Erdinc Akyildirim

affiliation not provided to SSRN

SCHOLARLY PAPERS

14

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SSRN CITATIONS
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Top 20,312

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65

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1

Scholarly Papers (14)

1.

Greenwashing: Do Investors, Markets and Boards Really Care?

Swiss Finance Institute Research Paper No. 23-90
Number of pages: 46 Posted: 12 Oct 2023 Last Revised: 21 Jan 2024
Erdinc Akyildirim, Shaen Corbet, Steven Ongena and Les Oxley
affiliation not provided to SSRN, Dublin City University, University of Zurich - Department Finance and University of Waikato - Department of Economics and Finance
Downloads 810 (58,451)
Citation 1

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Greenwashing; ESG; CSR; Regulation; Reputational Risk

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
affiliation not provided to SSRN, University College Dublin, Dublin City University and University of Akron - Department of Finance, College of Business Administration
Downloads 281 (204,138)

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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, affiliation not provided to SSRN and Dublin City University
Downloads 280 (205,574)
Citation 2

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Cryptocurrencies, Market Microstructure, Adverse Selection, Informed Trading

4.

China, Coal, Calamities and Cryptos

Number of pages: 19 Posted: 24 May 2021
Erdinc Akyildirim, Shaen Corbet and Brian M. Lucey
affiliation not provided to SSRN, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 273 (211,024)
Citation 1

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

5.

The Relationship Between Implied Volatility and Cryptocurrency Returns

Number of pages: 15 Posted: 03 Mar 2021
affiliation not provided to SSRN, Dublin City University, Trinity Business School, Trinity College Dublin, Borsa Istanbul and University of Southampton - Southampton Business School
Downloads 148 (367,720)
Citation 12

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6.

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
affiliation not provided to SSRN, Johns Hopkins University - Carey Business School, Xi'an Jiaotong University (XJTU) and Borsa Istanbul
Downloads 146 (371,826)

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

7.

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, Oguzhan Cepni, Shaen Corbet and Gazi Salah Uddin
affiliation not provided to SSRN, Copenhagen Business School, Dublin City University and Linkoping University - Department of Management and Engineering Division
Downloads 143 (380,038)

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

8.

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
affiliation not provided to SSRN, Dublin City University, Borsa Istanbul and University of Southampton - Southampton Business School
Downloads 128 (411,986)

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9.

Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements

Number of pages: 59 Posted: 02 Feb 2021
affiliation not provided to SSRN, Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 63 (646,120)
Citation 1

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10.

The Financial Market Effects of International Aviation Disasters

Number of pages: 33 Posted: 02 Apr 2020
affiliation not provided to SSRN, Dublin City University, Dublin City University, DCU Business School, Dublin, Ireland, affiliation not provided to SSRN and Borsa Istanbul
Downloads 52 (707,582)
Citation 5

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

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
affiliation not provided to SSRN, Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 49 (726,494)

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

12.

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, affiliation not provided to SSRN and Dublin City University
Downloads 42 (773,691)
Citation 2

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

13.

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
affiliation not provided to SSRN, Dublin City University, affiliation not provided to SSRN and Borsa Istanbul
Downloads 31 (859,770)
Citation 1

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

14.

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
affiliation not provided to SSRN, Dublin City University, IPAG Business School and Borsa Istanbul
Downloads 24 (923,207)

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