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Publications

by members of

Bilkent Üniversitesi → İşletme Fakültesi

Bilkent University → Faculty of Business Administration

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2023

  1. Shouyu Yao & Xiaochen Xie & Sabri Boubaker & Ahmet Sensoy & Feiyang Cheng, 2023, "Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management," Post-Print, HAL, number hal-04640048, Jan, DOI: 10.1111/1467-8551.12705.

2022

  1. Anjan Kumar Banerjee & Md Akhtaruzzaman & Ahmet Sensoy, 2022, "Impact investing: The hedge and diversification for the agricultural commodities," Post-Print, HAL, number hal-05337416, May.
  2. Md Al Mamun & Sabri Boubaker & Ahmet Sensoy, 2022, "Green Finance and Decarbonization: Evidence from around the World," Post-Print, HAL, number hal-05337462, Jun.

2021

  1. Md Akhtaruzzaman & Sabri Boubaker & Ahmet Sensoy, 2021, "Financial contagion during COVID–19 crisis," Post-Print, HAL, number hal-04455600, DOI: 10.1016/j.frl.2020.101604.
  2. Md Akhtaruzzaman & Sabri Boubaker & Brian M Lucey & Ahmet Sensoy, 2021, "Is gold a hedge or a safe-haven asset in the COVID–19 crisis?," Post-Print, HAL, number hal-04998990, Jul, DOI: 10.1016/j.econmod.2021.105588.
  3. Sabri Boubaker & Md Akhtaruzzaman & Ahmet Sensoy, 2021, "How are financial firms exposed to contagion during Covid-19 pandemic?," Post-Print, HAL, number hal-05621521, Jun.
  4. Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, Copenhagen Business School, Department of Economics, number 2-2021, Jan.
  5. Murat Tiniç & Ahmet Sensoy & Muge Demir & Duc Khuong Nguyen, 2021, "Broker Network Connectivity and the Cross-Section of Expected Stock Returns," Working Papers, Department of Research, Ipag Business School, number 2021-002, Jan.
  6. Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2021, "Statistical Arbitrage: Factor Investing Approach," Working Papers, Department of Research, Ipag Business School, number 2021-003, Jan.
  7. Aylin Aslan & Ahmet Sensoy & Levent Akdeniz, 2021, "Determinants of ICO Success and Post-ICO Performance," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2116.

2020

  1. Suleyman Serdengeçti & Ahmet Sensoy & Duc Khuong Nguyen, 2020, "Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets," Working Papers, Department of Research, Ipag Business School, number 2020-006, Jan.
  2. Awijen, Haithem & Ben Zaied, Younes & Nguyen, Duc Khuong & Sensoy, Ahmet, 2020, "Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States," MPRA Paper, University Library of Munich, Germany, number 101276, Mar, revised Jun 2020.

2019

  1. Erdinc Akyildirim & Shaen Corbet & Duc Khuong Nguyene & Ahmet Sensoy, 2019, "Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework," Working Papers, Department of Research, Ipag Business School, number 2019-005, Jan.
  2. Erdinc Akyildirim & Shaen Corbet & Guzhan Gulay & Duc Khuong Nguyen & Ahmet Sensoy, 2019, "Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market," Working Papers, Department of Research, Ipag Business School, number 2019-011, Jan.
  3. Suleyman Serdengecti & Ahmet Sensoy, 2019, "Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1928.

2018

  1. Erdinc Akyildirim & Duc Khuong Nguyen & Ahmet Sensoy, 2018, "A Tale of Two Risks in the EMU Sovereign Debt Markets," Working Papers, Department of Research, Ipag Business School, number 2018-004, Jan.
  2. Ahmet Sensoy & Duc Khuong Nguyen & Erk Hacihasanoglu & Ahmed Rostom, 2018, "Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets," Working Papers, Department of Research, Ipag Business School, number 2018-009, Jan.

2015

  1. Sensoy, Ahmet & Hacihasanoglu, Erk & Rostom, Ahmed, 2015, "European economic and monetary union sovereign debt markets," Policy Research Working Paper Series, The World Bank, number 7149, Jan.

2014

  1. Ahmet Sensoy & Benjamin M. Tabak, 2014, "Dynamic spanning trees in stock market networks: The case of Asia-Pacific," Working Papers Series, Central Bank of Brazil, Research Department, number 351, Mar.

2013

  1. A. Sensoy & Benjamin M. Tabak, 2013, "How much random does European Union walk? A time-varying long memory analysis," Working Papers Series, Central Bank of Brazil, Research Department, number 342, Dec.

