Han N. Ozsoylev

Ozyegin University

Kusbakisi Cd. No: 2

Altunizade, Uskudar

Istanbul, 34662

Turkey

  • Ozyegin University

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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56

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32

Scholarly Papers (13)

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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 Ozyegin University
Downloads 631 (59,775)
Citation 7

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

2.

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
Ozyegin University, University of California, Berkeley - Finance Group, Purdue University - Krannert School of Management and Borsa Istanbul (Istanbul Stock Exchange)
Downloads 591 (64,986)
Citation 28

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Information Networks, Heterogeneous Investors, Portfolio Choice, Power Law

3.

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
Ozyegin University
Downloads 587 (65,542)
Citation 19

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Asset pricing, rational expectations, social networks

4.

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

Number of pages: 40 Posted: 21 Apr 2015 Last Revised: 25 Jan 2019
Mehmet Canayaz, Jose Vicente Martinez and Han N. Ozsoylev
Pennsylvania State University - Smeal College of Business, University of Connecticut and Ozyegin University
Downloads 446 (91,746)
Citation 3

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

5.

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
Ozyegin University and University of California, Berkeley - Finance Group
Downloads 264 (162,240)
Citation 24

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Information networks, noisy rational expectations equilibrium, power law

6.

Trading Ambiguity: A Tale of Two Heterogeneities

Number of pages: 50 Posted: 03 Dec 2018 Last Revised: 18 Apr 2022
Sujoy Mukerji, Han N. Ozsoylev and Jean-Marc Tallon
Queen Mary University of London, Ozyegin University and Paris School of Economics
Downloads 241 (177,362)
Citation 3

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ambiguity, ambiguity aversion, earnings announcements, parameter uncertainty, portfolio choice, trading volume

7.

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
Ozyegin University and University of Sydney Business School
Downloads 227 (187,701)
Citation 1

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

8.

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
Ozyegin University and University of Minnesota - Twin Cities - Department of Economics
Downloads 202 (209,375)
Citation 14

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9.

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 Ozyegin University
Downloads 172 (240,861)
Citation 4

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

10.

Demand for Idiosyncratic Lottery-like Payoffs and the Cross-section of Expected Returns

Number of pages: 33 Posted: 22 Jan 2021
Baris Ince and Han N. Ozsoylev
University of Essex and Ozyegin University
Downloads 93 (379,041)

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extreme returns, prospect theory, lottery-like payoffs, cross-sectional relation, beta anomaly

11.

The Lender of Last Resort in a General Equilibrium Framework

Saïd Business School WP 2017-18
Number of pages: 46 Posted: 21 Oct 2017 Last Revised: 24 Oct 2017
Akshay Kotak, Han N. Ozsoylev and Dimitrios P. Tsomocos
Systemic Risk Centre, LSE, Ozyegin University and University of Oxford - Said Business School and St. Edmund Hall
Downloads 88 (392,218)
Citation 1

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lender of last resort, default, bank bailouts, constructive ambiguity

12.

Price of Regulations: Regulatory Costs and the Cross-section of Stock Returns

Number of pages: 49 Posted: 30 Sep 2020 Last Revised: 04 Mar 2021
Baris Ince and Han N. Ozsoylev
University of Essex and Ozyegin University
Downloads 78 (420,989)

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Regulations, operating leverage, regulatory operating leverage, cross-section of returns, systematic risk

13.

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
Ozyegin University
Downloads 40 (571,812)

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