Assistant Professor of Finance
Kadir Has University
Department of International Trade and Finance
Cibali 34083 Istanbul TURKEY
Market microstructure, empirical asset pricing, financial technology
Adverse selection in cryptocurrency markets, with Ahmet Sensoy, Erdinc Akyildirim, Shaen Corbet, Journal of Financial Research, 2022, forthcoming.
Financial technology in developing economies: A note on digital lending in Turkey, with Hakki Deniz Karaman, Tanseli Savaser, and Gunseli Tumer-Alkan, Economics Letters, 2021, 207, 110012.
Who to trust? Reactions to analyst recommendations of domestic versus foreign brokerage houses in a developing stock market, with Basak Tanyeri and Mehmet Bodur, Finance Research Letters, 2021, 43, 101950.
Political turmoil and the impact of foreign orders on equity prices, with Tanseli Savaser, Journal of International Financial Markets, Institutions, and Money, 2020, 65, 101174.
InfoTrad: An R package for estimating the probability of informed trading, with Duygu Celik, R Journal, 2018, 10, 31-42.
Empirical distributions of daily equity index returns: A comparison, with Canan Gunes Corlu and Melike Meterelliyoz Kuyzu, Expert Systems with Applications, 2016, 54, 170-192.
Gender gap in consumer loan performance: Evidence from fintech lending in an emerging economy, with Tanseli Savaser, Gunseli Tumer-Alkan, and Hakki Deniz Karaman, Fintech, Pandemic, and the Financial System: Challenges and Opportunities International Finance Review, 2023, Volume 22, 72-92.
Broker network connectivity and the cross-section of expected returns, with Ahmet Sensoy, Muge Diler, and Duc Khuong Nguyen (Under Review).
Proprietary trading and the information advantage of brokers in order-driven markets, with Tanseli Savaser and Aslıhan Salih (Under Review).
Market transparency and investor activism, with Asli Togan Egrican.
Work In Progress
The role of investment banks and brokerage houses in price formation: The case of M&A transactions, with Basak Tanyeri and Aslıhan Salih.
Relationship lending and the role of banks in stock price formation: Evidence from syndicated loans, with Tanseli Savaser and Gunseli Tumer-Alkan.
Market power in product and labor markets and the average stock returns, with Tanseli Savaser and Sami Alpanda.
How does external financing help entrepreneurs? Evidence from the Paycheck Protection Program, with Aslı Togan Egrican.
The effect of risk attitudes on fintech loan outcomes, with Tanseli Savaser, Gunseli Tumer-Alkan, and Hakki Deniz Karaman.