Ahmet Sensoy : Citation Profile


Are you Ahmet Sensoy?

Bilkent Üniversitesi

10

H index

10

i10 index

214

Citations

RESEARCH PRODUCTION:

30

Articles

4

Papers

RESEARCH ACTIVITY:

   7 years (2012 - 2019). See details.
   Cites by year: 30
   Journals where Ahmet Sensoy has often published
   Relations with other researchers
   Recent citing documents: 94.    Total self citations: 15 (6.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pse604
   Updated: 2019-06-22    RAS profile: 2019-06-21    
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Relations with other researchers


Works with:

Şensoy, Ahmet (17)

Hacihasanoglu, Erk (9)

Tabak, Benjamin (6)

Ozturk, Kevser (2)

Mensi, walid (2)

Sobaci, Cihat (2)

Nguyen, Duc Khuong (2)

Turhan, Ibrahim (2)

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

Is cited by:

Yoon, Seong-Min (12)

Tiwari, Aviral (10)

GUPTA, RANGAN (8)

Shahzad, Syed Jawad Hussain (8)

Darné, Olivier (5)

Albulescu, Claudiu (5)

Výrost, Tomᚠ(4)

Naifar, Nader (4)

Mensi, walid (4)

Lyócsa, Štefan (4)

Baumohl, Eduard (4)

Cites to:

Tabak, Benjamin (38)

Engle, Robert (32)

Cajueiro, Daniel (30)

Hammoudeh, Shawkat (19)

Şensoy, Ahmet (18)

Krištoufek, Ladislav (15)

Nguyen, Duc Khuong (15)

Fama, Eugene (14)

Mantegna, Rosario (14)

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
Finance Research Letters4
Journal of Financial Stability3
Economics Letters2
Resources Policy2
Applied Economics2
Economic Modelling2
International Review of Financial Analysis2
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 (2019 and 2018)


YearTitle of citing document
2019A 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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2018Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017. (2018). Wkatorek, Marcin ; Stanuszek, Marek ; O'Swicecimka, Pawel ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:1812.08548.

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2019Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study. (2019). Adachi, Takanori ; Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1902.09253.

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2019Monetary Policy and the Stock Price - Exchange Rate Nexus: New Insights from Influential African Economies. (2019). Alimi, Ahmed S ; Olaniran, Oladotun D. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:66-79.

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2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

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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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2019The impact of religious certification on market segmentation and investor recognition. (2019). Mamun, Abdullah ; Hippler, William J ; Hassan, Kabir M ; Alhomaidi, Asem. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:28-48.

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2017The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania. (2017). Tiwari, Aviral ; Andrieș, Alin Marius ; 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). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018Modelling stock price–exchange rate nexus in OECD countries: A new perspective. (2018). Salisu, Afees ; Ndako, Umar. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123.

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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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2018Stock liquidity and ownership structure during and after the 2008 Global Financial Crisis: Empirical evidence from an emerging market. (2018). Hai, Ly Thi ; Tran, Hoa Xuan ; Phuong, Thao Thi. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:114-133.

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2018Impact of oil price risk on sectoral equity markets: Implications on portfolio management. (2018). Tiwari, Aviral ; 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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2018Investigating dependencies among oil price and tanker market variables by copula-based multivariate models. (2018). Zhang, YI. In: Energy. RePEc:eee:energy:v:161:y:2018:i:c:p:435-446.

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2019The time-varying linkages between global oil market and Chinas commodity sectors: Evidence from DCC-GJR-GARCH analyses. (2019). Jiang, Yonghong ; Mo, Bin ; Nie, HE. In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:577-586.

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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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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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2018Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:100-105.

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2018Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets. (2018). Al-Yahyaee, Khamis Hamed ; Yoon, Seong-Min ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:228-234.

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2019The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach. (2019). Su, Chi-Wei ; Liu, Guo-Dong. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:101-106.

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2019Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Aye, Goodness C. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:398-411.

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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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2018Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold. (2018). Junttila, Juha ; Raatikainen, Juhani ; Pesonen, Juho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:255-280.

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2018Sailing with the non-conventional stocks when there is no place to hide. (2018). Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz ; Azmat, Saad. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:1-16.

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2017Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets. (2017). Soytas, Ugur ; Sarı, Ramazan ; Gormus, Alper ; Sari, Ramazan ; Kocaarslan, Baris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:41-56.

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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). Tiwari, Aviral ; Shahbaz, Muhammad ; Das, Debojyoti ; Hasim, Haslifah M ; Bhatia, Vaneet. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:244-252.

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2018The volatility-volume relationship in the LME futures market for industrial metals. (2018). Clements, Adam ; Todorova, Neda. In: Resources Policy. RePEc:eee:jrpoli:v:58:y:2018:i:c:p:111-124.

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2018Interdependence structure of precious metal prices: A multi-scale perspective. (2018). Tweneboah, George ; Alagidede, Paul. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:427-434.

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

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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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2018Islamic spot and index futures markets: Where is the price discovery?. (2018). Karabiyik, Hande ; Westerlund, Joakim ; Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:123-133.

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2019Diversification benefits of Shariah compliant equity ETFs in emerging markets. (2019). Andrikopoulos, Panagiotis ; Gad, Samar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:133-144.

