Tanseli Savaser

Vassar College - Department of Economics

124 Raymond Avenue

Poughkeepsie, NY 12604

United States

  • Vassar College - Department of Economics

SCHOLARLY PAPERS

12

DOWNLOADS

1,395

SSRN CITATIONS

5

CROSSREF CITATIONS

3

Scholarly Papers (12)

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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 279 (169,861)

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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 247 (191,795)
Citation 2

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

3.

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 158 (286,910)
Citation 2

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

4.

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 158 (286,910)

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executive compensation, firm risk

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 127 (341,030)

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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 110 (378,099)

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Exchange rates, Microstructure, Asymmetric Information, Custody Banks

7.

CEO Incentives and Bank Risk over the Business Cycle

Swiss Finance Institute Research Paper No. 20-75
Number of pages: 65 Posted: 01 Sep 2020 Last Revised: 23 May 2021
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 100 (403,645)

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

8.

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 93 (423,330)
Citation 1

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

9.

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 57 (553,750)
Citation 1

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

10.

Information Shocks and the Cross-section of Expected Returns

Number of pages: 63 Posted: 13 Jul 2022
Tanseli Savaser and Murat Tiniç
Vassar College - Department of Economics and Kadir Has University
Downloads 43 (624,370)

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Information asymmetry, asset pricing, transaction costs

11.

Proprietary Trading and the Information Advantage of Brokers in Order-Driven Markets

Number of pages: 39 Posted: 13 Jul 2022
Murat Tiniç, Tanseli Savaser and Aslıhan Salih
Kadir Has University, Vassar College - Department of Economics and TED University
Downloads 23 (755,792)

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Order-driven markets, proprietary trading, brokerage houses, information asymmetry, transaction costs, market quality

12.

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 Tiniç and Tanseli Savaser
Kadir Has University and Vassar College - Department of Economics

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Information Asymmetry, Market Microstructure, Emerging Markets, Political Turmoil