Ahmet Sensoy
Ahmet Sensoy
Assistant Professor of Finance, Bilkent University
Verified email at fen.bilkent.edu.tr - Homepage
Title
Cited by
Cited by
Year
Financial contagion during COVID–19 crisis
M Akhtaruzzaman, S Boubaker, A Sensoy
Finance Research Letters 38, 101604, 2021
2162021
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies
A Sensoy
Finance Research Letters 28, 68-73, 2019
1372019
Dynamic relationship between precious metals
A Sensoy
Resources Policy 38 (4), 504-511, 2013
1012013
A comparative analysis of the dynamic relationship between oil prices and exchange rates
MI Turhan, A Sensoy, E Hacihasanoglu
Journal of International Financial Markets, Institutions and Money 32, 397-414, 2014
832014
Cross-sectoral interactions in Islamic equity markets
MK Yilmaz, A Sensoy, K Ozturk, E Hacihasanoglu
Pacific-Basin Finance Journal 32, 1-20, 2015
822015
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
W Mensi, S Hammoudeh, IMW Al-Jarrah, A Sensoy, SH Kang
Energy Economics 67, 454-475, 2017
702017
Time-varying long term memory in the European Union stock markets
A Sensoy, BM Tabak
Physica A: Statistical Mechanics and its Applications 436, 147-158, 2015
642015
Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey
A Sensoy, C Sobaci
Economic Modelling 43, 448-457, 2014
622014
Generalized Hurst exponent approach to efficiency in MENA markets
A Sensoy
Physica A: Statistical Mechanics and its Applications 392 (20), 5019-5026, 2013
562013
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices
W Mensi, A Sensoy, XV Vo, SH Kang
Resources Policy 69, 101829, 2020
542020
Dynamic convergence of commodity futures: Not all types of commodities are alike
A Sensoy, E Hacihasanoglu, DK Nguyen
Resources Policy 44, 150-160, 2015
542015
Analysis of cross-correlations between financial markets after the 2008 crisis
A Sensoy, S Yuksel, M Erturk
Physica A: Statistical Mechanics and its Applications 392 (20), 5027-5045, 2013
532013
The development of bitcoin futures: Exploring the interactions between cryptocurrency derivatives
E Akyildirim, S Corbet, P Katsiampa, N Kellard, A Sensoy
Finance Research Letters 34, 101234, 2020
512020
Dynamic efficiency of stock markets and exchange rates
A Sensoy, BM Tabak
International Review of Financial Analysis 47, 353-371, 2016
492016
The effectiveness of technical trading rules in cryptocurrency markets
S Corbet, V Eraslan, B Lucey, A Sensoy
Finance Research Letters 31, 32-37, 2019
482019
Dynamic spanning trees in stock market networks: The case of Asia-Pacific
A Sensoy, BM Tabak
Physica A: Statistical Mechanics and its Applications 414, 387-402, 2014
482014
Effective transfer entropy approach to information flow between exchange rates and stock markets
A Sensoy, C Sobaci, S Sensoy, F Alali
Chaos, solitons & fractals 68, 180-185, 2014
472014
The influence of bitcoin on portfolio diversification and design
M Akhtaruzzaman, A Sensoy, S Corbet
Finance Research Letters 37, 101344, 2020
452020
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis
W Mensi, YJ Lee, KH Al-Yahyaee, A Sensoy, SM Yoon
Finance Research Letters 31, 19-25, 2019
452019
Predictability dynamics of Islamic and conventional equity markets
A Sensoy, G Aras, E Hacihasanoglu
The North American Journal of Economics and Finance 31, 222-248, 2015
412015
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