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Ahmet Sensoy
(Ahmet Şensoy)

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This is information that was supplied by Ahmet Sensoy in registering through RePEc. If you are Ahmet Sensoy , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Ahmet
Middle Name:
Last Name: Sensoy
Suffix:

RePEc Short-ID: pen77

Email:
Homepage:
Postal Address:
Phone: +902122982739

Affiliation

Research Department
Borsa İstanbul
Location: İstanbul, Turkey
Homepage: http://borsaistanbul.com/en/corporate/research
Email:
Phone: (90 212) 298 2100
Fax: (90 212) 298 2189
Postal: Reşitpaşa mh. Tuncay Artun Cd. Emirgan, 34467 İstanbul
Handle: RePEc:edi:rdisetr (more details at EDIRC)

Works

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Working papers

  1. Cihat Sobaci & Ahmet Sensoy & Mutahhar Erturk, 2014. "Impact Of Short Selling Activity On Market Dynamics: Evidence From An Emerging Market," Working Paper 17, Research and Business Development Department, Borsa Istanbul.
  2. Ahmet Sensoy, 2014. "An Alternative Way To Track The Hot Money In Turbulent Times," Working Paper 16, Research and Business Development Department, Borsa Istanbul.
  3. Ahmet Sensoy & Cihat Sobaci & Sadri Sensoy & Fatih Alali, 2014. "Effective Transfer Entropy Approach To Information Flow Between Exchange Rates And Stock Markets," Working Paper 14, Research and Business Development Department, Borsa Istanbul.
  4. Ahmet Sensoy & Benjamin M. Tabak, 2014. "Dynamic Spanning Tree Approach - The Case Of Asia-Pacific Stock Markets," Working Paper 15, Research and Business Development Department, Borsa Istanbul.
  5. Ahmet Sensoy, 2013. "Efficiency of stock markets and exchange rates: Emerging vs.developed countries," Working Paper 11, Research and Business Development Department, Borsa Istanbul.
  6. A. Sensoy & Benjamin Miranda Tabak, 2013. "How much random does European Union walk? A time-varying long memory analysis," Working Papers Series 342, Central Bank of Brazil, Research Department.
  7. Ahmet Sensoy, 2013. "Short Term Impacts Of Sovereign Rating Changes On Stock Market Comovements: The Case Of Latin America," Working Paper 13, Research and Business Development Department, Borsa Istanbul.
  8. Ahmet Sensoy & Cihat Sobaci, 2013. "Effects Of Volatility Shocks On The Dynamic Linkages Between Exchange Rate, Interest Rate And The Stock Market: The Case Of Turkey," Working Paper 10, Research and Business Development Department, Borsa Istanbul.
  9. Ahmet Sensoy, 2012. "An Interacting Agents Model Approach to Stock Market Crashes," Working Paper 09, Research and Business Development Department, Borsa Istanbul.
  10. Şensoy, Ahmet, 2012. "Analysis on Runs of Daily Returns in Istanbul Stock Exchange," MPRA Paper 42645, University Library of Munich, Germany.

Articles

  1. Sensoy, A. & Yuksel, S. & Erturk, M., 2013. "Analysis of cross-correlations between financial markets after the 2008 crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(20), pages 5027-5045.
  2. Sensoy, A., 2013. "Generalized Hurst exponent approach to efficiency in MENA markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(20), pages 5019-5026.
  3. Sensoy, Ahmet, 2013. "Dynamic relationship between precious metals," Resources Policy, Elsevier, vol. 38(4), pages 504-511.
  4. Ahmet SENSOY, 2012. "Analysis On Runs Of Daily Returns In Istanbul Stock Exchange," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 151-161, January.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ARA: MENA - Middle East & North Africa (1) 2014-03-22
  2. NEP-EEC: European Economics (1) 2014-01-10
  3. NEP-ETS: Econometric Time Series (1) 2014-01-10
  4. NEP-FMK: Financial Markets (1) 2014-03-22
  5. NEP-HME: Heterodox Microeconomics (1) 2014-03-22
  6. NEP-MON: Monetary Economics (1) 2014-03-22
  7. NEP-MST: Market Microstructure (1) 2014-03-22
  8. NEP-SEA: South East Asia (1) 2014-03-22

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