2012

  1. Şensoy, Ahmet, 2012, "Analysis on Runs of Daily Returns in Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 42645, Jul.

Journal articles

2026

  1. Ameet Kumar Banerjee & Ahmet Sensoy & John W. Goodell & H. K. Pradhan, 2026, "Exchange Rate Pass‐Through, Inflation, and Energy Prices: The Role of Central Bank Intervention and Liquidity Conditions," International Review of Finance, International Review of Finance Ltd., volume 26, issue 1, March, DOI: 10.1111/irfi.70067.
  2. Ameet Kumar Banerjee & Soumya Das & Ahmet Sensoy & John W. Goodell, 2026, "Sustainable ETFs: A Systematic Bibliometric Analysis," Journal of Economic Surveys, Wiley Blackwell, volume 40, issue 2, pages 587-603, April, DOI: 10.1111/joes.70017.
  3. Banerjee, Ameet Kumar & Mishra, Neelesh Kumar & Mishra, Neetu & Klein, Tony & Sensoy, Ahmet, 2026, "Gaining ground or losing foothold: Game-theoretic lens to unveil strategic bargaining between oil exporters and importers," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104802.
  4. Walid Mensi & Rim El-Khoury & Juan Carlos Reboredo & Ahmet Sensoy & Khamis Hamed Al-Yahyaee, 2026, "Modeling intraday jumps and cojumps in oil and currency markets: the role of U.S. macroeconomic news," Review of Quantitative Finance and Accounting, Springer, volume 67, issue 2, pages 547-582, August, DOI: 10.1007/s11156-025-01461-x.
  5. Md Akhtaruzzaman & Walid Mensi & Molla Ramizur Rahman & Ahmet Sensoy, 2026, "Systemic risk sharing among conventional and socially responsible investments," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-21, December, DOI: 10.1186/s40854-025-00884-8.

2025

  1. Zhang, Mi & Sensoy, Ahmet & Nguyen, Duc Khuong & Cheng, Feiyang, 2025, "Can bilateral RMB swap reduce monetary policy spillovers from the United States to China?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 101, issue C, DOI: 10.1016/j.intfin.2025.102157.
  2. Banerjee, Ameet Kumar & Rahman, Molla Ramizur & Misra, Arun Kumar & Sensoy, Ahmet, 2025, "Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach," Research in International Business and Finance, Elsevier, volume 73, issue PB, DOI: 10.1016/j.ribaf.2024.102636.
  3. Ma, Tingting & Niu, Duo & Fang, Xizhe & Ji, Xinyuan & Sensoy, Ahmet, 2025, "Cautious and conscientious or fish in troubled waters: Knightian uncertainty and financial restatement," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103135.
  4. Fahad Ali & Muhammad Usman Khurram & Ahmet Sensoy, 2025, "Safe havens for Bitcoin and Ethereum: evidence from high-frequency data," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-34, December, DOI: 10.1186/s40854-024-00686-4.
  5. Dao Ha & Mai Nguyen & Kim Nguyen & Ahmet Şensoy, 2025, "Unveiling financial inclusion dynamics: Fintech's resonance in Association of Southeast Asian Nations (ASEAN)," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 30, issue 2, pages 1348-1371, April, DOI: 10.1002/ijfe.2963.

