Concepedia

Ozgur Akay

OA

4

Publications

82

Citations

4

H-Index

2010

Active since

Affiliations

Texas Tech University(Current)

Miami University

Ozgur Akay is an author at Texas Tech University specializing in asset pricing, business, and finance.

Top concepts

FinanceBusinessEconomicsAsset PricingFintechManagementStatisticsEngineeringAsset AllocationEconomic Analysis

Publications per year

2010–2013

4

Publications

4

What does PIN identify? Evidence from the T-bill market

Ozgur Akay, Ken B. Cyree, Mark D. Griffiths et al. · Journal of Financial Markets · 2011 · 33 citations

Economics, Financial Technology, T-bill Market +1

Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach

Ozgur Akay, Zeynep Şenyüz, Emre Yoldaş · Journal of Empirical Finance · 2013 · 24 citations

Risk-adjusted Returns, Economics, Hedge Fund Contagion +9

ON THE ROBUSTNESS OF RANGE‐BASED VOLATILITY ESTIMATORS

Ozgur Akay, Mark D. Griffiths, Drew B. Winters · The Journal of Financial Research · 2010 · 15 citations

Empirical Finance, Volatility Modeling, Multivariate Stochastic Volatility +14

A look inside AMLF: What traded and who benefited

Ozgur Akay, Mark D. Griffiths, Vladimir Kotomin et al. · Journal of Banking & Finance · 2013 · 10 citations

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