User profiles for A. K. Karagozoglu
Ahmet KaragozogluHofstra University Verified email at hofstra.edu Cited by 515 |
Information asymmetry, speculation and foreign trading activity: Emerging market evidence
C Ciner, AK Karagozoglu - International Review of Financial Analysis, 2008 - Elsevier
This paper provides evidence on the relation between private-information-based trading and
foreign trading activity on the Istanbul Stock Exchange (ISE). We use a recently developed …
foreign trading activity on the Istanbul Stock Exchange (ISE). We use a recently developed …
[BOOK][B] Resolution of corporate financial distress: an empirical analysis of processes and outcomes
M Jacobs, AK Karagozoglu, DN Layish - 2020 - researchgate.net
… Karagozoglu … Karagozoglu, Ph.D., is Associate Professor, Department of Finance at the Zarb
School … Karagozoglu acknowledges a summer research grant from the Frank G. Zarb School …
School … Karagozoglu acknowledges a summer research grant from the Frank G. Zarb School …
News and idiosyncratic volatility: the public information processing hypothesis
RF Engle, MK Hansen, AK Karagozoglu… - Journal of Financial …, 2021 - academic.oup.com
Motivated by the recent availability of extensive electronic news databases and advent of new
empirical methods, there has been renewed interest in investigating the impact of financial …
empirical methods, there has been renewed interest in investigating the impact of financial …
[PDF][PDF] Modeling ultimate loss-given-default on corporate debt
M Jacobs Jr, AK Karagozoglu - Journal of Fixed Income, 2011 - researchgate.net
Loss given default (LGD) is a critical parameter in various facets of credit risk modeling. This
study empirically investigates the determinants of LGD and builds alternative predictive …
study empirically investigates the determinants of LGD and builds alternative predictive …
[PDF][PDF] Measuring credit risk: CDS spreads vs. credit ratings
J Jacobs, AK Karagozoglu, CM Peluso - The 2010 FMA Meetings, 2010 - researchgate.net
The prices of or spread on credit default swaps (CDS) theoretically represent the pure credit
risk of a firm. Callen, Livnat and Segal (2007) note that although the CDS premium is related …
risk of a firm. Callen, Livnat and Segal (2007) note that although the CDS premium is related …
Stress testing and model validation: application of the Bayesian approach to a credit risk portfolio
M Jacobs, AK Karagozoglu… - Journal of Risk Model …, 2015 - papers.ssrn.com
Following the recent global financial crisis, regulators have recognized the importance of
stress testing, in part due to the impact of model risk, and have implemented supervisory …
stress testing, in part due to the impact of model risk, and have implemented supervisory …
Changing the size of a futures contract: Liquidity and microstructure effects
AK Karagozoglu, TF Martell - Financial Review, 1999 - Wiley Online Library
We analyze the relation between contract size and liquidity using data from the respecification
of Sydney Future Exchange's (SFE) Share Price Index (SPI) and 90‐day Bank Accepted …
of Sydney Future Exchange's (SFE) Share Price Index (SPI) and 90‐day Bank Accepted …
Novel Risks: A Research and Policy Overview
AK Karagozoglu - Journal of Portfolio Management, 2021 - search.proquest.com
… Alan, Karagozoglu, and Zhou used extensive sets of books and texts as training libraries to
obtain alternative cybersecurity risk measures and found that the impact of cybersecurity risk …
obtain alternative cybersecurity risk measures and found that the impact of cybersecurity risk …
Volatility wisdom of social media crowds
AK Karagozoglu, FJ Fabozzi - Journal of Portfolio …, 2017 - search.proquest.com
In this article, the authors provide new evidence on the usefulness of investor sentiment
extracted from social media by taking advantage of a new data source covering a more …
extracted from social media by taking advantage of a new data source covering a more …
The split of the S&P 500 futures contract: Effects on liquidity and market dynamics
AK Karagozoglu, TF Martell, GHK Wang - Review of Quantitative Finance …, 2003 - Springer
… This study builds on research by Karagozoglu and Martell (1999), and complements work
by Huang and Stoll (1998) who examined the need to split the S&P 500 futures contract. …
by Huang and Stoll (1998) who examined the need to split the S&P 500 futures contract. …