2024

  1. Banerjee, Ameet Kumar & Sensoy, Ahmet & Goodell, John W., 2024, "Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107224.
  2. Cepni, Oguzhan & Şensoy, Ahmet & Yılmaz, Muhammed Hasan, 2024, "Climate change exposure and cost of equity," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2023.107288.
  3. Banerjee, Ameet Kumar & Dionisio, Andreia & Sensoy, Ahmet & Goodell, John W., 2024, "Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107683.
  4. Banerjee, Ameet Kumar & Pradhan, H.K. & Sensoy, Ahmet & Goodell, John W., 2024, "Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102995.
  5. Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Sensoy, Ahmet & Goodell, John W., 2024, "Volatility spillovers and hedging strategies between impact investing and agricultural commodities," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103237.
  6. Husain, Afzol & Karim, Sitara & Sensoy, Ahmet, 2024, "Financial fusion: Bridging Islamic and Green investments in the European stock market," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103341.
  7. Banerjee, Ameet Kumar & Sensoy, Ahmet & Goodell, John W. & Mahapatra, Biplab, 2024, "Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104658.
  8. Banerjee, Ameet Kumar & Sensoy, Ahmet & Rahman, Molla Ramizur & Palma, Alessia, 2024, "Commonality in volatility among green, brown, and sustainable energy indices," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105384.
  9. Mensi, Walid & Ko, Hee-Un & Sensoy, Ahmet & Kang, Sang Hoon, 2024, "Higher-order moment connectedness between stock and commodity markets and portfolio management," Resources Policy, Elsevier, volume 89, issue C, DOI: 10.1016/j.resourpol.2024.104647.
  10. Ali, Fahad & Khurram, Muhammad Usman & Sensoy, Ahmet & Vo, Xuan Vinh, 2024, "Green cryptocurrencies and portfolio diversification in the era of greener paths," Renewable and Sustainable Energy Reviews, Elsevier, volume 191, issue C, DOI: 10.1016/j.rser.2023.114137.
  11. Banerjee, Ameet Kumar & Özer, Zeynep Sueda & Rahman, Molla Ramizur & Sensoy, Ahmet, 2024, "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?," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 442-468, DOI: 10.1016/j.iref.2024.03.046.
  12. Banerjee, Ameet Kumar & Sensoy, Ahmet & Goodell, John W., 2024, "Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods," International Review of Economics & Finance, Elsevier, volume 96, issue PC, DOI: 10.1016/j.iref.2024.103740.
  13. Li, Yueshan & Chen, Shoudong & Sensoy, Ahmet & Wang, Lu, 2024, "Over-expected shocks and financial market security: Evidence from China's markets," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102194.
  14. Wang, Hanying & Qi, Ju & Li, Zhuohua & Sensoy, Ahmet & Xing, Hongwei, 2024, "Excessive financialization and “Original Sin Theory”: Redemption from corporate reputation," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102295.
  15. Banerjee, Ameet Kumar & Mishra, Subhendu Kumar & Sensoy, Ahmet, 2024, "Career aspirations and financial planning of young people in family businesses," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102363.
  16. Banerjee, Ameet Kumar & Pradhan, H.K. & Akhtaruzzaman, Md & Sensoy, Ahmet & Dann, Susan, 2024, "Anatomy of sovereign yield behaviour using textual news," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102458.
  17. Shouyu Yao & Ahmet Sensoy & Duc Khuong Nguyen & Tong Li, 2024, "Investor attention and cryptocurrency market liquidity: a double-edged sword," Annals of Operations Research, Springer, volume 334, issue 1, pages 815-856, March, DOI: 10.1007/s10479-022-04915-w.
  18. Ameet Kumar Banerjee & H. K. Pradhan & Ahmet Sensoy & Frank Fabozzi & Biplab Mahapatra, 2024, "Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints," Annals of Operations Research, Springer, volume 337, issue 1, pages 1-22, June, DOI: 10.1007/s10479-024-05865-1.
  19. Shouyu Yao & Xiaoran Kong & Ahmet Sensoy & Erdinc Akyildirim & Feiyang Cheng, 2024, "Investor attention and idiosyncratic risk in cryptocurrency markets," The European Journal of Finance, Taylor & Francis Journals, volume 30, issue 16, pages 1932-1950, November, DOI: 10.1080/1351847X.2021.1989008.
  20. Shouyu Yao & Tong Li & Ahmet Sensoy & Zhenming Fang & Feiyang Cheng, 2024, "Investor attention and environmental information disclosure quality: Evidence from heavy pollution industries in China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 29, issue 3, pages 2971-2990, July, DOI: 10.1002/ijfe.2811.
  21. Salim Lahmiri & Ahmet Sensoy & Erdinc Akyildirim & Stelios Bekiros, 2024, "Statistical Analysis By Wavelet Leaders Reveals Differences In Multi-Fractal Characteristics Of Stock Price And Return Series In Turkish High Frequency Data," FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., volume 32, issue 01, pages 1-10, DOI: 10.1142/S0218348X24500026.

