Statistical arbitrage in the multi-asset Black-Scholes economy

von Göncü, Ahmet
Veröffentlicht in Annals of financial economics (2017)

Statistical arbitrage with pairs trading

von Göncü, Ahmet
Veröffentlicht in International review of finance (2016)

Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets

von Ekinci, Cumhur
Veröffentlicht in Finance research letters (2019)

A tale of two risks in the EMU sovereign debt markets

von Akyildirim, Erdinc
Veröffentlicht in Economics letters (2018)

The impact of blockchain related name changes on corporate performance

von Akyildirim, Erdinc
Veröffentlicht in The journal of corporate finance (2020)

The influence of aviation disasters on engine manufacturers : an analysis of financial and reputational contagion risks

von Akyildirim, Erdinc
Veröffentlicht in International review of financial analysis (2021)

Regulatory changes and long-run relationships of the EMU sovereign debt markets : implications for future policy framework

von Akyildirim, Erdinc
Veröffentlicht in International review of law and economics (2020)

Understanding the FTX exchange collapse : a dynamic connectedness approach

von Akyildirim, Erdinc
Veröffentlicht in Finance research letters (2023)

Statistical arbitrage in jump-diffusion models with compound Poisson processes

von Akyildirim, Erdinc
Veröffentlicht in Risk management decisions and value under uncertainty (2022)

Connectedness of energy markets around the world during the COVID-19 pandemic

von Akyildirim, Erdinc
Veröffentlicht in Energy economics (2022)

The development of Bitcoin futures : exploring the interactions between cryptocurrency derivatives

von Akyildirim, Erdinc
Veröffentlicht in Finance research letters (2020)

Forecasting high-frequency stock returns : a comparison of alternative methods

von Akyildirim, Erdinc
Veröffentlicht in Risk management decisions and value under uncertainty (2022)

How connected is the agricultural commodity market to the news-based investor sentiment?

von Akyildirim, Erdinc
Veröffentlicht in Energy economics (2022)

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

von Akyildirim, Erdinc
Veröffentlicht in Journal of multinational financial management (2021)

Do investor sentiments drive cryptocurrency prices?

von Akyildirim, Erdinc
Veröffentlicht in Economics letters (2021)

The relationship between implied volatility and cryptocurrency returns

von Akyildirim, Erdinc
Veröffentlicht in Finance research letters (2020)

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

von Akyildirim, Erdinç
Veröffentlicht in Technological forecasting & social change (2020)

The financial market effects of international aviation disasters

von Akyildirim, Erdinc
Veröffentlicht in International review of financial analysis (2020)