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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

Commonality in FX liquidity : high-frequency evidence

Sensoy, Ahmet; Uzun, Sevcan; Lucey, Brian M. - In: Finance research letters 39 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012805184

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

Other people's money : a comparison of institutional investors

Eraslan, Veysel; Omole, John; Sensoy, Ahmet; Ozdamar, Melisa - In: Emerging markets review 53 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10014226585

The influence of Bitcoin on Portfolio Diversification and Design

Akhtaruzzaman, Md.; Sensoy, Ahmet; Corbet, Shaen - 2021

We employ a VARMA DCC-GARCH model to search for portfolio diversification with Bitcoin in global industry portfolios and bond index. We find lower dynamic conditional correlations between Bitcoin and industry portfolios & bond index, allowing an investment in Bitcoin to hedge the risk against...

Persistent link: https://www.econbiz.de/10013243882

The influence of Bitcoin on portfolio diversification and design

Akhtaruzzaman, Md.; Sensoy, Ahmet; Corbet, Shaen - In: Finance research letters 37 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012484864

Cryptocurrencies as a Financial Asset : A Systematic Analysis

Corbet, Shaen - 2018

This paper provides a systematic review of the empirical literature on the major topics that have been associated with the market for cryptocurrencies since their development as a financial asset in 2009. Despite astonishing price appreciation in recent years, cryptocurrencies have been...

Persistent link: https://www.econbiz.de/10012924511

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

Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19 : new results for ongoing portfolio allocation

Ali, Fahad; Sensoy, Ahmet; Goodell, John W. - In: International review of economics & finance : IREF 85 (2023), pp. 744-792

Persistent link: https://www.econbiz.de/10014428692

Investor attention and idiosyncratic risk in cryptocurrency markets

Yao, Shouyu; Kong, Xiaoran; Sensoy, Ahmet; Akyildirim, … - In: The European journal of finance 30 (2024) 16, pp. 1932-1950

Persistent link: https://www.econbiz.de/10015323326