• 30 Citations
  • 2 h-Index
20022018
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Fingerprint Dive into the research topics where Deniz Ozenbas is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Intraday volatility Business & Economics
Market quality Business & Economics
Equity markets Business & Economics
Assets Business & Economics
High-frequency trading Business & Economics
Idiosyncratic risk Business & Economics
Certainty equivalent Business & Economics
Balance sheet Business & Economics

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Research Output 2002 2018

  • 30 Citations
  • 2 h-Index
  • 6 Article

Do High Frequency Trading Firms Provide Two-Sided Liquidity?

Ozenbas, D. & Schwartz, R. A., 1 Jun 2018, In : Journal of Portfolio Management. 44, 7, p. 63-74 12 p.

Research output: Contribution to journalArticleResearchpeer-review

High-frequency trading
Liquidity
1 Citation (Scopus)

Intraday volatility and the implementation of a closing call auction at Borsa Istanbul

Inci, A. C. & Ozenbas, D., 1 Dec 2017, In : Emerging Markets Review. 33, p. 79-89 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Call auction
Intraday volatility
Market quality
Turkey
Market volatility
4 Citations (Scopus)

Accentuated intraday stock price volatility: What is the cause?

Ozenbas, D., Pagano, M. S. & Schwartz, R. A., 1 Mar 2010, In : Journal of Portfolio Management. 36, 3, p. 45-55 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Stock price volatility
Equity markets
Market quality
Price determination
Deterioration

On balance sheets, idiosyncratic risk and aggregate volatility

Portes, L. & Ozenbas, D., 20 Apr 2009, In : B.E. Journal of Macroeconomics. 9, 1, 4.

Research output: Contribution to journalArticleResearchpeer-review

Balance sheet
Idiosyncratic risk
Financial accelerator
Dynamic general equilibrium model
Model simulation

Investment in real assets and information acquisition: The OCE preferences case

Giannikos, C. I. & Ozenbas, D., 1 Sep 2002, In : Economics Letters. 77, 1, p. 73-78 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Information acquisition
Certainty equivalent
Assets
Time preference
Optimal investment