Ahmet Sensoy
Names
first: |
Ahmet |
last: |
Sensoy |
Identifer
Contact
Affiliations
-
Bilkent Üniversitesi
/ İşletme Fakültesi
Research profile
author of:
- How much random does European Union walk? A time-varying long memory analysis (RePEc:bcb:wpaper:342)
by A. Sensoy & Benjamin M. Tabak - Dynamic spanning trees in stock market networks: The case of Asia-Pacific (RePEc:bcb:wpaper:351)
by Ahmet Sensoy & Benjamin M. Tabak - Systematic Risk in Conventional and Islamic Equity Markets (RePEc:bla:irvfin:v:16:y:2016:i:3:p:457-466)
by Ahmet Sensoy - Managing disease containment measures during a pandemic (RePEc:bla:popmgt:v:32:y:2023:i:5:p:1362-1379)
by Masoud Shahmanzari & Fehmi Tanrisever & Enes Eryarsoy & Ahmet Şensoy - Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment (RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000703)
by Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Dionisio, Andreia & Almeida, Dora & Sensoy, Ahmet - Time-varying long range dependence in market returns of FEAS members (RePEc:eee:chsofr:v:53:y:2013:i:c:p:39-45)
by Sensoy, A. - Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market (RePEc:eee:chsofr:v:57:y:2013:i:c:p:85-88)
by Sensoy, A. - Effective transfer entropy approach to information flow between exchange rates and stock markets (RePEc:eee:chsofr:v:68:y:2014:i:c:p:180-185)
by Sensoy, Ahmet & Sobaci, Cihat & Sensoy, Sadri & Alali, Fatih - Shaping the manufacturing industry performance: MIDAS approach (RePEc:eee:chsofr:v:77:y:2015:i:c:p:286-290)
by Turhan, Ibrahim M. & Sensoy, Ahmet & Hacihasanoglu, Erk - The impact of blockchain related name changes on corporate performance (RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302030)
by Akyildirim, Erdinc & Corbet, Shaen & Sensoy, Ahmet & Yarovaya, Larisa - Government’s awareness of Environmental protection and corporate green innovation: A natural experiment from the new environmental protection law in China (RePEc:eee:ecanpo:v:70:y:2021:i:c:p:294-312)
by Fang, Zhenming & Kong, Xiaoran & Sensoy, Ahmet & Cui, Xin & Cheng, Feiyang - Is gold a hedge or a safe-haven asset in the COVID–19 crisis? (RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772)
by Akhtaruzzaman, Md & Boubaker, Sabri & Lucey, Brian M. & Sensoy, Ahmet - Economic policy uncertainty and green innovation: Evidence from China (RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003418)
by Cui, Xin & Wang, Chunfeng & Sensoy, Ahmet & Liao, Jing & Xie, Xiaochen - Dynamic relationship between Turkey and European countries during the global financial crisis (RePEc:eee:ecmode:v:40:y:2014:i:c:p:290-298)
by Sensoy, Ahmet & Soytas, Ugur & Yildirim, Irem & Hacihasanoglu, Erk - Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey (RePEc:eee:ecmode:v:43:y:2014:i:c:p:448-457)
by Sensoy, Ahmet & Sobaci, Cihat - Predictability dynamics of Islamic and conventional equity markets (RePEc:eee:ecofin:v:31:y:2015:i:c:p:222-248)
by Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk - High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets (RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093)
by Mensi, Walid & Sensoy, Ahmet & Aslan, Aylin & Kang, Sang Hoon - Sensitivity of US equity returns to economic policy uncertainty and investor sentiments (RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000280)
by Rehman, Mobeen Ur & Sensoy, Ahmet & Eraslan, Veysel & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh - Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis (RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001152)
by Mensi, Walid & Sensoy, Ahmet & Vo, Xuan Vinh & Kang, Sang Hoon - Predictability dynamics of emerging sovereign CDS markets (RePEc:eee:ecolet:v:161:y:2017:i:c:p:5-9)
