Ahmet Sensoy : Citation Profile


Are you Ahmet Sensoy?

Bilkent Üniversitesi

9

H index

7

i10 index

160

Citations

RESEARCH PRODUCTION:

27

Articles

4

Papers

RESEARCH ACTIVITY:

   5 years (2012 - 2017). See details.
   Cites by year: 32
   Journals where Ahmet Sensoy has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 11 (6.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pse604
   Updated: 2018-10-13    RAS profile: 2018-10-10    
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Relations with other researchers


Works with:

Şensoy, Ahmet (20)

Hacihasanoglu, Erk (9)

Tabak, Benjamin (6)

Sobaci, Cihat (2)

Mensi, walid (2)

Erturk, Mutahhar (2)

Turhan, Ibrahim (2)

Ozturk, Kevser (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ahmet Sensoy.

Is cited by:

Shahzad, Syed Jawad Hussain (8)

Yoon, Seong-Min (8)

GUPTA, RANGAN (6)

Tiwari, Aviral (5)

Darné, Olivier (5)

Lyócsa, Štefan (4)

Mensi, walid (4)

Baumohl, Eduard (4)

Albulescu, Claudiu (4)

Kočenda, Evžen (4)

Výrost, Tomᚠ(4)

Cites to:

Tabak, Benjamin (38)

Cajueiro, Daniel (30)

Engle, Robert (29)

Hammoudeh, Shawkat (19)

Şensoy, Ahmet (15)

Krištoufek, Ladislav (15)

Nguyen, Duc Khuong (15)

Mantegna, Rosario (14)

Fama, Eugene (13)

Lo, Andrew (13)

Dacorogna, Michel (12)

Main data


Where Ahmet Sensoy has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications5
Journal of Financial Stability3
Applied Economics2
Economic Modelling2
Finance Research Letters2
Resources Policy2
Energy Economics2

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department2

Recent works citing Ahmet Sensoy (2018 and 2017)


YearTitle of citing document
2017The Prediction of Precious Metal Prices via Artificial Neural Network by Using RapidMiner. (2017). Elik, Ufuk ; Baarir, Aatay . In: Alphanumeric Journal. RePEc:anm:alpnmr:v:5:y:2017:i:1:p:45-54.

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2018A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2018). Donnat, Philippe ; Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier . In: Papers. RePEc:arx:papers:1703.00485.

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2017Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009.

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2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025.

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2017Impact of the global financial crisis on Islamic and conventional stocks and bonds. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:623-655.

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2017Networks of Volatility Spillovers among Stock Markets. (2017). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vyrost, Tomas ; Lyocsa, Stefan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6476.

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2017Modelling stock price-exchange rate nexus in OECD countries - A new perspective. (2017). Salisu, Afees ; Ndako, Umar. In: Working Papers. RePEc:cui:wpaper:0038.

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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

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2017The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania. (2017). Andrieș, Alin Marius ; Tiwari, Aviral Kumar ; Ihnatov, Iulian ; CPRARU, Bogdan . In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:261-274.

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2018Understanding time-varying systematic risks in Islamic and conventional sectoral indices. (2018). Rizvi, Syed Aun R. ; Arshad, Shaista ; Aun, Syed . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:561-570.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Jebabli, Ikram ; Roubaud, David. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018What determines the long-term correlation between oil prices and exchange rates?. (2018). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:140-152.

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2017What drives the sensitivity of limit order books to company announcement arrivals?. (2017). Siikanen, Milla ; Luoma, Arto ; Kanniainen, Juho. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:65-68.

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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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2017Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mensi, walid ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:476-495.

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2018Impact of oil price risk on sectoral equity markets: Implications on portfolio management. (2018). Tiwari, Aviral Kumar ; Yoon, Seong-Min ; Mitra, Amarnath ; Jena, Sangram Keshari. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:120-134.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2017Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Shahzad, Syed Jawad Hussain ; Umar, Zaghum ; Ballester, Laura ; Ferrer, Roman ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:9-26.

