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Sensitivity of US equity returns to economic policy uncertainty and investor sentiments

Ur Rehman, Mobeen; Sensoy, Ahmet; Eraslan, Veysel; … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012822120

Nonlinear nexus between cryptocurrency returns and COVID–19 news sentiment

Banerjee, Ameet Kumar; Akhtaruzzaman, Md; Dionisio, Andreia - 2021

This paper examines how different categories of COVID–19 news sentiment differentially impact the behavior of cryptocurrency returns. A nonlinear technique of transfer entropy is applied to investigate the relationship between the top 30 cryptocurrencies by market capitalization and COVID–19...

Persistent link: https://www.econbiz.de/10013212657

Intraday efficiency-frequency nexus in the cryptocurrency markets

Aslan, Aylin; Sensoy, Ahmet - In: Finance research letters 35 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012438404

The effectiveness of technical trading rules in cryptocurrency markets

Corbet, Shaen; Eraslan, Veysel; Lucey, Brian M.; … - In: Finance research letters 31 (2019), pp. 32-37

Persistent link: https://www.econbiz.de/10012421035

Can investors' informed trading predict cryptocurrency returns? : evidence from machine learning

Wang, Yaqi; Wang, Chunfeng; Sensoy, Ahmet; Yao, Shouyu; … - In: Research in international business and finance 62 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10014247209

Positive information shocks, investor behavior and stock price crash risk

Cui, Xin; Sensoy, Ahmet; Nguyen, Duc Khuong; Yao, Shouyu; … - In: Journal of economic behavior & organization : JEBO 197 (2022), pp. 493-518

Persistent link: https://www.econbiz.de/10013384344

Retail vs institutional investor attention in the cryptocurrency market

Ozdamar, Melisa; Sensoy, Ahmet; Akdeniz, Levent - In: Journal of international financial markets, … 81 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013533380

Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment

Banerjee, Ameet Kumar; Akhtaruzzaman, Md.; Dionísio, … - In: Journal of behavioral and experimental finance 36 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014227673

Investor attention and environmental information disclosure quality : evidence from heavy pollution industries in China

Yao, Shouyu; Li, Tong; Sensoy, Ahmet; Fang, Zhenming; … - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 2971-2990

Persistent link: https://www.econbiz.de/10014635219