2023

  1. Masoud Shahmanzari & Fehmi Tanrisever & Enes Eryarsoy & Ahmet Şensoy, 2023, "Managing disease containment measures during a pandemic," Production and Operations Management, Production and Operations Management Society, volume 32, issue 5, pages 1362-1379, May, DOI: 10.1111/poms.13656.
  2. Cui, Xin & Wang, Chunfeng & Sensoy, Ahmet & Liao, Jing & Xie, Xiaochen, 2023, "Economic policy uncertainty and green innovation: Evidence from China," Economic Modelling, Elsevier, volume 118, issue C, DOI: 10.1016/j.econmod.2022.106104.
  3. Malek, Jiri & Nguyen, Duc Khuong & Sensoy, Ahmet & Tran, Quang Van, 2023, "Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103817.
  4. Ali, Fahad & Sensoy, Ahmet & Goodell, John W., 2023, "Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 744-792, DOI: 10.1016/j.iref.2023.02.015.
  5. Li, Chen & Sensoy, Ahmet & Song, Ce & Zhang, Mi, 2023, "Does corporate green innovation behaviour impact trade credit? Evidence from China," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102056.
  6. Shouyu Yao & Yuying Pan & Lu Wang & Ahmet Sensoy & Feiyang Cheng, 2023, "Building Eco-friendly Corporations: The Role of Minority Shareholders," Journal of Business Ethics, Springer, volume 182, issue 4, pages 933-966, February, DOI: 10.1007/s10551-022-05291-y.
  7. Erdinc Akyildirim & Alper A. Hekimoglu & Ahmet Sensoy & Frank J. Fabozzi, 2023, "Extending the Merton model with applications to credit value adjustment," Annals of Operations Research, Springer, volume 326, issue 1, pages 27-65, July, DOI: 10.1007/s10479-023-05289-3.
  8. Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2023, "Statistical arbitrage: factor investing approach," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., volume 45, issue 4, pages 1295-1331, December, DOI: 10.1007/s00291-023-00733-z.
  9. Sevcan Uzun & Ahmet Sensoy & Duc Khuong Nguyen, 2023, "Jump forecasting in foreign exchange markets: A high‐frequency analysis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 3, pages 578-624, April, DOI: 10.1002/for.2951.

2022

  1. Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Dionisio, Andreia & Almeida, Dora & Sensoy, Ahmet, 2022, "Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment," Journal of Behavioral and Experimental Finance, Elsevier, volume 36, issue C, DOI: 10.1016/j.jbef.2022.100747.
  2. Mensi, Walid & Sensoy, Ahmet & Vo, Xuan Vinh & Kang, Sang Hoon, 2022, "Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101773.
  3. Eraslan, Veysel & Omole, John & Sensoy, Ahmet & Ozdamar, Melisa, 2022, "Other people's money: A comparison of institutional investors," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100914.
  4. Wang, Ziwei & Yao, Shouyu & Sensoy, Ahmet & Goodell, John W. & Cheng, Feiyang, 2022, "Learning from failures: Director interlocks and corporate misconduct," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102406.
  5. Ozdamar, Melisa & Sensoy, Ahmet & Akdeniz, Levent, 2022, "Retail vs institutional investor attention in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101674.
  6. Cui, Xin & Sensoy, Ahmet & Nguyen, Duc Khuong & Yao, Shouyu & Wu, Yiyao, 2022, "Positive information shocks, investor behavior and stock price crash risk," Journal of Economic Behavior & Organization, Elsevier, volume 197, issue C, pages 493-518, DOI: 10.1016/j.jebo.2022.03.016.
  7. Sensoy, Ahmet & Omole, John, 2022, "Information content of order imbalance in the index options market," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 418-432, DOI: 10.1016/j.iref.2021.11.006.
  8. Cui, Xin & Sun, Mengyue & Sensoy, Ahmet & Wang, Panpan & Wang, Yaqi, 2022, "Top executives’ great famine experience and stock price crash risk," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101564.
  9. Zhang, Mi & Sensoy, Ahmet & Cheng, Feiyang & Zhao, Xuankai, 2022, "Three channels of monetary policy international transmission: Identifying spillover effects from the US to China," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101670.
  10. Wang, Yaqi & Wang, Chunfeng & Sensoy, Ahmet & Yao, Shouyu & Cheng, Feiyang, 2022, "Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101683.
  11. Cui, Xin & Wang, Panpan & Sensoy, Ahmet & Nguyen, Duc Khuong & Pan, Yuying, 2022, "Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China," Technological Forecasting and Social Change, Elsevier, volume 177, issue C, DOI: 10.1016/j.techfore.2022.121516.
  12. Oguzhan Cepni & Duc Khuong Nguyen & Ahmet Sensoy, 2022, "News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices," The Energy Journal, , volume 43, issue 1_suppl, pages 1-30, June, DOI: 10.5547/01956574.43.SI1.ocep.
  13. Erdinc Akyildirim & Frank J. Fabozzi & Ahmet Goncu & Ahmet Sensoy, 2022, "Statistical arbitrage in jump-diffusion models with compound Poisson processes," Annals of Operations Research, Springer, volume 313, issue 2, pages 1357-1371, June, DOI: 10.1007/s10479-021-03965-w.
  14. Erdinc Akyildirim & Aurelio F. Bariviera & Duc Khuong Nguyen & Ahmet Sensoy, 2022, "Forecasting high-frequency stock returns: a comparison of alternative methods," Annals of Operations Research, Springer, volume 313, issue 2, pages 639-690, June, DOI: 10.1007/s10479-021-04464-8.
  15. Dao Ha & Phuong Nguyen & Duc Khuong Nguyen & Ahmet Sensoy, 2022, "Early warning systems for currency and systemic banking crises in Vietnam," Post-Communist Economies, Taylor & Francis Journals, volume 34, issue 3, pages 350-375, April, DOI: 10.1080/14631377.2021.1965362.
  16. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2022, "Interest rate uncertainty and the predictability of bank revenues," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1559-1569, December, DOI: 10.1002/for.2884.

