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Commonality in liquidity : effects of monetary policy and macroeconomic announcements

Sensoy, Ahmet - In: Finance research letters 16 (2016), pp. 125-131

Persistent link: https://www.econbiz.de/10011655140

Systematic risk in conventional and Islamic equity markets

Sensoy, Ahmet - In: International review of finance 16 (2016) 3, pp. 457-466

Persistent link: https://www.econbiz.de/10011713781

Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market : the case of Turkey

Sensoy, Ahmet; Sobaci, Cihat - In: Economic modelling 43 (2014), pp. 448-457

Persistent link: https://www.econbiz.de/10010503016

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

Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? : evidence using a time-frequency approach

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: Research in international business and finance 53 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012549808

High frequency multiscale relationships among major cryptocurrencies : portfolio management implications

Mensi, Walid; Ur Rehman, Mobeen; Muhammad Shafiullah; … - In: Financial innovation : FIN 7 (2021), pp. 1-21

This paper examines the high frequency multiscale relationships and nonlinear multiscale causality between Bitcoin, Ethereum, Monero, Dash, Ripple, and Litecoin. We apply nonlinear Granger causality and rolling window wavelet correlation (RWCC) to 15 min-data. Empirical RWCC results indicate...

Persistent link: https://www.econbiz.de/10012705417

Riding the wave of crypto-exuberance : the potential misusage of corporate blockchain announcements

Akyildirim, Erdinç; Corbet, Shaen; Cumming, Douglas J.; … - In: Technological forecasting & social change : an … 159 (2020), pp. 1-25

Persistent link: https://www.econbiz.de/10012519604

Big data analytics, order imbalance and the predictability of stock returns

Akyildirim, Erdinc; Sensoy, Ahmet; Gulay, Guzhan; … - In: Journal of multinational financial management 62 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013271582

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

Dynamic efficiency of stock markets and exchange rates

Sensoy, Ahmet; Tabak, Benjamin Miranda - In: International review of financial analysis 47 (2016), pp. 353-371

Persistent link: https://www.econbiz.de/10011624263