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2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

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2018Modelling time varying volatility spillovers and conditional correlations across commodity metal futures. (2018). Karanasos, Menelaos ; Nath, Rajat ; Margaronis, Zannis ; Ali, Faek Menla. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:246-256.

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2017Inflation targeting and the cyclicality of monetary policy. (2017). Vasilakis, Chrysovalantis ; Thornton, John. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:296-302.

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2017Limit order books and liquidity around scheduled and non-scheduled announcements: Empirical evidence from NASDAQ Nordic. (2017). Siikanen, Milla ; Valli, Jaakko ; Kanniainen, Juho. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:264-271.

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2017Market liquidity and stock returns in the Norwegian stock market. (2017). Leirvik, Thomas ; Fjellviks, Anders B ; Fiskerstrand, Sondre R. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:272-276.

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2017Dynamic correlation of precious metals and flight-to-quality in developed markets. (2017). Klein, Tony. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:283-290.

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2018The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis. (2018). GUPTA, RANGAN ; Cuñado, Juncal ; Chang, Tsangyao ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:1-9.

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2018The effect of economic policy uncertainty on the long-run correlation between crude oil and the U.S. stock markets. (2018). Fang, Libing ; Xiong, Cheng ; Yu, Honghai ; Chen, Baizhu. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:56-63.

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2018Time-varying long-term memory in Bitcoin market. (2018). Jiang, Yonghong ; Ruan, Weihua ; Nie, HE. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:280-284.

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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: International Economics. RePEc:eee:inteco:v:151:y:2017:i:c:p:100-112.

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2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:190-208.

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2017Time-varying volatility spillovers between stock and precious metal markets with portfolio implications. (2017). Mensi, walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:88-102.

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2017Price forecasting in the precious metal market: A multivariate EMD denoising approach. (2017). He, Kaijian ; Chen, Yanhui. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:9-24.

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2018A note on the implied volatility spillovers between gold and silver markets. (2018). Dutta, Anupam. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:192-195.

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2018Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach. (2018). Shahbaz, Muhammad ; Das, Debojyoti ; Hasim, Haslifah M ; Tiwari, Aviral Kumar ; Bhatia, Vaneet. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:244-252.

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2017Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Gasbarro, Dominic ; Hassan, Kamrul . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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2017Islamic vs conventional equities in a strategic asset allocation framework. (2017). Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:1-10.

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2017Financial tail risks in conventional and Islamic stock markets: A comparative analysis. (2017). GUPTA, RANGAN ; Hammoudeh, Shawkat ; Muteba, John W. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:60-82.

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2017Research in finance: A review of influential publications and a research agenda. (2017). Linnenluecke, Martina K ; Zhu, Yushu ; Smith, Tom ; Ling, Xin ; Chen, Xiaoyan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:188-199.

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2018Risk in Islamic banking and corporate governance. (2018). Safiullah, MD ; Shamsuddin, Abul. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:129-149.

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2017Oil price and exchange rate co-movements in Asian countries: Detrended cross-correlation approach. (2017). Bashir, Usman ; Zebende, Gilney Figueira ; Donghong, Ding ; Hussain, Muntazir . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:338-346.

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2017Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Hussain, Syed Jawad ; Nor, Safwan Mohd . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:310-324.

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2017Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis. (2017). Yoon, Seong-Min ; Tiwari, Aviral ; Mensi, walid. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:135-146.

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2017Power law cross-correlations between price change and volume change of Indian stocks. (2017). Hasan, Rashid ; Salim, Mohammed M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:473:y:2017:i:c:p:620-631.

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2017Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets. (2017). Saâdaoui, Foued ; Aldohaiman, Mohamed S ; al Dohaiman, Mohamed S ; Naifar, Nader ; Saadaoui, Foued. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:552-568.