2021

  1. Fang, Zhenming & Kong, Xiaoran & Sensoy, Ahmet & Cui, Xin & Cheng, Feiyang, 2021, "Government’s awareness of Environmental protection and corporate green innovation: A natural experiment from the new environmental protection law in China," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 294-312, DOI: 10.1016/j.eap.2021.03.003.
  2. Akhtaruzzaman, Md & Boubaker, Sabri & Lucey, Brian M. & Sensoy, Ahmet, 2021, "Is gold a hedge or a safe-haven asset in the COVID–19 crisis?," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105588.
  3. Rehman, Mobeen Ur & Sensoy, Ahmet & Eraslan, Veysel & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh, 2021, "Sensitivity of US equity returns to economic policy uncertainty and investor sentiments," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101392.
  4. Yao, Shouyu & Pan, Yuying & Sensoy, Ahmet & Uddin, Gazi Salah & Cheng, Feiyang, 2021, "Green credit policy and firm performance: What we learn from China," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105415.
  5. Akyildirim, Erdinc & Corbet, Shaen & O'Connell, John F. & Sensoy, Ahmet, 2021, "The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2020.101630.
  6. Yao, Shouyu & Zhao, Weijia & Sensoy, Ahmet & Cheng, Feiyang & Goodell, John W., 2021, "The dark side of marital leadership: Evidence from China," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101844.
  7. Akhtaruzzaman, Md & Boubaker, Sabri & Sensoy, Ahmet, 2021, "Financial contagion during COVID–19 crisis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101604.
  8. Le, Trung Hai & Do, Hung Xuan & Nguyen, Duc Khuong & Sensoy, Ahmet, 2021, "Covid-19 pandemic and tail-dependency networks of financial assets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101800.
  9. Sensoy, Ahmet & Uzun, Sevcan & Lucey, Brian M., 2021, "Commonality in FX liquidity: High-frequency evidence," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101577.
  10. Serdengeçti, Süleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2021, "Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101377.
  11. Akyildirim, Erdinc & Sensoy, Ahmet & Gulay, Guzhan & Corbet, Shaen & Salari, Hajar Novin, 2021, "Big data analytics, order imbalance and the predictability of stock returns," Journal of Multinational Financial Management, Elsevier, volume 62, issue C, DOI: 10.1016/j.mulfin.2021.100717.
  12. Feng, Yumei & Pan, Yuying & Wang, Lu & Sensoy, Ahmet, 2021, "The voice of minority shareholders: Online voting and corporate social responsibility," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101408.
  13. Ali, Fahad & Jiang, Yuexiang & Sensoy, Ahmet, 2021, "Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101502.
  14. Erdinc Akyildirim & Ahmet Goncu & Ahmet Sensoy, 2021, "Prediction of cryptocurrency returns using machine learning," Annals of Operations Research, Springer, volume 297, issue 1, pages 3-36, February, DOI: 10.1007/s10479-020-03575-y.
  15. Walid Mensi & Mobeen Ur Rehman & Muhammad Shafiullah & Khamis Hamed Al-Yahyaee & Ahmet Sensoy, 2021, "High frequency multiscale relationships among major cryptocurrencies: portfolio management implications," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-21, December, DOI: 10.1186/s40854-021-00290-w.
  16. Melisa Ozdamar & Levent Akdeniz & Ahmet Sensoy, 2021, "Lottery-like preferences and the MAX effect in the cryptocurrency market," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-27, December, DOI: 10.1186/s40854-021-00291-9.
  17. Ahmet Sensoy & Thiago Christiano Silva & Shaen Corbet & Benjamin Miranda Tabak, 2021, "High-frequency return and volatility spillovers among cryptocurrencies," Applied Economics, Taylor & Francis Journals, volume 53, issue 37, pages 4310-4328, August, DOI: 10.1080/00036846.2021.1899119.

