Associate Professor OĞUZ ERSAN
Education
Doctorate
YEDITEPE UNIVERSITY
Financial Economics
Master's Degree
STOCKHOLM SCHOOL OF ECONOMICS
International Economics and Finance
Bachelor's Degree
SABANCI UNIVERSITY
Economics
Research Areas
- Market Microstructure
- Behavioral Finance
- Informed Trading
- High-frequency Trading and other Algorithmic Trading
- Big Data Analysis
Work Experience
2023 /
Continuing
International Trade and Finance Department, Economics, Administrative and Social Sciences Faculty, Kadir Has University
Assoc. Prof.
2020 /
2023
International Trade and Finance Department, Economics, Administrative and Social Sciences Faculty, Kadir Has University
Assist. Prof.
2018 /
2020
Department of Accounting and Financial Management, Faculty of Management, Kadir Has University
Assist. Prof.
Administrative Duties
| Görev Adı | Görev Yeri | Başlangıç tarihi | Bitiş Tarihi |
|---|---|---|---|
| Double Major and Minor Coordinator | Faculty of Economics, Administrative and Social Sciences, International Trade and Finance Department | 01.02.2024 | |
| Erasmus Coordinator | Faculty of Economics, Administrative and Social Sciences, International Trade and Finance Department | 01.09.2022 |
Publications
- Assaf, Ata; Demir, Ender; Ersan, Oguz (2024), "Detecting and date-stamping bubbles in fan tokens", International Review of Economics and Finance, Vol.92, 98-113 DOI: 10.1016/j.iref.2024.01.039
- Ekinci, Cumhur; Ersan, Oğuz (2024), "Impact of the COVID-19 Market Turmoil on Investor Behavior: A Panel VAR Study of Bank Stocks in Borsa Istanbul", International Journal of Financial Studies, Vol.12, No.1, DOI: 10.3390/ijfs12010014
- Assaf, Ata; Demir, Ender; Ersan, Oguz (2024), "What drives the return and volatility spillover between DeFis and cryptocurrencies?", International Journal of Finance and Economics, DOI: 10.1002/ijfe.2969
- Ersan, Oguz; Ghachem, Montasser (2024), "Identifying Information Types in the Estimation of Informed Trading: An Improved Algorithm", Journal of Risk and Financial Management, Vol.17, No.9, DOI: 10.3390/jrfm17090409
- Ghachem, Montasser; Ersan, Oguz (2023), "PINstimation: An R Package for Estimating Probability of Informed Trading Models", R Journal, Vol.15, No.2, 145-168 DOI: 10.32614/RJ-2023-044
- Aharon, David Y.; Demir, Ender; Ersan, Oguz (2023), "Where do tourism tokens travel to and from?", Current Issues in Tourism, DOI: 10.1080/13683500.2023.2237169
- Demir, Ender; Ersan, Oguz; Popesko, Boris (2022), "Are Fan Tokens Fan Tokens?", Finance Research Letters, Vol.47, DOI: 10.1016/j.frl.2022.102736
- Ekinci, Cumhur; Ersan, Oğuz (2022), "High-frequency trading and market quality: The case of a “slightly exposed” market", International Review of Financial Analysis, Vol.79, DOI: 10.1016/j.irfa.2021.102004
- Ersan, Oguz; Demir, Ender; Assaf, Ata (2022), "Connectedness among fan tokens and stocks of football clubs", Research in International Business and Finance, Vol.63, DOI: 10.1016/j.ribaf.2022.101780
- Ersan, Oguz; Simsir, Serif Aziz; Simsek, Koray D.; Hasan, Afan (2021), "The speed of stock price adjustment to corporate announcements: Insights from Turkey", Emerging Markets Review, Vol.47, DOI: 10.1016/j.ememar.2020.100778
- Dalgıç, Nihan; Ekinci, Cumhur; Ersan, Oğuz (2021), "Daily and Intraday Herding within Different Types of Investors in Borsa Istanbul", Emerging Markets Finance and Trade, Vol.57, No.6, 1793-1810 DOI: 10.1080/1540496X.2019.1641082
- Danisman, Gamze Ozturk; Ersan, Oguz; Demir, Ender (2020), "Economic policy uncertainty and bank credit growth: Evidence from European banks", Journal of Multinational Financial Management, Vol.57-58, DOI: 10.1016/j.mulfin.2020.100653
- Ersan, Oguz; Akron, Sagi; Demir, Ender (2019), "The effect of European and global uncertainty on stock returns of travel and leisure companies", Tourism Economics, Vol.25, No.1, 51-66 DOI: 10.1177/1354816618792398
- Demir, Ender; Ersan, Oguz (2018), "The impact of economic policy uncertainty on stock returns of Turkish tourism companies", Current Issues in Tourism, Vol.21, No.8, 847-855 DOI: 10.1080/13683500.2016.1217195
- Ekinci, Cumhur; Ersan, Oguz (2018), "A new approach for detecting high-frequency trading from order and trade data", Finance Research Letters, Vol.24, 199-220 DOI: 10.1016/j.frl.2017.09.020
- Demir, Ender; Ersan, Oguz (2017), "Economic policy uncertainty and cash holdings: Evidence from BRIC countries", Emerging Markets Review, Vol.33, 189-200 DOI: 10.1016/j.ememar.2017.08.001
- Demir, Ender; Ersan, Oguz (2016), "When stock market investors breathe polluted air", Eurasian Studies in Business and Economics, Springer Science and Business Media B.V.
- Ersan, Oguz; Ekinci, Cumhur (2016), "Algorithmic and high-frequency trading in Borsa Istanbul", Borsa Istanbul Review, Vol.16, No.4, 233-248 DOI: 10.1016/j.bir.2016.09.005
- Ersan, Oguz; Alıcı, Aslı (2016), "An unbiased computation methodology for estimating the probability of informed trading (PIN)", Journal of International Financial Markets, Institutions and Money, Vol.43, 74-94 DOI: 10.1016/j.intfin.2016.04.001
Projects
| Project Name | Role in the Project | Project Type | Fund Establishment | Project Date |
|---|---|---|---|---|
| Depremlerin finansal karar alma üzerindeki etkileri | Yürütücü | Ulusal Proje | TÜBİTAK ARDEB |
01.02.2022 01.02.2025 |
| Finansal Piyasalardaki Özel Bilgi Kaynaklı Işlem Olasılığı Modellerinin Tahminine Yönelik İyileştirmeler | Yürütücü | Ulusal Proje | TÜBİTAK ARDEB |
01.10.2022 01.10.2023 |
| Yüksek-frekanslı işlemlerin (HFT) piyasa mekanizmaları, piyasa aktörleri ve sosyal refahüzerindeki etkilerinin ortaya konması ile detaylı bir HFT yönetim planı oluşturulması | Yürütücü | Ulusal Proje | TÜBİTAK ARDEB |
01.11.2019 01.05.2022 |
| Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi | Araştırmacı | Dış Kaynaklı | TÜBİTAK ARDEB 3001 |
01.12.2017 01.03.2019 |
Courses Offered
| Course Name | Course Code | Period |
|---|---|---|
| Portfolio Management and Applications | FB516*1 | 2023/24 Spring |
| Economics for Engineers | FENS310 | 2023/24 Spring |
| Equity Valuation Methods | FB524*1 | 2023/24 Spring |
| Research Methods | SGS501 | 2023/24 Fall |
| Behavioural Finance | ITF417 | 2023/24 Fall |
| Behavioural Finance | FB638 | 2024/25 Fall |