by Sensoy, Ahmet & Fabozzi, Frank J. & Eraslan, Veysel - A tale of two risks in the EMU sovereign debt markets (RePEc:eee:ecolet:v:172:y:2018:i:c:p:102-106)
by Akyildirim, Erdinc & Nguyen, Duc Khuong & Sensoy, Ahmet - Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe (RePEc:eee:ecosys:v:40:y:2016:i:4:p:552-567)
by Sensoy, Ahmet & Eraslan, Veysel & Erturk, Mutahhar - Other people's money: A comparison of institutional investors (RePEc:eee:ememar:v:53:y:2022:i:c:s1566014122000310)
by Eraslan, Veysel & Omole, John & Sensoy, Ahmet & Ozdamar, Melisa - Green credit policy and firm performance: What we learn from China (RePEc:eee:eneeco:v:101:y:2021:i:c:s014098832100311x)
by Yao, Shouyu & Pan, Yuying & Sensoy, Ahmet & Uddin, Gazi Salah & Cheng, Feiyang - Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy (RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223)
by Banerjee, Ameet Kumar & Sensoy, Ahmet & Goodell, John W. - Climate change exposure and cost of equity (RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007867)
by Cepni, Oguzhan & Şensoy, Ahmet & Yılmaz, Muhammed Hasan - Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments (RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918)
by Banerjee, Ameet Kumar & Dionisio, Andreia & Sensoy, Ahmet & Goodell, John W. - Time-varying long range dependence in energy futures markets (RePEc:eee:eneeco:v:46:y:2014:i:c:p:318-327)
by Sensoy, Ahmet & Hacihasanoglu, Erk - Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications (RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475)
by Mensi, Walid & Hammoudeh, Shawkat & Al-Jarrah, Idries Mohammad Wanas & Sensoy, Ahmet & Kang, Sang Hoon - U.S. equity and commodity futures markets: Hedging or financialization? (RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304578)
by Nguyen, Duc Khuong & Sensoy, Ahmet & Sousa, Ricardo M. & Salah Uddin, Gazi - Dynamic efficiency of stock markets and exchange rates (RePEc:eee:finana:v:47:y:2016:i:c:p:353-371)
by Sensoy, Ahmet & Tabak, Benjamin M. - Implied volatility indices: A review and extension in the Turkish case (RePEc:eee:finana:v:60:y:2018:i:c:p:151-161)
by Sensoy, Ahmet & Omole, John - Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market (RePEc:eee:finana:v:64:y:2019:i:c:p:1-12)
by Sensoy, Ahmet & Serdengeçti, Süleyman - Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market (RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642)
by Sensoy, Ahmet & Serdengeçti, Süleyman - The financial market effects of international aviation disasters (RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301125)
by Akyildirim, Erdinc & Corbet, Shaen & Efthymiou, Marina & Guiomard, Cathal & O'Connell, John F. & Sensoy, Ahmet - The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks (RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302738)
by Akyildirim, Erdinc & Corbet, Shaen & O'Connell, John F. & Sensoy, Ahmet - The dark side of marital leadership: Evidence from China (RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001770)
by Yao, Shouyu & Zhao, Weijia & Sensoy, Ahmet & Cheng, Feiyang & Goodell, John W. - Learning from failures: Director interlocks and corporate misconduct (RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003568)
by Wang, Ziwei & Yao, Shouyu & Sensoy, Ahmet & Goodell, John W. & Cheng, Feiyang - Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs (RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005112)
by Banerjee, Ameet Kumar & Pradhan, H.K. & Sensoy, Ahmet & Goodell, John W. - Volatility spillovers and hedging strategies between impact investing and agricultural commodities (RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698)
by Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Sensoy, Ahmet & Goodell, John W. - Financial fusion: Bridging Islamic and Green investments in the European stock market (RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734)
by Husain, Afzol & Karim, Sitara & Sensoy, Ahmet - Constructing a financial fragility index for emerging countries (RePEc:eee:finlet:v:11:y:2014:i:4:p:410-419)
by Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk - Commonality in liquidity: Effects of monetary policy and macroeconomic announcements (RePEc:eee:finlet:v:16:y:2016:i:c:p:125-131)
by Sensoy, Ahmet - Commonality in ask-side vs. bid-side liquidity (RePEc:eee:finlet:v:28:y:2019:i:c:p:198-207)
by Sensoy, Ahmet - The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies (RePEc:eee:finlet:v:28:y:2019:i:c:p:68-73)
by Sensoy, Ahmet - Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis (RePEc:eee:finlet:v:31:y:2019:i:c:p:19-25)
by Mensi, Walid & Lee, Yun-Jung & Al-Yahyaee, Khamis Hamed & Sensoy, Ahmet & Yoon, Seong-Min - The effectiveness of technical trading rules in cryptocurrency markets (RePEc:eee:finlet:v:31:y:2019:i:c:p:32-37)
by Corbet, Shaen & Eraslan, Veysel & Lucey, Brian & Sensoy, Ahmet - The relationship between implied volatility and cryptocurrency returns (RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303381)
by Akyildirim, Erdinc & Corbet, Shaen & Lucey, Brian & Sensoy, Ahmet & Yarovaya, Larisa - The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives (RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304714)
by Akyildirim, Erdinc & Corbet, Shaen & Katsiampa, Paraskevi & Kellard, Neil & Sensoy, Ahmet - Intraday efficiency-frequency nexus in the cryptocurrency markets (RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319308025)
by Aslan, Aylin & Sensoy, Ahmet - The influence of Bitcoin on portfolio diversification and design (RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319305215)
by Akhtaruzzaman, Md & Sensoy, Ahmet & Corbet, Shaen - Financial contagion during COVID–19 crisis (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305754)
by Akhtaruzzaman, Md & Boubaker, Sabri & Sensoy, Ahmet - Covid-19 pandemic and tail-dependency networks of financial assets (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316147)
by Le, Trung Hai & Do, Hung Xuan & Nguyen, Duc Khuong & Sensoy, Ahmet - Commonality in FX liquidity: High-frequency evidence (RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320304220)
by Sensoy, Ahmet & Uzun, Sevcan & Lucey, Brian M. - Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations (RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323001903)
by Malek, Jiri & Nguyen, Duc Khuong & Sensoy, Ahmet & Tran, Quang Van - Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period (RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309)
by Banerjee, Ameet Kumar & Sensoy, Ahmet & Goodell, John W. & Mahapatra, Biplab - Commonality in volatility among green, brown, and sustainable energy indices (RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004148)
by Banerjee, Ameet Kumar & Sensoy, Ahmet & Rahman, Molla Ramizur & Palma, Alessia - Impact of short selling activity on market dynamics: Evidence from an emerging market (RePEc:eee:finsta:v:15:y:2014:i:c:p:53-62)
by Sobaci, Cihat & Sensoy, Ahmet & Erturk, Mutahhar - Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market (RePEc:eee:finsta:v:31:y:2017:i:c:p:62-80)
by Sensoy, Ahmet - Not all emerging markets are the same: A classification approach with correlation based networks (RePEc:eee:finsta:v:33:y:2017:i:c:p:163-186)
by Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk & Tabak, Benjamin M. - A comparative analysis of the dynamic relationship between oil prices and exchange rates (RePEc:eee:intfin:v:32:y:2014:i:c:p:397-414)
by Turhan, M. Ibrahim & Sensoy, Ahmet & Hacihasanoglu, Erk - Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets (RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000962)
by Serdengeçti, Süleyman & Sensoy, Ahmet & Nguyen, Duc Khuong - Retail vs institutional investor attention in the cryptocurrency market (RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001469)
by Ozdamar, Melisa & Sensoy, Ahmet & Akdeniz, Levent - Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework (RePEc:eee:irlaec:v:63:y:2020:i:c:s0144818819301991)
by Akyildirim, Erdinc & Corbet, Shaen & Nguyen, Duc Khuong & Sensoy, Ahmet - Positive information shocks, investor behavior and stock price crash risk (RePEc:eee:jeborg:v:197:y:2022:i:c:p:493-518)
by Cui, Xin & Sensoy, Ahmet & Nguyen, Duc Khuong & Yao, Shouyu & Wu, Yiyao - Dynamic relationship between precious metals (RePEc:eee:jrpoli:v:38:y:2013:i:4:p:504-511)
by Sensoy, Ahmet - Dynamic convergence of commodity futures: Not all types of commodities are alike (RePEc:eee:jrpoli:v:44:y:2015:i:c:p:150-160)
by Sensoy, Ahmet & Hacihasanoglu, Erk & Nguyen, Duc Khuong - Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices (RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308618)
by Mensi, Walid & Sensoy, Ahmet & Vo, Xuan Vinh & Kang, Sang Hoon - Higher-order moment connectedness between stock and commodity markets and portfolio management (RePEc:eee:jrpoli:v:89:y:2024:i:c:s030142072400014x)
by Mensi, Walid & Ko, Hee-Un & Sensoy, Ahmet & Kang, Sang Hoon - Big data analytics, order imbalance and the predictability of stock returns (RePEc:eee:mulfin:v:62:y:2021:i:c:s1042444x21000402)
by Akyildirim, Erdinc & Sensoy, Ahmet & Gulay, Guzhan & Corbet, Shaen & Salari, Hajar Novin - Cross-sectoral interactions in Islamic equity markets (RePEc:eee:pacfin:v:32:y:2015:i:c:p:1-20)
by Yilmaz, Mustafa K. & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk - Energy, precious metals, and GCC stock markets: Is there any risk spillover? (RePEc:eee:pacfin:v:56:y:2019:i:c:p:45-70)
by Al-Yahyaee, Khamis Hamed & Mensi, Walid & Sensoy, Ahmet & Kang, Sang Hoon - Generalized Hurst exponent approach to efficiency in MENA markets (RePEc:eee:phsmap:v:392:y:2013:i:20:p:5019-5026)
by Sensoy, A. - Analysis of cross-correlations between financial markets after the 2008 crisis (RePEc:eee:phsmap:v:392:y:2013:i:20:p:5027-5045)
by Sensoy, A. & Yuksel, S. & Erturk, M. - Dynamic spanning trees in stock market networks: The case of Asia-Pacific (RePEc:eee:phsmap:v:414:y:2014:i:c:p:387-402)
by Sensoy, Ahmet & Tabak, Benjamin M. - An alternative way to track the hot money in turbulent times (RePEc:eee:phsmap:v:419:y:2015:i:c:p:215-220)
by Sensoy, Ahmet - Time-varying long term memory in the European Union stock markets (RePEc:eee:phsmap:v:436:y:2015:i:c:p:147-158)
by Sensoy, Ahmet & Tabak, Benjamin M. - Green cryptocurrencies and portfolio diversification in the era of greener paths (RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009954)
by Ali, Fahad & Khurram, Muhammad Usman & Sensoy, Ahmet & Vo, Xuan Vinh - A view to the long-run dynamic relationship between crude oil and the major asset classes (RePEc:eee:reveco:v:33:y:2014:i:c:p:286-299)
by Turhan, M. Ibrahim & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk - Information content of order imbalance in the index options market (RePEc:eee:reveco:v:78:y:2022:i:c:p:418-432)