2020

  1. Akyildirim, Erdinc & Corbet, Shaen & Sensoy, Ahmet & Yarovaya, Larisa, 2020, "The impact of blockchain related name changes on corporate performance," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101759.
  2. Nguyen, Duc Khuong & Sensoy, Ahmet & Sousa, Ricardo M. & Salah Uddin, Gazi, 2020, "U.S. equity and commodity futures markets: Hedging or financialization?," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104660.
  3. Sensoy, Ahmet & Serdengeçti, Süleyman, 2020, "Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2019.101450.
  4. Akyildirim, Erdinc & Corbet, Shaen & Efthymiou, Marina & Guiomard, Cathal & O'Connell, John F. & Sensoy, Ahmet, 2020, "The financial market effects of international aviation disasters," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101468.
  5. Akyildirim, Erdinc & Corbet, Shaen & Lucey, Brian & Sensoy, Ahmet & Yarovaya, Larisa, 2020, "The relationship between implied volatility and cryptocurrency returns," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.010.
  6. Akyildirim, Erdinc & Corbet, Shaen & Katsiampa, Paraskevi & Kellard, Neil & Sensoy, Ahmet, 2020, "The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.007.
  7. Aslan, Aylin & Sensoy, Ahmet, 2020, "Intraday efficiency-frequency nexus in the cryptocurrency markets," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.013.
  8. Akhtaruzzaman, Md & Sensoy, Ahmet & Corbet, Shaen, 2020, "The influence of Bitcoin on portfolio diversification and design," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101344.
  9. Akyildirim, Erdinc & Corbet, Shaen & Nguyen, Duc Khuong & Sensoy, Ahmet, 2020, "Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework," International Review of Law and Economics, Elsevier, volume 63, issue C, DOI: 10.1016/j.irle.2020.105907.
  10. Mensi, Walid & Sensoy, Ahmet & Vo, Xuan Vinh & Kang, Sang Hoon, 2020, "Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101829.
  11. Mensi, Walid & Ur Rehman, Mobeen & Maitra, Debasish & Hamed Al-Yahyaee, Khamis & Sensoy, Ahmet, 2020, "Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101230.
  12. Akyildirim, Erdinç & Corbet, Shaen & Cumming, Douglas & Lucey, Brian & Sensoy, Ahmet, 2020, "Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements," Technological Forecasting and Social Change, Elsevier, volume 159, issue C, DOI: 10.1016/j.techfore.2020.120191.
  13. Benjamin M. Tabak & Thiago C. Silva & Liang Zhao & Ahmet Sensoy, 2020, "Applications of Machine Learning Methods in Complex Economics and Financial Networks," Complexity, Hindawi, volume 2020, pages 1-2, April, DOI: 10.1155/2020/4247587.

2019

  1. Mensi, Walid & Sensoy, Ahmet & Aslan, Aylin & Kang, Sang Hoon, 2019, "High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101031.
  2. Sensoy, Ahmet & Serdengeçti, Süleyman, 2019, "Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 1-12, DOI: 10.1016/j.irfa.2019.04.001.
  3. Sensoy, Ahmet, 2019, "Commonality in ask-side vs. bid-side liquidity," Finance Research Letters, Elsevier, volume 28, issue C, pages 198-207, DOI: 10.1016/j.frl.2018.04.020.
  4. Sensoy, Ahmet, 2019, "The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies," Finance Research Letters, Elsevier, volume 28, issue C, pages 68-73, DOI: 10.1016/j.frl.2018.04.002.
  5. Mensi, Walid & Lee, Yun-Jung & Al-Yahyaee, Khamis Hamed & Sensoy, Ahmet & Yoon, Seong-Min, 2019, "Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, volume 31, issue C, pages 19-25, DOI: 10.1016/j.frl.2019.03.029.
  6. Corbet, Shaen & Eraslan, Veysel & Lucey, Brian & Sensoy, Ahmet, 2019, "The effectiveness of technical trading rules in cryptocurrency markets," Finance Research Letters, Elsevier, volume 31, issue C, pages 32-37, DOI: 10.1016/j.frl.2019.04.027.
  7. Al-Yahyaee, Khamis Hamed & Mensi, Walid & Sensoy, Ahmet & Kang, Sang Hoon, 2019, "Energy, precious metals, and GCC stock markets: Is there any risk spillover?," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 45-70, DOI: 10.1016/j.pacfin.2019.05.006.
  8. Benjamin Miranda Tabak & Thiago Christiano Silva & Ahmet Sensoy, 2019, "Financial Networks 2019," Complexity, Hindawi, volume 2019, pages 1-2, December, DOI: 10.1155/2019/8257404.
  9. Ahmet Sensoy & Duc Khuong Nguyen & Ahmed Rostom & Erk Hacihasanoglu, 2019, "Dynamic integration and network structure of the EMU sovereign bond markets," Annals of Operations Research, Springer, volume 281, issue 1, pages 297-314, October, DOI: 10.1007/s10479-018-2831-1.

