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),1-25.
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. The Business Review, Cambridge, 14(1),1-8.
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. (2008). Intra-Day Trading Volume Patterns of Equity Markets: A Study of U.S. and European Stock Markets. International Business & Economics Research Journal, 7(8),79-94.
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, 11(2),34-39.
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. (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, 9(2),154-160.
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, 5(6),45-58.
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.
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