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2019Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective. (2019). Hadhri, Sinda ; Ftiti, Zied. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:40-55.

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2019A survey of Islamic banking and finance literature: Issues, challenges and future directions. (2019). Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:484-496.

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2019Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches. (2019). Awartani, Basel ; Abdoh, Hussein ; Maghyereh, Aktham I. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:13-28.

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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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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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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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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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2018Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets. (2018). Mensi, Walid ; Yoon, Seong-Min ; Hamdi, Atef. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1107-1116.

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2018Oil–gold time varying nexus: A time–frequency analysis. (2018). Khalfaoui, Rabeh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:86-104.

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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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2018Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach. (2018). Yin, Libo ; Ma, Xiyuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:434-453.

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2018Asymmetric market efficiency using the index-based asymmetric-MFDFA. (2018). Lee, Minhyuk ; Chang, Woojin ; Kim, Sondo ; Song, Jae Wook. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1278-1294.

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2019Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis A ; Cunado, Juncal. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354.

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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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2018Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:56-69.

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2018Volatility spillovers between foreign exchange and stock markets in industrialized countries. (2018). Sosvilla-Rivero, Simon ; Morales-Zumaquero, Amalia . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:121-136.

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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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2019Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index. (2019). Fernandez-Diaz, Jose M ; Morley, Bruce. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:174-194.

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2019Effects of the geopolitical risks on Bitcoin returns and volatility. (2019). Demir, Ender ; Marco, Chi Keung ; Gozgor, Giray ; Aysan, Ahmet Faruk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:511-518.

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2019The forward premium anomaly in the energy futures markets: A time-varying approach. (2019). Charfeddine, Lanouar ; Mrabet, Zouhair ; ben Khediri, Karim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:600-615.

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2019The Ukrainian crisis, economic sanctions, oil shock and commodity currency: Analysis based on EMD approach. (2019). Korotina, Olesya ; Popov, Victor ; Dolgonosov, Maxim ; Korolkova, Inna. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:156-168.

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2018Dynamic return and volatility spillovers among S&P 500, crude oil and gold. (2018). Balcilar, Mehmet ; Ozdemir, Huseyin. In: Working Papers. RePEc:emu:wpaper:15-46.pdf.

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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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2019Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series. (2019). HENRY, MIGUEL ; Judge, George. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:10-:d:213039.

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2018Exploring the Dynamic Links between GCC Sukuk and Commodity Market Volatility. (2018). Naifar, Nader. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:72-:d:163414.

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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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2018The Value-At-Risk Estimate of Stock and Currency-Stock Portfolios’ Returns. (2018). Su, Jung-Bin ; Hung, Jui-Cheng . In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:133-:d:183478.

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2019Sustainable Investment: Interrelated among Corporate Governance, Economic Performance and Market Risks Using Investor Preference Approach. (2019). Tseng, Ming-Lang ; Aji, Susilo Nur ; Negash, Yeneneh Tamirat ; Lin, Chun-Wei Remen ; Jeng, Shiou-Yun ; Tan, Phan Anh. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:2108-:d:221111.

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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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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Kim, Jae Paul ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01598139.

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2018The Dynamic and Dependence of Takaful and Conventional Stock Return Behaviours: Evidence from the Insurance Industry in Saudi Arabia. (2018). Benlagha, Noureddine ; Hemrit, Wael. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:4:d:10.1007_s10690-018-9249-2.

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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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2018Does the Federal Constitutional Court Ruling Mean the German Financial Market is Efficient?. (2018). Fakhry, Bachar ; Richter, Christian. In: European Journal of Business Science and Technology. RePEc:men:journl:v:4:y:2018:i:2:p:111-125.

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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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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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2018The effects of markets, uncertainty and search intensity on bitcoin returns. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-39.

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2019Co-Movement and Volatility Transmission between Islamic and Conventional Equity Index in Bangladesh. (2019). Hasan, Md Abu. In: Islamic Economic Studies. RePEc:ris:isecst:0176.

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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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2017Impacts of short-term interest rates on stock returns and exchange rates: Empirical evidence from EAGLE countries. (2017). Ozcelebi, Oguzhan ; Yildirim, Nurtac. In: The Journal of International Trade & Economic Development. RePEc:taf:jitecd:v:26:y:2017:i:2:p:228-255.

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2018EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS. (2018). Mokni, Khaled. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500033.

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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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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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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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2018A tale of two risks in the EMU sovereign debt markets In: Economics Letters.
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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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2018Implied volatility indices: A review and extension in the Turkish case 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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article4
2019Commonality in ask-side vs. bid-side liquidity In: Finance Research Letters.
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2019The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies 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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article15
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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article16
2015Cross-sectoral interactions in Islamic equity markets In: Pacific-Basin Finance Journal.
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article23
2013Generalized Hurst exponent approach to efficiency in MENA markets In: Physica A: Statistical Mechanics and its Applications.
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article14
2013Analysis of cross-correlations between financial markets after the 2008 crisis In: Physica A: Statistical Mechanics and its Applications.
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article9
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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article11
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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article11
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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article0
2017Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes In: Applied Economics.
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article1
2015European economic and monetary union sovereign debt markets In: Policy Research Working Paper Series.
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paper3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 4 2019. Contact: CitEc Team