2018

  1. Akyildirim, Erdinc & Nguyen, Duc Khuong & Sensoy, Ahmet, 2018, "A tale of two risks in the EMU sovereign debt markets," Economics Letters, Elsevier, volume 172, issue C, pages 102-106, DOI: 10.1016/j.econlet.2018.08.042.
  2. Sensoy, Ahmet & Omole, John, 2018, "Implied volatility indices: A review and extension in the Turkish case," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 151-161, DOI: 10.1016/j.irfa.2018.08.006.
  3. Benjamin Miranda Tabak & Thiago Christiano Silva & Ahmet Sensoy, 2018, "Financial Networks," Complexity, Hindawi, volume 2018, pages 1-2, April, DOI: 10.1155/2018/7802590.

2017

  1. Sensoy, Ahmet & Fabozzi, Frank J. & Eraslan, Veysel, 2017, "Predictability dynamics of emerging sovereign CDS markets," Economics Letters, Elsevier, volume 161, issue C, pages 5-9, DOI: 10.1016/j.econlet.2017.09.015.
  2. Mensi, Walid & Hammoudeh, Shawkat & Al-Jarrah, Idries Mohammad Wanas & Sensoy, Ahmet & Kang, Sang Hoon, 2017, "Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications," Energy Economics, Elsevier, volume 67, issue C, pages 454-475, DOI: 10.1016/j.eneco.2017.08.031.
  3. Sensoy, Ahmet, 2017, "Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 62-80, DOI: 10.1016/j.jfs.2017.06.007.
  4. Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk & Tabak, Benjamin M., 2017, "Not all emerging markets are the same: A classification approach with correlation based networks," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 163-186, DOI: 10.1016/j.jfs.2016.06.009.
  5. Walid Mensi & Shawkat Hammoudeh & Ahmet Sensoy & Seong-Min Yoon, 2017, "Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes," Applied Economics, Taylor & Francis Journals, volume 49, issue 25, pages 2456-2479, May, DOI: 10.1080/00036846.2016.1240349.

2016

  1. Avci-Surucu, Ezgi & Aydogan, A. Kursat & Akgul, Doganbey, 2016, "Bidding structure, market efficiency and persistence in a multi-time tariff setting," Energy Economics, Elsevier, volume 54, issue C, pages 77-87, DOI: 10.1016/j.eneco.2015.10.017.
  2. Ahmet Sensoy, 2016, "Systematic Risk in Conventional and Islamic Equity Markets," International Review of Finance, International Review of Finance Ltd., volume 16, issue 3, pages 457-466, September.
  3. Sensoy, Ahmet & Eraslan, Veysel & Erturk, Mutahhar, 2016, "Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe," Economic Systems, Elsevier, volume 40, issue 4, pages 552-567, DOI: 10.1016/j.ecosys.2016.02.003.
  4. Sensoy, Ahmet & Tabak, Benjamin M., 2016, "Dynamic efficiency of stock markets and exchange rates," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 353-371, DOI: 10.1016/j.irfa.2016.06.001.
  5. Sensoy, Ahmet, 2016, "Commonality in liquidity: Effects of monetary policy and macroeconomic announcements," Finance Research Letters, Elsevier, volume 16, issue C, pages 125-131, DOI: 10.1016/j.frl.2015.10.021.
  6. Ahmet Sensoy, 2016, "Impact of sovereign rating changes on stock market co-movements: the case of Latin America," Applied Economics, Taylor & Francis Journals, volume 48, issue 28, pages 2600-2610, June, DOI: 10.1080/00036846.2015.1125437.

