Dr. Nuri Volkan Kayaçetin
Finance Professor
Işık University
Finance Professor
Işık University
Welcome to my personal website.
I'm an empirical finance researcher and an Işık University faculty member whose work focuses on dissecting how financial markets price risk, evaluate information, and generate return patterns. At its core, my research seeks to understand the structural drivers behind the cross-sectional and time series variation in financial asset returns—e.g., examining how factor exposures, asset cash flow characteristics, and institutional capital constraints shape stock price and return dynamics in both developed markets and emerging economies.
My interest in asset pricing factors and market anomalies began during my doctoral studies in Finance, which I completed at the University of Alberta School of Business. Over the years, my empirical investigations have centered on testing factor models, analyzing portfolio risk deferral, and tracking the behavior of return factors over extensive market histories. Methodologically, I work heavily with large-scale financial security databases, utilizing rigorous econometric tools across to ensure empirical precision and reproducible findings.
My research has been published in top rank peer-reviewed SSCI and TrDizin journals, both internationally (e.g., Journal of Banking & Finance, Journal of International Financial Markets, Institutions, & Money, Finance Research Letters) and locally (e.g., Journal of Research in Business, Boğaziçi Journal: Review of Social, Economic, & Administrative Studies), and presented at reputable global conferences, such as those held by the Financial Management Association (FMA), the Northern Finance Association (NFA), the French Finance Association (AFFI), the Western Economic Association (WEAI), and the Institute of Global Finance (ABFC).
I have started my professorship journey at Ozyegin University School of Business in 2010. Throughout my academic career, international engagement and collaboration have been a foundational objective. Between 2017–2019, I have spent time as a visiting faculty member at my alma matter, the University of Alberta--an experience that enriched my research and teaching portfolio and expanded my collaborative network. Since 2020, I have had the luxury of enjoying the intellectual and personal camaraderie of my fellow colleagues at my current institution, Işık University, as a member of the Faculty of Engineering and Natural Sciences.
In the classroom, I am dedicated to bridging the gap between the key predictions of asset pricing theory and hands-on quantitative execution of strategies based on those predictions. I work closely with my students to demystify portfolio theory, asset pricing models, and investment analysis, emphasizing economic intuition and empirical literacy to the best extent possible. Outside of teaching and research, I am an advocate for peace, freedom, and human rights, and enjoy spending quiet downtime with my family and our pet budgie.
My institutional e-mail and hyperlinks to my Social Sciences Research Network, ResearchGate, LinkedIn, and University webpages are provided below. If you are interested in my research or teaching expertise and seek collaboration, please feel free to drop me a line or connect with me on any of those platforms.