Tanseli Savaser

Vassar College - Department of Economics

124 Raymond Avenue

Poughkeepsie, NY 12604

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 44,581

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Top 44,581

in Total Papers Downloads

1,100

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (10)

1.

Extreme Returns without News: The Case of Currencies

Number of pages: 50 Posted: 20 Feb 2009
Tanseli Savaser and Carol L. Osler
Vassar College - Department of Economics and Brandeis University - International Business School
Downloads 257 (134,675)

Abstract:

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kurtosis, exchange rates, order flow, high-frequency, microstructure

2.

Managerial Performance Incentives and Firm Risk during Economic Expansions and Recessions

Number of pages: 83 Posted: 12 Aug 2014 Last Revised: 22 Jun 2015
Tanseli Savaser and Elif Sisli Ciamarra
Vassar College - Department of Economics and Stonehill College
Downloads 226 (152,726)
Citation 2

Abstract:

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executive compensation, risk taking, equity-based compensation, macroeconomy

3.

Managerial Risk-Taking Incentives and Firm Risk in the Post-Regulatory Era

Number of pages: 42 Posted: 02 Aug 2012 Last Revised: 19 Jul 2014
Tanseli Savaser and Elif Sisli Ciamarra
Vassar College - Department of Economics and Stonehill College
Downloads 145 (226,178)

Abstract:

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executive compensation, firm risk

4.

The Sign Switch Effect of Macroeconomic News in Foreign Exchange Markets

Number of pages: 40 Posted: 19 Jan 2013 Last Revised: 01 Jun 2015
Walid Ben Omrane and Tanseli Savaser
Brock University - Department of Finance, Operations and Information Systems (FOIS) and Vassar College - Department of Economics
Downloads 142 (229,913)

Abstract:

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Financial crisis, exchange rates, US dollar, macroeconomic news, high-frequency data

5.

Exchange Rate Volatility Response to Macroeconomic News: Evidence from the Great Recession

Number of pages: 32 Posted: 01 Jun 2015
Walid Ben Omrane and Tanseli Savaser
Brock University - Department of Finance, Operations and Information Systems (FOIS) and Vassar College - Department of Economics
Downloads 102 (293,703)

Abstract:

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Financial crisis, exchange rates, US dollar,macroeconomic news, high-frequency data, volatility

6.

Asymmetric Information and the Foreign-Exchange Trades of Global Custody Banks

Number of pages: 40 Posted: 22 Mar 2011 Last Revised: 15 Sep 2015
Carol L. Osler, Tanseli Savaser and Thang Nguyen
Brandeis University - International Business School, Vassar College - Department of Economics and Brandeis University
Downloads 89 (320,541)

Abstract:

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Exchange rates, Microstructure, Asymmetric Information, Custody Banks

7.

Differential Risk Taking Implications of Performance Incentives from Stock and Stock Option Holdings

Number of pages: 50 Posted: 29 Aug 2016
Tanseli Savaser and Elif Sisli Ciamarra
Vassar College - Department of Economics and Stonehill College
Downloads 71 (365,927)

Abstract:

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executive compensation; risk taking; equity-based compensation; regulation

8.

Exchange Rate Response to Macronews: Through the Lens of Microstructure

Journal of International Financial Markets, Institutions & Money, Vol. 21 (2011) 107-126
Number of pages: 20 Posted: 19 Jan 2013
Tanseli Savaser
Vassar College - Department of Economics
Downloads 44 (457,839)

Abstract:

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Exchange rates, Public news, Currency, market, Microstructure, Order flow, High frequency, Stop-loss, Price-contingent trading, Positive-feedback trading

9.

CEO Incentives and Bank Risk over the Business Cycle

Swiss Finance Institute Research Paper No. 20-75
Number of pages: 99 Posted: 01 Sep 2020 Last Revised: 03 Sep 2020
Steven Ongena, Tanseli Savaser and Elif Sisli Ciamarra
University of Zurich - Department of Banking and Finance, Vassar College - Department of Economics and Stonehill College
Downloads 24 (557,855)

Abstract:

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bank risk; executive compensation; equity-based compensation; macroeconomy

10.

Political Turmoil and the Impact of Foreign Orders on Equity Prices

Journal of International Financial Markets, Institutions and Money, Forthcoming
Posted: 03 Feb 2020
Murat TiniƧ and Tanseli Savaser
Kadir Has University and Vassar College - Department of Economics

Abstract:

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Information Asymmetry, Market Microstructure, Emerging Markets, Political Turmoil