2015

  1. Turhan, Ibrahim M. & Sensoy, Ahmet & Hacihasanoglu, Erk, 2015, "Shaping the manufacturing industry performance: MIDAS approach," Chaos, Solitons & Fractals, Elsevier, volume 77, issue C, pages 286-290, DOI: 10.1016/j.chaos.2015.06.011.
  2. Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk, 2015, "Predictability dynamics of Islamic and conventional equity markets," The North American Journal of Economics and Finance, Elsevier, volume 31, issue C, pages 222-248, DOI: 10.1016/j.najef.2014.12.001.
  3. Sensoy, Ahmet & Hacihasanoglu, Erk & Nguyen, Duc Khuong, 2015, "Dynamic convergence of commodity futures: Not all types of commodities are alike," Resources Policy, Elsevier, volume 44, issue C, pages 150-160, DOI: 10.1016/j.resourpol.2015.03.001.
  4. Yilmaz, Mustafa K. & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2015, "Cross-sectoral interactions in Islamic equity markets," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 1-20, DOI: 10.1016/j.pacfin.2014.12.008.
  5. Sensoy, Ahmet, 2015, "An alternative way to track the hot money in turbulent times," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 419, issue C, pages 215-220, DOI: 10.1016/j.physa.2014.10.010.
  6. Sensoy, Ahmet & Tabak, Benjamin M., 2015, "Time-varying long term memory in the European Union stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 436, issue C, pages 147-158, DOI: 10.1016/j.physa.2015.05.034.

2014

  1. Sensoy, Ahmet & Sobaci, Cihat & Sensoy, Sadri & Alali, Fatih, 2014, "Effective transfer entropy approach to information flow between exchange rates and stock markets," Chaos, Solitons & Fractals, Elsevier, volume 68, issue C, pages 180-185, DOI: 10.1016/j.chaos.2014.08.007.
  2. Sensoy, Ahmet & Soytas, Ugur & Yildirim, Irem & Hacihasanoglu, Erk, 2014, "Dynamic relationship between Turkey and European countries during the global financial crisis," Economic Modelling, Elsevier, volume 40, issue C, pages 290-298, DOI: 10.1016/j.econmod.2014.04.024.
  3. Sensoy, Ahmet & Sobaci, Cihat, 2014, "Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey," Economic Modelling, Elsevier, volume 43, issue C, pages 448-457, DOI: 10.1016/j.econmod.2014.09.005.
  4. Sensoy, Ahmet & Hacihasanoglu, Erk, 2014, "Time-varying long range dependence in energy futures markets," Energy Economics, Elsevier, volume 46, issue C, pages 318-327, DOI: 10.1016/j.eneco.2014.09.023.
  5. Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2014, "Constructing a financial fragility index for emerging countries," Finance Research Letters, Elsevier, volume 11, issue 4, pages 410-419, DOI: 10.1016/j.frl.2014.07.007.
  6. Sobaci, Cihat & Sensoy, Ahmet & Erturk, Mutahhar, 2014, "Impact of short selling activity on market dynamics: Evidence from an emerging market," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 53-62, DOI: 10.1016/j.jfs.2014.08.010.
  7. Turhan, M. Ibrahim & Sensoy, Ahmet & Hacihasanoglu, Erk, 2014, "A comparative analysis of the dynamic relationship between oil prices and exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 397-414, DOI: 10.1016/j.intfin.2014.07.003.
  8. Sensoy, Ahmet & Tabak, Benjamin M., 2014, "Dynamic spanning trees in stock market networks: The case of Asia-Pacific," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 414, issue C, pages 387-402, DOI: 10.1016/j.physa.2014.07.067.
  9. Turhan, M. Ibrahim & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2014, "A view to the long-run dynamic relationship between crude oil and the major asset classes," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 286-299, DOI: 10.1016/j.iref.2014.06.002.

2013

  1. Sensoy, A., 2013, "Time-varying long range dependence in market returns of FEAS members," Chaos, Solitons & Fractals, Elsevier, volume 53, issue C, pages 39-45, DOI: 10.1016/j.chaos.2013.05.004.
  2. Sensoy, A., 2013, "Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market," Chaos, Solitons & Fractals, Elsevier, volume 57, issue C, pages 85-88, DOI: 10.1016/j.chaos.2013.09.002.
  3. Sensoy, Ahmet, 2013, "Dynamic relationship between precious metals," Resources Policy, Elsevier, volume 38, issue 4, pages 504-511, DOI: 10.1016/j.resourpol.2013.08.004.
  4. Sensoy, A., 2013, "Generalized Hurst exponent approach to efficiency in MENA markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 392, issue 20, pages 5019-5026, DOI: 10.1016/j.physa.2013.06.041.
  5. 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, volume 392, issue 20, pages 5027-5045, DOI: 10.1016/j.physa.2013.06.046.

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