Ahmet Şensoy (Associate Dean)
Associate Professor, MBA & Executive MBA Director
ahmet.sensoy@bilkent.edu.tr | HomePage

Academic Specialization: Finance
Research interests: Asset Pricing, Market Microstructure and Complex Systems.

He received his PhD degree in Mathematics from Bilkent University in 2013. Prior to joining Bilkent, he worked as a specialist at the Research and Business Development Department, and Derivatives Market of Borsa Istanbul from 2012 to 2017. He was a visiting researcher at Nasdaq OMX during February 2014 and 2015.  He is the recipient of the TÜBİTAK Incentive Award in 2018 and the TÜBA Young Scientist Award in 2020. He serves as an associate editor for International Review of Financial Analysis, International Review of Economics and Finance, Research in International Business and Finance, Emerging Markets Finance and Trade; and a guest editor for Annals of Operations Research; and Sustainability. His work appeared in outlets such as Production and Operations Management, Journal of Business Ethics, Journal of Corporate Finance, and British Journal of Management. He teaches advanced empirical finance, financial economics, risk management and corporate finance.

Selected Publications :

Tanrisever, F., Shahmanzari, M., Eryarsoy, E., and Sensoy, A., “Managing disease containment measures during a pandemic”, forthcoming in Production and Operations Management, 2022.

Yao, S., Pan, Y., Wang, L., Sensoy, A., and Cheng, F., “Building eco-friendly corporations: The role of minority shareholders”, forthcoming in Journal of Business Ethics, 2022.

Yao, S., Xie, X., Boubaker, S., Sensoy, A., Cheng, F., “Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management”, forthcoming in British Journal of Management, 2022.

Tinic, M., Sensoy, A., Akyildirim, E., and Corbet, S., “Adverse selection in cryptocurrency markets”, forthcoming in Journal of Financial Research, 2022.

Ozdamar, M., Sensoy, A., and Akdeniz, L., “Retail vs institutional investor attention in the cryptocurrency market’”, Journal of International Financial Markets, Institutions & Money, 81, 101674, 2022.

Cepni, O., Nguyen, D. K., and Sensoy, A., “News media and attention spillover across energy markets: A powerful predictor of oil prices”, The Energy Journal, 43, 5-33, 2022.

Cui, X., Sensoy, A., Nguyen, D. K., Yao, S., and Wu, Y., “Positive information shocks and stock price crash risk: Evidence from China’”, Journal of Economic Behavior and Organization, 197, 493-518, 2022.

Yao, S., Sensoy, A., Nguyen, D. K., and Cheng, F., “Green credit policy and corporate productivity: Evidence from a quasi-natural experiment in China”, Technological Forecasting and Social Change, 177, 121516, 2022.

Akyildirim, E., Fabozzi, F. J., Goncu, A., and Sensoy, A., “Statistical arbitrage in jump-diffusion models with compound Poisson processes”, Annals of Operations Research, 313, 1357-1371, 2022.

Akyildirim, E., Nguyen, D. K., Sensoy, A. and Sikic, M., “Forecasting high-frequency stock returns via data analytics and machine learning”, forthcoming in European Financial Management, 2021.

Yao, S., Kong, X., Sensoy, A., Akyildirim, E., and Cheng, F., “Investor attention and idiosyncratic risk in cryptocurrency markets”, forthcoming in European Journal of Finance, 2021.

Yao, S., Pan, Y., Sensoy, A., Uddin, G. S., and Cheng, F., “Green credit policy and firm’s performance: What we learn from China”, Energy Economics, 101, 105415, 2021. 

Akyildirim, E., Corbet, S., Sensoy, A., and Yarovaya, L., “The impact of blockchain related name changes on corporate performance”, Journal of Corporate Finance, 65, 101759, 2020.

Sensoy, A. and Serdengecti, S., “Impact of portfolio flows and heterogeneous expectations on exchange rate jumps: Evidence from an emerging market”, International Review of Financial Analysis, 68, 101450, 2020.

Sensoy, A., “Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market”, Journal of Financial Stability, 31, pp. 62–80, 2017.

Sensoy, A., Fabozzi, F. J., and Eraslan, V., “Predictability dynamics of emerging sovereign CDS markets”, Economics Letters, 161, pp. 5–9, 2017.