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2017Nonlinear complexity of random visibility graph and Lempel-Ziv on multitype range-intensity interacting financial dynamics. (2017). Zhang, Yali ; Wang, Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:741-756.

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2017A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices. (2017). Yoon, Seong-Min ; Tiwari, Aviral ; Albulescu, Claudiu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:182-192.

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2017Multifractal analysis of Moroccan family business stock returns. (2017). Lahmiri, Salim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:183-191.

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2017Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain. (2017). Uddin, Gazi ; Bekiros, Stelios ; Lahmiri, Salim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:947-955.

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2018Networks of volatility spillovers among stock markets. (2018). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vrost, Toma ; Koenda, Even ; Lyocsa, Tefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1555-1574.

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2018Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches. (2018). Shahzad, Syed Jawad Hussain ; Al-Yahyaee, Khamis Hamed ; Shafiullah, Muhammad ; Hussain, Syed Jawad ; Hamdi, Atef ; Mensi, Walid. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:576-589.

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2018The effectiveness of the monetary policy in China: New evidence from long-range cross-correlation analysis and the components of multifractality. (2018). Qin, Jing ; Lu, Xinsheng ; Ge, Jintian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:1026-1037.

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2018Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis. (2018). Shahzad, Syed Jawad Hussain ; Jammazi, Rania ; Hussain, Syed Jawad ; Aloui, Chaker. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:337-349.

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2018Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume. (2018). Shahzad, Syed Jawad Hussain ; Kayani, Ghulam Mujtaba ; Hanif, Waqas ; Hernandez, Jose Areola ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:433-450.

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2018Using strain dynamics for fracture warning of shaft lining. (2018). Ren, Minghui ; Chen, Meiting ; Xue, Qinghua ; Qiu, Xianhao ; Zhou, Guoqing ; Zhao, Guangsi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:406-413.

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2018Many a little makes a mickle: Stress testing small and medium-sized German banks. (2018). Koziol, Philipp ; Mitrovic, Marc ; Busch, Ramona. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:237-253.

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2017Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; Hussain, Syed Jawad ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:453-483.

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2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis. (2017). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:536-547.

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2017Volatility spillover and hedging strategies between Islamic and conventional stocks in the presence of asymmetry and long memory. (2017). Mghaieth, Asma ; el Mehdi, Imen Khanchel . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:595-611.

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2017Evidences for a structural change in the oil market before a financial crisis: The flat horizon effect. (2017). Loffredo, Maria I ; Chiarucci, Riccardo ; Ruzzenenti, Franco. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:912-921.

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2018Information transmission across stock indices and stock index futures: International evidence using wavelet framework. (2018). Aloui, Chaker ; Yarovaya, Larisa ; Keung, Marco Chi ; Hkiri, Besma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:411-421.

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2017Commodity Prices, Exchange Rates and Investment on Firms Value Mediated by Business Risk: A Case from Indonesian Stock Exchange. (2017). Risman, Asep ; Indrawati, Nur Khusniyah ; Sumiati, Sumiati ; Salim, Ubud. In: European Research Studies Journal. RePEc:ers:journl:v:xx:y:2017:i:3a:p:511-524.

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2018Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence. (2018). Krištoufek, Ladislav. In: Working Papers IES. RePEc:fau:wpaper:wp2018_07.

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2018Contagion Effect of Natural Disaster and Financial Crisis Events on International Stock Markets. (2018). Lee, Kuo-Jung ; Shih, You ; Lu, Su-Lien. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:16-:d:138939.

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2017Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities. (2017). Suleman, Tahir ; Umar, Zaghum. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:22-:d:94407.

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2017PIIGS in the Euro area: An empirical DSGE model. (2017). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice. In: Discussion Papers in Economics. RePEc:gri:epaper:economics:201710.

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2017Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices. (2017). Kim, Jae ; Darné, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01526483.

