Ahmet Sensoy

Borsa Istanbul

Reşitpaşa mh.

Tuncay Artun cd.

Istanbul, 34467

Turkey

SCHOLARLY PAPERS

8

DOWNLOADS

835

SSRN CITATIONS
Rank 42,133

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Top 42,133

in Total Papers Citations

14

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

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 367 (88,638)
Citation 5

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

2.

Is Gold a Hedge or Safe Haven Asset during COVID–19 Crisis?

Number of pages: 45 Posted: 08 Jun 2020
Australian Catholic University, University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 222 (150,829)
Citation 3

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

3.

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 104 (281,667)

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

4.

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 55 (405,008)
Citation 3

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

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 49 (426,189)

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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 27 (524,849)

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

7.

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 11 (627,888)
Citation 2

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

8.

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 (727,214)
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