; Cryptocurrencies; Technical Analysis; High Frequency Trading; Efficient Market Hypothesis.

4.

European Economic and Monetary Union Sovereign Debt Markets

World Bank Policy Research Working Paper No. 7149
Number of pages: 27 Posted: 20 Apr 2016
Borsa Istanbul, Borsa Istanbul and George Washington University - Economics Department
Downloads 108 (322,094)

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External Debt, Debt Markets, Securities Markets Policy & Regulation, Capital Flows, Capital Markets and Capital Flows

5.

Statistical Arbitrage in Jump-Diffusion Models with Compound Poisson Processes

Number of pages: 15 Posted: 31 Jul 2019
ETH Zürich - Department of Mathematics, EDHEC Business School, Xi'an Jiaotong University (XJTU) and Borsa Istanbul
Downloads 71 (416,188)

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Statistical arbitrage, Jump-diffusion model, Compound Poisson process, Monte Carlo simulation

6.

Commonality in FX Liquidity: High-Frequency Evidence

Number of pages: 13 Posted: 10 Apr 2020 Last Revised: 14 Apr 2020
Ahmet Sensoy, Sevcan Uzun and Brian M. Lucey
Borsa Istanbul, Central Bank of Turkey and Trinity Business School, Trinity College Dublin
Downloads 62 (446,536)

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Commonality in liquidity, foreign exchange, high-frequency trading, transaction cost, systematic risk

7.

Nonlinear nexus between cryptocurrency returns and COVID–19 news sentiment

Number of pages: 37 Posted: 15 Sep 2021
Banasthali University - Faculty of Management Studies, Australian Catholic University, Universidade de Évora, Universidade de Évora and Borsa Istanbul
Downloads 61 (450,034)

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COVID–19 news sentiment, pandemic, cryptocurrencies, transfer entropy

8.

The influence of Bitcoin on Portfolio Diversification and Design

Number of pages: 14 Posted: 03 Mar 2021
Md Akhtaruzzaman, Ahmet Sensoy and Shaen Corbet
Australian Catholic University, Borsa Istanbul and Dublin City University
Downloads 54 (476,350)

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9.

The Relationship Between Implied Volatility and Cryptocurrency Returns

Number of pages: 15 Posted: 03 Mar 2021
ETH Zürich - Department of Mathematics, Dublin City University, Trinity Business School, Trinity College Dublin, Borsa Istanbul and University of Southampton - Southampton Business School
Downloads 48 (501,297)
Citation 3

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10.

Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements

Number of pages: 59 Posted: 02 Feb 2021
ETH Zürich - Department of Mathematics, Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 38 (548,239)
Citation 1

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11.

The Impact of Blockchain Related Name Changes on Corporate Performance

Number of pages: 61 Posted: 02 Feb 2021
ETH Zürich - Department of Mathematics, Dublin City University, Borsa Istanbul and University of Southampton - Southampton Business School
Downloads 35 (564,001)

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12.

The Financial Market Effects of International Aviation Disasters

Number of pages: 33 Posted: 02 Apr 2020
ETH Zürich - Department of Mathematics, Dublin City University, Dublin City University, DCU Business School, Dublin, Ireland, affiliation not provided to SSRN and Borsa Istanbul
Downloads 22 (644,523)
Citation 2

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Airline Disaster; Contagion; Volatility; Reputation Risk; Financial Markets

13.

The Influence of Aviation Disasters on Engine Manufacturers: An Analysis of Financial and Reputational Contagion Risks

Number of pages: 40 Posted: 08 Jan 2021
ETH Zürich - Department of Mathematics, Dublin City University, affiliation not provided to SSRN and Borsa Istanbul
Downloads 13 (711,254)

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Aviation Disasters; Contagion; Engine Manufacturers; Financial Markets; Reputational Risks; Tourism; Transport

14.

Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework

Number of pages: 33 Posted: 28 Feb 2021
ETH Zürich - Department of Mathematics, Dublin City University, IPAG Business School and Borsa Istanbul
Downloads 8 (751,185)

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15.

Systematic Risk in Conventional and Islamic Equity Markets

International Review of Finance, Vol. 16, Issue 3, pp. 457-466, 2016
Number of pages: 10 Posted: 02 Sep 2016
Ahmet Sensoy
Borsa Istanbul
Downloads 0 (830,407)
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