Erdinc Akyildirim

ETH Zürich - Department of Mathematics

ETH Zentrum HG-F 42.1

Raemistr. 101

CH-8092 Zurich, 8092

Switzerland

  • ETH Zürich - Department of Mathematics

SCHOLARLY PAPERS

13

DOWNLOADS

1,075

SSRN CITATIONS

10

CROSSREF CITATIONS

1

Scholarly Papers (13)

Actions:
Email selected abstracts
1.

China, Coal, Calamities and Cryptos

Number of pages: 19 Posted: 24 May 2021
Erdinc Akyildirim, Shaen Corbet and Brian M. Lucey
ETH Zürich - Department of Mathematics, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 223 (210,464)

Abstract:

Loading...

Cryptocurrencies; Energy Usage; Coal Mining; Volatility; Extreme Value Modelling

2.

Understanding the FTX Exchange Collapse: A Dynamic Connectedness Approach

Number of pages: 12 Posted: 06 Jan 2023 Last Revised: 09 Jan 2023
Erdinc Akyildirim, Thomas Conlon, Shaen Corbet and John W. Goodell
ETH Zürich - Department of Mathematics, University College Dublin, Dublin City University and University of Akron - Department of Finance, College of Business Administration
Downloads 155 (293,277)

Abstract:

Loading...

TVP-VAR; Dynamic Connectedness; GARCH; Fraud; Cryptocurrency; Tokens.

3.

Adverse Selection in Cryptocurrency Markets

Number of pages: 49 Posted: 04 Aug 2022
Murat Tiniç, Ahmet Şensoy, Erdinc Akyildirim and Shaen Corbet
Kadir Has University, Bilkent University, ETH Zürich - Department of Mathematics and Dublin City University
Downloads 147 (302,950)

Abstract:

Loading...

Cryptocurrencies, Market Microstructure, Adverse Selection, Informed Trading

4.

Forecasting Mid-Price Movement of Bitcoin Futures Using Machine Learning

E Akyildirim, O Cepni, S Corbet, GS Uddin, Forecasting mid-price movement of Bitcoin futures using machine learning, Annals of Operations Research, 1-32. Forthcoming
Number of pages: 27 Posted: 25 Mar 2022
Erdinc Akyildirim, Oğuzhan Çepni, Shaen Corbet and Gazi Salah Uddin
ETH Zürich - Department of Mathematics, Copenhagen Business School, Dublin City University and Linkoping University - Department of Management and Engineering Division
Downloads 96 (412,488)

Abstract:

Loading...

Cryptocurrency; Bitcoin Futures, Machine Learning; Covid-19; k-Nearest Neighbors; Logistic Regression; Naive Bayes; Random Forest; Support Vector Machine; Extreme Gradient Boosting

5.

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 95 (415,374)

Abstract:

Loading...

6.

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 94 (418,275)
Citation 4

Abstract:

Loading...

7.

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 94 (418,275)

Abstract:

Loading...

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

8.

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 49 (589,109)
Citation 1

Abstract:

Loading...

9.

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 33 (680,732)
Citation 2

Abstract:

Loading...

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

10.

Analysing the Dynamic Influence of US Macroeconomic News Releases on Turkish Stock Markets

Number of pages: 15 Posted: 24 Sep 2019
Cumhur Ekinci, Erdinc Akyildirim and Shaen Corbet
Istanbul Technical University, ETH Zürich - Department of Mathematics and Dublin City University
Downloads 29 (707,460)
Citation 2

Abstract:

Loading...

US Macroeconomic Announcements; Stocks; Liquidity; High-Frequency Data; Trading; Borsa Istanbul

11.

Another Iceberg Ahead: Are Corporate Reputational Catastrophes Treated Differently During Recessions?

Number of pages: 32 Posted: 30 Sep 2022
Erdinc Akyildirim, Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
ETH Zürich - Department of Mathematics, Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 23 (751,711)

Abstract:

Loading...

Corporate Reputation; Sentiment; Investor Behaviour; Market Misconduct; Recession.

12.

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 21 (767,346)

Abstract:

Loading...

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

13.

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 16 (808,925)

Abstract:

Loading...