Prediction of cryptocurrency returns using machine learning E Akyildirim, A Goncu, A Sensoy Annals of Operations Research 297, 3-36, 2021 | 213 | 2021 |
The relationship between implied volatility and cryptocurrency returns E Akyildirim, S Corbet, B Lucey, A Sensoy, L Yarovaya Finance Research Letters 33, 101212, 2020 | 135 | 2020 |
The development of bitcoin futures: Exploring the interactions between cryptocurrency derivatives E Akyildirim, S Corbet, P Katsiampa, N Kellard, A Sensoy Finance Research Letters 34, 101234, 2020 | 117 | 2020 |
The impact of blockchain related name changes on corporate performance E Akyildirim, S Corbet, A Sensoy, L Yarovaya Journal of Corporate Finance 65, 101759, 2020 | 100 | 2020 |
Do investor sentiments drive cryptocurrency prices? E Akyildirim, AF Aysan, O Cepni, SPC Darendeli Economics Letters 206, 109980, 2021 | 80 | 2021 |
Riding the wave of crypto-exuberance: The potential misusage of corporate blockchain announcements E Akyildirim, S Corbet, D Cumming, B Lucey, A Sensoy Technological Forecasting and Social Change 159, 120191, 2020 | 66 | 2020 |
Connectedness of energy markets around the world during the COVID-19 pandemic E Akyildirim, O Cepni, P Molnár, GS Uddin Energy Economics 109, 105900, 2022 | 53 | 2022 |
Optimal dividend policy with random interest rates E Akyildirim, IE Güney, JC Rochet, HM Soner Journal of Mathematical Economics 51, 93-101, 2014 | 51 | 2014 |
The financial market effects of international aviation disasters E Akyildirim, S Corbet, M Efthymiou, C Guiomard, JF O'Connell, A Sensoy International Review of Financial Analysis 69, 101468, 2020 | 44 | 2020 |
Forecasting mid-price movement of Bitcoin futures using machine learning E Akyildirim, O Cepni, S Corbet, GS Uddin Annals of Operations Research 330 (1), 553-584, 2023 | 43 | 2023 |
A brief history of mathematics in finance E Akyıldırım, HM Soner Borsa Istanbul Review 14 (1), 57-63, 2014 | 36 | 2014 |
Statistical arbitrage with pairs trading A Göncü, E Akyıldırım International Review of Finance 16 (2), 307-319, 2016 | 34 | 2016 |
How connected is the agricultural commodity market to the news-based investor sentiment? E Akyildirim, O Cepni, L Pham, GS Uddin Energy Economics 113, 106174, 2022 | 30 | 2022 |
Approximating stochastic volatility by recombinant trees E Akyıldırım, Y Dolinsky, HM Soner | 30 | 2014 |
Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets C Ekinci, E Akyildirim, S Corbet Finance Research Letters 31, 155-164, 2019 | 28 | 2019 |
The effect of environmental, social and governance risks T Dogru, E Akyildirim, O Cepni, O Ozdemir, A Sharma, MH Yilmaz Annals of Tourism Research 95, 103432, 2022 | 27 | 2022 |
Understanding the FTX exchange collapse: A dynamic connectedness approach E Akyildirim, T Conlon, S Corbet, JW Goodell Finance Research Letters 53, 103643, 2023 | 26 | 2023 |
A stochastic model for commodity pairs trading A Göncü, E Akyildirim Quantitative Finance 16 (12), 1843-1857, 2016 | 24 | 2016 |
Investor attention and idiosyncratic risk in cryptocurrency markets S Yao, X Kong, A Sensoy, E Akyildirim, F Cheng The European Journal of Finance, 1-19, 2021 | 23 | 2021 |
Forecasting high-frequency stock returns: a comparison of alternative methods E Akyildirim, AF Bariviera, DK Nguyen, A Sensoy Annals of Operations Research 313 (2), 639-690, 2022 | 16 | 2022 |