Ahmet Sensoy

Borsa Istanbul

Reşitpaşa mh.

Tuncay Artun cd.

Istanbul, 34467

Turkey

SCHOLARLY PAPERS

15

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SSRN CITATIONS
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Top 11,915

in Total Papers Citations

111

CROSSREF CITATIONS

7

Scholarly Papers (15)

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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
Md Akhtaruzzaman, Sabri Boubaker, Brian M. Lucey and Ahmet Sensoy
Australian Catholic University, Ecole de Management de Normandie, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 876 (46,215)
Citation 40

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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, Ecole de Management de Normandie and Borsa Istanbul
Downloads 613 (74,103)
Citation 60

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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
Shaen Corbet, Veysel Eraslan, Brian M. Lucey and Ahmet Sensoy
Dublin City University, Borsa Istanbul, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 325 (156,024)
Citation 5

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

4.

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 217 (234,083)

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5.

European Economic and Monetary Union Sovereign Debt Markets

World Bank Policy Research Working Paper No. 7149
Number of pages: 27 Posted: 20 Apr 2016
Ahmet Sensoy, Erk Hacihasanoglu and Ahmed Mohamed Rostom
Borsa Istanbul, Borsa Istanbul and George Washington University - Economics Department
Downloads 121 (381,975)

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

6.

Nonlinear nexus between cryptocurrency returns and COVID–19 news sentiment

Number of pages: 37 Posted: 15 Sep 2021
Ameet Kumar Banerjee, Md Akhtaruzzaman, Andreia Dionisio, Dora Maria Almeida and Ahmet Sensoy
Banasthali University - Faculty of Management Studies, Australian Catholic University, Universidade de Évora, Universidade de Évora and Borsa Istanbul
Downloads 118 (389,057)

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

7.

The Relationship Between Implied Volatility and Cryptocurrency Returns

Number of pages: 15 Posted: 03 Mar 2021
Erdinc Akyildirim, Shaen Corbet, Brian M. Lucey, Ahmet Sensoy and Larisa Yarovaya
ETH Zürich - Department of Mathematics, Dublin City University, Trinity Business School, Trinity College Dublin, Borsa Istanbul and University of Southampton - Southampton Business School
Downloads 118 (389,057)
Citation 10

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8.

The Impact of Blockchain Related Name Changes on Corporate Performance

Number of pages: 61 Posted: 02 Feb 2021
Erdinc Akyildirim, Shaen Corbet, Ahmet Sensoy and Larisa Yarovaya
ETH Zürich - Department of Mathematics, Dublin City University, Borsa Istanbul and University of Southampton - Southampton Business School
Downloads 108 (417,523)

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9.

Statistical Arbitrage in Jump-Diffusion Models with Compound Poisson Processes

Number of pages: 15 Posted: 31 Jul 2019
Erdinc Akyildirim, Frank J. Fabozzi, Ahmet Goncu and Ahmet Sensoy
ETH Zürich - Department of Mathematics, EDHEC Business School, Xi'an Jiaotong University (XJTU) and Borsa Istanbul
Downloads 107 (417,523)

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

10.

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 83 (492,584)

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

11.

High-frequency return and volatility spillovers among cryptocurrencies

Ahmet Sensoy, Thiago Christiano Silva, Shaen Corbet & Benjamin Miranda Tabak (2021) High-frequency return and volatility spillovers among cryptocurrencies, Applied Economics, 53:37, 4310-4328, DOI: 10.1080/00036846.2021.1899119
Number of pages: 31 Posted: 18 Mar 2022
Ahmet Sensoy, Thiago Christiano, Shaen Corbet and Benjamin M. Tabak
Borsa Istanbul, Government of the Federative Republic of Brazil - Studies and Research Department, Dublin City University and FGV/EPPG
Downloads 56 (607,496)

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Cryptocurrency, Bitcoin, Network, Spillover, Minimal Spanning Tree, Hierarchical Clustering, Machine Learning.

12.

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

Number of pages: 59 Posted: 02 Feb 2021
Erdinc Akyildirim, Shaen Corbet, Douglas J. Cumming, Brian M. Lucey and Ahmet Sensoy
ETH Zürich - Department of Mathematics, Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 52 (628,480)
Citation 1

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13.

The Financial Market Effects of International Aviation Disasters

Number of pages: 33 Posted: 02 Apr 2020
Erdinc Akyildirim, Shaen Corbet, Marina Efthymiou, Cathal Guiomard, John F. O'Connell and Ahmet Sensoy
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 40 (699,587)
Citation 2

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

14.

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

Number of pages: 40 Posted: 08 Jan 2021
Erdinc Akyildirim, Shaen Corbet, John F. O'Connell and Ahmet Sensoy
ETH Zürich - Department of Mathematics, Dublin City University, affiliation not provided to SSRN and Borsa Istanbul
Downloads 26 (802,753)

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

15.

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
Erdinc Akyildirim, Shaen Corbet, Duc Khuong Nguyen and Ahmet Sensoy
ETH Zürich - Department of Mathematics, Dublin City University, IPAG Business School and Borsa Istanbul
Downloads 18 (873,857)

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