by Sensoy, Ahmet & Omole, John - Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation (RePEc:eee:reveco:v:85:y:2023:i:c:p:744-792)
by Ali, Fahad & Sensoy, Ahmet & Goodell, John W. - How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty? (RePEc:eee:reveco:v:93:y:2024:i:pa:p:442-468)
by Banerjee, Ameet Kumar & Özer, Zeynep Sueda & Rahman, Molla Ramizur & Sensoy, Ahmet - Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach (RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919307822)
by Mensi, Walid & Ur Rehman, Mobeen & Maitra, Debasish & Hamed Al-Yahyaee, Khamis & Sensoy, Ahmet - The voice of minority shareholders: Online voting and corporate social responsibility (RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000295)
by Feng, Yumei & Pan, Yuying & Wang, Lu & Sensoy, Ahmet - Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market (RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001239)
by Ali, Fahad & Jiang, Yuexiang & Sensoy, Ahmet - Top executives’ great famine experience and stock price crash risk (RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001859)
by Cui, Xin & Sun, Mengyue & Sensoy, Ahmet & Wang, Panpan & Wang, Yaqi - Three channels of monetary policy international transmission: Identifying spillover effects from the US to China (RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000587)
by Zhang, Mi & Sensoy, Ahmet & Cheng, Feiyang & Zhao, Xuankai - Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning (RePEc:eee:riibaf:v:62:y:2022:i:c:s027553192200071x)
by Wang, Yaqi & Wang, Chunfeng & Sensoy, Ahmet & Yao, Shouyu & Cheng, Feiyang - Does corporate green innovation behaviour impact trade credit? Evidence from China (RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001824)
by Li, Chen & Sensoy, Ahmet & Song, Ce & Zhang, Mi - Over-expected shocks and financial market security: Evidence from China's markets (RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203)
by Li, Yueshan & Chen, Shoudong & Sensoy, Ahmet & Wang, Lu - Excessive financialization and “Original Sin Theory”: Redemption from corporate reputation (RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000886)
by Wang, Hanying & Qi, Ju & Li, Zhuohua & Sensoy, Ahmet & Xing, Hongwei - Career aspirations and financial planning of young people in family businesses (RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001569)
by Banerjee, Ameet Kumar & Mishra, Subhendu Kumar & Sensoy, Ahmet - Anatomy of sovereign yield behaviour using textual news (RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514)
by Banerjee, Ameet Kumar & Pradhan, H.K. & Akhtaruzzaman, Md & Sensoy, Ahmet & Dann, Susan - Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach (RePEc:eee:riibaf:v:73:y:2025:i:pb:s027553192400429x)
by Banerjee, Ameet Kumar & Rahman, Molla Ramizur & Misra, Arun Kumar & Sensoy, Ahmet - Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements (RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310179)
by Akyildirim, Erdinç & Corbet, Shaen & Cumming, Douglas & Lucey, Brian & Sensoy, Ahmet - Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China (RePEc:eee:tefoso:v:177:y:2022:i:c:s0040162522000488)
by Cui, Xin & Wang, Panpan & Sensoy, Ahmet & Nguyen, Duc Khuong & Pan, Yuying - Financial contagion during COVID–19 crisis (RePEc:hal:journl:hal-04455600)
by Md Akhtaruzzaman & Sabri Boubaker & Ahmet Sensoy - Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management (RePEc:hal:journl:hal-04640048)
by Shouyu Yao & Xiaochen Xie & Sabri Boubaker & Ahmet Sensoy & Feiyang Cheng - Interest Rate Uncertainty and the Predictability of Bank Revenues (RePEc:hhs:cbsnow:2021_002)
by Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet - Applications of Machine Learning Methods in Complex Economics and Financial Networks (RePEc:hin:complx:4247587)
by Benjamin M. Tabak & Thiago C. Silva & Liang Zhao & Ahmet Sensoy - Financial Networks (RePEc:hin:complx:7802590)
by Benjamin Miranda Tabak & Thiago Christiano Silva & Ahmet Sensoy - Financial Networks 2019 (RePEc:hin:complx:8257404)
by Benjamin Miranda Tabak & Thiago Christiano Silva & Ahmet Sensoy - A Tale of Two Risks in the EMU Sovereign Debt Markets (RePEc:ipg:wpaper:2018-004)
by Erdinc Akyildirim & Duc Khuong Nguyen & Ahmet Sensoy - Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets (RePEc:ipg:wpaper:2018-009)
by Ahmet Sensoy & Duc Khuong Nguyen & Erk Hacihasanoglu & Ahmed Rostom - Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework (RePEc:ipg:wpaper:2019-005)
by Erdinc Akyildirim & Shaen Corbet & Duc Khuong Nguyene & Ahmet Sensoy - Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market (RePEc:ipg:wpaper:2019-011)
by Erdinc Akyildirim & Shaen Corbet & Guzhan Gulay & Duc Khuong Nguyen & Ahmet Sensoy - Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets (RePEc:ipg:wpaper:2020-006)
by Suleyman Serdengeçti & Ahmet Sensoy & Duc Khuong Nguyen - Broker Network Connectivity and the Cross-Section of Expected Stock Returns (RePEc:ipg:wpaper:2021-002)
by Murat Tiniç & Ahmet Sensoy & Muge Demir & Duc Khuong Nguyen - Statistical Arbitrage: Factor Investing Approach (RePEc:ipg:wpaper:2021-003)
by Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy - Building Eco-friendly Corporations: The Role of Minority Shareholders (RePEc:kap:jbuset:v:182:y:2023:i:4:d:10.1007_s10551-022-05291-y)
by Shouyu Yao & Yuying Pan & Lu Wang & Ahmet Sensoy & Feiyang Cheng - Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States (RePEc:pra:mprapa:101276)
by Awijen, Haithem & Ben Zaied, Younes & Nguyen, Duc Khuong & Sensoy, Ahmet - Broker Network Connectivity and the Cross-Section of Expected Stock Returns (RePEc:pra:mprapa:104719)
by Tinic, Murat & Sensoy, Ahmet & Demir, Muge & Nguyen, Duc Khuong - Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets (RePEc:pra:mprapa:105162)
by Serdengecti, Suleyman & Sensoy, Ahmet & Nguyen, Duc Khuong - Statistical arbitrage: Factor investing approach (RePEc:pra:mprapa:105766)
by Akyildirim, Erdinc & Goncu, Ahmet & Hekimoglu, Alper & Nguyen, Duc Khuong & Sensoy, Ahmet - Analysis on Runs of Daily Returns in Istanbul Stock Exchange (RePEc:pra:mprapa:42645)
by Şensoy, Ahmet - Interest Rate Uncertainty and the Predictability of Bank Revenues (RePEc:pre:wpaper:202040)
by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy - News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices (RePEc:sae:enejou:v:43:y:2022:i:1_suppl:p:1-30)
by Oguzhan Cepni & Duc Khuong Nguyen & Ahmet Sensoy - Dynamic integration and network structure of the EMU sovereign bond markets (RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2831-1)
by Ahmet Sensoy & Duc Khuong Nguyen & Ahmed Rostom & Erk Hacihasanoglu - Prediction of cryptocurrency returns using machine learning (RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-020-03575-y)
by Erdinc Akyildirim & Ahmet Goncu & Ahmet Sensoy - Statistical arbitrage in jump-diffusion models with compound Poisson processes (RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-03965-w)
by Erdinc Akyildirim & Frank J. Fabozzi & Ahmet Goncu & Ahmet Sensoy - Forecasting high-frequency stock returns: a comparison of alternative methods (RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04464-8)
