Han N. Ozsoylev

Koc University - College of Administrative Sciences and Economics

Rumelifeneri Yolu

Sariyer 80910, Istanbul

Turkey

  • Koc University - College of Administrative Sciences and Economics

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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55

CROSSREF CITATIONS

33

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 Koc University - College of Administrative Sciences and Economics
Downloads 595 (57,394)
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
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 573 (60,161)
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
Koc University - College of Administrative Sciences and Economics
Downloads 557 (62,370)
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 Koc University - College of Administrative Sciences and Economics
Downloads 410 (90,412)
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
Koc University - College of Administrative Sciences and Economics and University of California, Berkeley - Finance Group
Downloads 260 (148,293)
Citation 24

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Information networks, noisy rational expectations equilibrium, power law

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 224 (171,458)
Citation 1

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

7.

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 200 (190,700)
Citation 14

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8.

Trading Ambiguity: A Tale of Two Heterogeneities

Number of pages: 50 Posted: 03 Dec 2018 Last Revised: 25 Aug 2021
Sujoy Mukerji, Han N. Ozsoylev and Jean-Marc Tallon
Queen Mary University of London, Koc University - College of Administrative Sciences and Economics and Paris School of Economics
Downloads 186 (203,409)
Citation 3

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

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 Koc University - College of Administrative Sciences and Economics
Downloads 169 (221,020)
Citation 4

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

10.

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
University of Oxford - Said Business School, Koc University - College of Administrative Sciences and Economics and University of Oxford - Said Business School and St. Edmund Hall
Downloads 80 (377,496)
Citation 1

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

11.

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
Bilkent University and Koc University - College of Administrative Sciences and Economics
Downloads 73 (397,594)

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

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
Bilkent University and Koc University - College of Administrative Sciences and Economics
Downloads 66 (419,801)

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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
Koc University - College of Administrative Sciences and Economics
Downloads 40 (522,801)

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