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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01579718.

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2018Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9627-7.

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2018The Effect of Implicit Market Barriers on Stock Trading and Liquidity. (2018). Alhomaidi, Asem ; Hippler, William J ; Hassan, Kabir M. In: NFI Working Papers. RePEc:nfi:nfiwps:2018-wp-02.

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2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong. In: MPRA Paper. RePEc:pra:mprapa:76282.

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2017The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Bahloul, Walid ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201725.

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2018Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data. (2018). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201816.

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2018Temporal clustering of time series via threshold autoregressive models: application to commodity prices. (2018). Aslan, Sipan ; Iyigun, Cem ; Yozgatligil, Ceylan . In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-017-2659-0.

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2018Are standard asset pricing factors long-range dependent?. (2018). Auer, Benjamin Rainer. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-017-9385-y.

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2017Idiosyncratic volatility and stock returns: Indian evidence. (2017). Aziz, Tariq ; McMillan, David ; Ansari, Valeed Ahmad. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1420998.

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Works by Ahmet Sensoy:


YearTitleTypeCited
2013How much random does European Union walk? A time-varying long memory analysis In: Working Papers Series.
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2014Dynamic spanning trees in stock market networks: The case of Asia-Pacific In: Working Papers Series.
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2014Dynamic spanning trees in stock market networks: The case of Asia-Pacific.(2014) In: Physica A: Statistical Mechanics and its Applications.
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2016Systematic Risk in Conventional and Islamic Equity Markets In: International Review of Finance.
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2014Dynamic relationship between Turkey and European countries during the global financial crisis In: Economic Modelling.
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article6
2014Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey In: Economic Modelling.
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article6
2015Predictability dynamics of Islamic and conventional equity markets In: The North American Journal of Economics and Finance.
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2017Predictability dynamics of emerging sovereign CDS markets In: Economics Letters.
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article0
2016Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe In: Economic Systems.
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2014Time-varying long range dependence in energy futures markets In: Energy Economics.
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2017Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications In: Energy Economics.
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2016Dynamic efficiency of stock markets and exchange rates In: International Review of Financial Analysis.
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2014Constructing a financial fragility index for emerging countries In: Finance Research Letters.
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2016Commonality in liquidity: Effects of monetary policy and macroeconomic announcements In: Finance Research Letters.
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2014Impact of short selling activity on market dynamics: Evidence from an emerging market In: Journal of Financial Stability.
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2017Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market In: Journal of Financial Stability.
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2017Not all emerging markets are the same: A classification approach with correlation based networks In: Journal of Financial Stability.
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2014A comparative analysis of the dynamic relationship between oil prices and exchange rates In: Journal of International Financial Markets, Institutions and Money.
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2013Dynamic relationship between precious metals In: Resources Policy.
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2015Dynamic convergence of commodity futures: Not all types of commodities are alike In: Resources Policy.
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2015Cross-sectoral interactions in Islamic equity markets In: Pacific-Basin Finance Journal.
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2013Generalized Hurst exponent approach to efficiency in MENA markets In: Physica A: Statistical Mechanics and its Applications.
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2013Analysis of cross-correlations between financial markets after the 2008 crisis In: Physica A: Statistical Mechanics and its Applications.
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2015An alternative way to track the hot money in turbulent times In: Physica A: Statistical Mechanics and its Applications.
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2015Time-varying long term memory in the European Union stock markets In: Physica A: Statistical Mechanics and its Applications.
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2014A view to the long-run dynamic relationship between crude oil and the major asset classes In: International Review of Economics & Finance.
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2012Analysis on Runs of Daily Returns in Istanbul Stock Exchange In: MPRA Paper.
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2016Impact of sovereign rating changes on stock market co-movements: the case of Latin America In: Applied Economics.
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2017Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes In: Applied Economics.
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2015European economic and monetary union sovereign debt markets In: Policy Research Working Paper Series.
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