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Han N. Ozsoylev

Koc University - College of Administrative Sciences and Economics

Rumelifeneri Yolu

Sariyer 80910, Istanbul

Turkey

University of Oxford - Said Business School

Park End Street

Oxford, OX1 1HP

Great Britain

  • Koc University - College of Administrative Sciences and Economics

  • University of Oxford - Said Business School

SCHOLARLY PAPERS

9

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2,431

CITATIONS
Rank 11,596

SSRN RANKINGS

Top 11,596

in Total Papers Citations

35

Scholarly Papers (9)

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1.

Hype and Dump Manipulation

EFA 2007 Ljubljana Meetings Paper, AFA 2008 New Orleans Meetings Paper
Number of pages: 43 Posted: 05 Dec 2006
Nevzat Eren and Han N. Ozsoylev
University of Minnesota - Twin Cities - College of Liberal Arts and Koc University - College of Administrative Sciences and Economics
Downloads 465 (45,049)
Citation 5

Abstract:

Manipulation, hype and dump, costly signaling, regulatory enforcement, sophisticated trader, naive trader, market depth, trading volume, market efficiency

2.

Asset Pricing Implications of Social Networks

AFA 2006 Boston Meetings Paper
Number of pages: 38 Posted: 19 Mar 2005 Last Revised: 30 Jun 2012
Han N. Ozsoylev
Koc University - College of Administrative Sciences and Economics
Downloads 435 (49,132)
Citation 8

Abstract:

Asset pricing, rational expectations, social networks

3.

Investor Networks in the Stock Market

AFA 2012 Chicago Meetings Paper
Number of pages: 44 Posted: 14 Mar 2011
Han N. Ozsoylev, Johan Walden, M. Deniz Yavuz and Recep Bildik
Koc University - College of Administrative Sciences and Economics, University of California, Berkeley - Finance Group, Purdue University - Krannert School of Management and Borsa Istanbul (Istanbul Stock Exchange)
Downloads 379 (51,774)
Citation 1

Abstract:

Information Networks, Heterogeneous Investors, Portfolio Choice, Power Law

4.

Asset Pricing in Large Information Networks

Number of pages: 43 Posted: 05 Mar 2009 Last Revised: 29 Jun 2012
Han N. Ozsoylev and Johan Walden
Koc University - College of Administrative Sciences and Economics and University of California, Berkeley - Finance Group
Downloads 201 (114,636)
Citation 9

Abstract:

Information networks, noisy rational expectations equilibrium, power law

5.

Liquidity and Asset Prices in Rational Expectations Equilibrium with Ambiguous Information

Economic Theory, Vol. 48, No. 2, 2011
Number of pages: 28 Posted: 29 May 2009 Last Revised: 25 Apr 2015
Han N. Ozsoylev and Jan Werner
Koc University - College of Administrative Sciences and Economics and University of Minnesota - Twin Cities - Department of Economics
Downloads 179 (137,512)
Citation 7

Abstract:

6.

Price, Trade Size, and Information Revelation in Multi-Period Securities Markets

Journal of Financial Markets, Vol. 13, No. 1, 2010
Number of pages: 35 Posted: 31 May 2006 Last Revised: 25 Apr 2015
Han N. Ozsoylev and Shino Takayama
Koc University - College of Administrative Sciences and Economics and University of Sydney Business School
Downloads 166 (136,770)
Citation 3

Abstract:

Market microstructure, Glosten-Milgrom, Price formation, Sequential trade, Asymmetric information, Trade size, Bid-ask spreads

7.

Communication Dilemma in Speculative Markets

Number of pages: 39 Posted: 02 Jun 2006
Nevzat Eren and Han N. Ozsoylev
University of Minnesota - Twin Cities - College of Liberal Arts and Koc University - College of Administrative Sciences and Economics
Downloads 148 (160,508)
Citation 1

Abstract:

voluntary information exchange, prisoners' dilemma, communication dilemma, interpersonal costs

8.

Is the Revolving Door of Washington a Back Door to Government Contracts and Excess Stock Market Returns?

Number of pages: 45 Posted: 21 Apr 2015 Last Revised: 22 Dec 2016
Mehmet İhsan Canayaz, Jose Vicente Martinez and Han N. Ozsoylev
University of Oxford, Said Business School, Students, University of Connecticut and Koc University - College of Administrative Sciences and Economics
Downloads 91 (126,055)

Abstract:

Corporate political connections, government contracts, regulatory capture, revolving door

9.

Amplification and Asymmetry in Crashes and Frenzies

Annals of Finance, Vol. 4, No. 2, 2008
Number of pages: 25 Posted: 30 Jun 2012
Han N. Ozsoylev
Koc University - College of Administrative Sciences and Economics
Downloads 33 (379,585)
Citation 1

Abstract:

Amplification, Asymmetry, Crash, Frenzy, Hedging, Portfolio insurance

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