Erdinc Akyildirim

ETH Zürich - Department of Mathematics

ETH Zentrum HG-F 42.1

Raemistr. 101

CH-8092 Zurich, 8092

Switzerland

SCHOLARLY PAPERS

10

DOWNLOADS

412

SSRN CITATIONS

8

CROSSREF CITATIONS

4

Scholarly Papers (10)

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 157 (243,359)

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

2.

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 71 (416,962)

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

3.

The Relationship Between Implied Volatility and Cryptocurrency Returns

Number of pages: 15 Posted: 03 Mar 2021
ETH Zürich - Department of Mathematics, Dublin City University, Trinity Business School, Trinity College Dublin, Borsa Istanbul and University of Southampton - Southampton Business School
Downloads 48 (502,273)
Citation 3

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4.

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

Number of pages: 59 Posted: 02 Feb 2021
ETH Zürich - Department of Mathematics, Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 38 (549,275)
Citation 1

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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 36 (559,705)

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6.

The Financial Market Effects of International Aviation Disasters

Number of pages: 33 Posted: 02 Apr 2020
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 22 (645,655)
Citation 2

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

7.

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 17 (681,696)
Citation 2

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

8.

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 13 (712,493)

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

9.

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 8 (752,498)

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10.

Statistical Arbitrage with Pairs Trading

International Review of Finance, Vol. 16, Issue 2, pp. 307-319, 2016
Number of pages: 13 Posted: 03 Jun 2016
Ahmet Goncu and Erdinc Akyildirim
Xi'an Jiaotong University (XJTU) and ETH Zürich - Department of Mathematics
Downloads 2 (802,366)
Citation 1
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