by Erdinc Akyildirim & Aurelio F. Bariviera & Duc Khuong Nguyen & Ahmet Sensoy - Extending the Merton model with applications to credit value adjustment (RePEc:spr:annopr:v:326:y:2023:i:1:d:10.1007_s10479-023-05289-3)
by Erdinc Akyildirim & Alper A. Hekimoglu & Ahmet Sensoy & Frank J. Fabozzi - Investor attention and cryptocurrency market liquidity: a double-edged sword (RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04915-w)
by Shouyu Yao & Ahmet Sensoy & Duc Khuong Nguyen & Tong Li - Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints (RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05865-1)
by Ameet Kumar Banerjee & H. K. Pradhan & Ahmet Sensoy & Frank Fabozzi & Biplab Mahapatra - High frequency multiscale relationships among major cryptocurrencies: portfolio management implications (RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00290-w)
by Walid Mensi & Mobeen Ur Rehman & Muhammad Shafiullah & Khamis Hamed Al-Yahyaee & Ahmet Sensoy - Lottery-like preferences and the MAX effect in the cryptocurrency market (RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00291-9)
by Melisa Ozdamar & Levent Akdeniz & Ahmet Sensoy - Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications (RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00298-2)
by Walid Mensi & Mobeen Ur Rehman & Muhammad Shafullah & Khamis Hamed Al‑Yahyaee & Ahmet Sensoy - Statistical arbitrage: factor investing approach (RePEc:spr:orspec:v:45:y:2023:i:4:d:10.1007_s00291-023-00733-z)
by Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy - Impact of sovereign rating changes on stock market co-movements: the case of Latin America (RePEc:taf:applec:v:48:y:2016:i:28:p:2600-2610)
by Ahmet Sensoy - Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes (RePEc:taf:applec:v:49:y:2017:i:25:p:2456-2479)
by Walid Mensi & Shawkat Hammoudeh & Ahmet Sensoy & Seong-Min Yoon - High-frequency return and volatility spillovers among cryptocurrencies (RePEc:taf:applec:v:53:y:2021:i:37:p:4310-4328)
by Ahmet Sensoy & Thiago Christiano Silva & Shaen Corbet & Benjamin Miranda Tabak - Investor attention and idiosyncratic risk in cryptocurrency markets (RePEc:taf:eurjfi:v:30:y:2024:i:16:p:1932-1950)
by Shouyu Yao & Xiaoran Kong & Ahmet Sensoy & Erdinc Akyildirim & Feiyang Cheng - Early warning systems for currency and systemic banking crises in Vietnam (RePEc:taf:pocoec:v:34:y:2022:i:3:p:350-375)
by Dao Ha & Phuong Nguyen & Duc Khuong Nguyen & Ahmet Sensoy - Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market (RePEc:tcb:wpaper:1928)
by Suleyman Serdengecti & Ahmet Sensoy - Determinants of ICO Success and Post-ICO Performance (RePEc:tcb:wpaper:2116)
by Aylin Aslan & Ahmet Sensoy & Levent Akdeniz - European economic and monetary union sovereign debt markets (RePEc:wbk:wbrwps:7149)
by Sensoy, Ahmet & Hacihasanoglu, Erk & Rostom, Ahmed - Investor attention and environmental information disclosure quality: Evidence from heavy pollution industries in China (RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2971-2990)
by Shouyu Yao & Tong Li & Ahmet Sensoy & Zhenming Fang & Feiyang Cheng - Interest rate uncertainty and the predictability of bank revenues (RePEc:wly:jforec:v:41:y:2022:i:8:p:1559-1569)
by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy - Jump forecasting in foreign exchange markets: A high‐frequency analysis (RePEc:wly:jforec:v:42:y:2023:i:3:p:578-624)
by Sevcan Uzun & Ahmet Sensoy & Duc Khuong Nguyen - Statistical Analysis By Wavelet Leaders Reveals Differences In Multi-Fractal Characteristics Of Stock Price And Return Series In Turkish High Frequency Data (RePEc:wsi:fracta:v:32:y:2024:i:01:n:s0218348x24500026)
by Salim Lahmiri & Ahmet Sensoy & Erdinc Akyildirim & Stelios Bekiros