OĞUZ ERSAN

Associate Professor OĞUZ ERSAN

B BLOK 2. KAT 325

+90 (212) 5336532 - 1656

CV

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