Montclair State University

Dr. Deniz Ozenbas

Associate Professor
Department of Economics and Finance

Room 426, Partridge Hall
School of Business, Montclair State University
1 Normal Avenue, Montclair, NJ 07043

Phone: 973-655-7522

Email: ozenbasd@mail.montclair.edu

Education

• Ph D, Finance, 2002, Baruch College (CUNY)
• MA, Finance, 2001, Baruch College (CUNY)
• MBA, , 2000, Baruch College (CUNY)
• BA, Business Administration, 1993, Bogazici University

Publications

Refereed Published Articles

• San Vicente Portes, L., Ozenbas, D. (2009). On Balance Sheets, Idiosyncratic Risk and Aggregate Volatility. Berkeley Journal of Macroeconomics, 9(1).
• Ozenbas, D., Schwartz, R., Pagano, M., , . (2009). Accentuated Intra-Day Stock Price Volatility: What is the Cause?. To appear in Journal of Portfolio Management.
• Ozenbas, D., San Vicente Portes, L., , . (2009). Relationship between GDP Volatility, Idiosyncratic Stock Price Risk and Firms’ Capital Structure: An Explanation within the Financial Accelerator Framework. To appear in The Business Review, Cambridge.
• Ozenbas, D. (2008). Intra-Day Trading Volume Patterns of Equity Markets: A Study of U.S. and European Stock Markets. International Business & Economics Research Journal, .
• Ozenbas, D. (2008). The Effect of Extending the Trading Hours on Volume and Volatility: The Case of Euronext Paris and Deutsche Boerse. Cambridge Business Review, .
• Ozenbas, D. (2006). Day of the Week Effects in Intra-Day Volatility Patterns of Equity Markets: A Study of US and European Stock Markets. International Business & Economics Research Journal, .
• Ozenbas, D. (2006). Intra-Day and Inter-Day Price Volatility in the US and European Equity Markets: A Measure of Trading Friction, 2006. Journal of American Academy of Business, .
• Ozenbas, D. (2006). Pattern of Short-Term Volatility Accentuation Within the Trading Day: An Investigation of the US and European Equity Markets. International Business & Economics Research Journal, .
• Ozenbas, D. (2003). Is Intra-day Volatility of Equity Markets a Volume Story? A Non-parametric Analysis. International Journal of Business and Economics, .
• Ozenbas, D. (2002). Investment in Real Assets and Information Acquisition: The OCE Preferences Case. Economics Letters, 77(1).
• Ozenbas, D. (2002). Volatility in U.S. and European Equity Markets: An Assessment of Market Quality. International Finance, 5(3).

Books & Chapters Published

• Ozenbas, D. (2009). Volatility and Price Discovery in Stock Markets. (pp.125).VDM Verlag Publishing House.

Published Proceedings

• Ozenbas, D. (2007). Rude Awakenings: The Behavior of Volatility at the Open and Across the Trading Day.Proceedings of the 10th International Conference on Global Business and Economic Development.
• San Vicente Portes, L., Ozenbas, D. (2006). On Balance Sheets, Idiosyncratic Risk and Aggregate Volatility: Is Firm Volatility Good for the Economy?.Proceedings of the 6th Global Conference on Business and Economics..
• Ozenbas, D. (2006). Rude Awakenings: The Behavior of Volatility at the Open and Across the Trading Day.Journal of Banking and Finance 30th Anniversary Conference.
• Ozenbas, D. (2005). Intra-Day and Inter-Day Price Volatility as a Measure of Trading Friction in Domestic and International Equity Markets.Global Business and Economic Development.