Dr. Erdinc Akyildirim,Assistant Professor of Accounting and Finance (A,F, & E)
Information about Dr. Erdinc Akyildirim at the University of Bradford.
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() - Email:
- e.akyildirim@bradford.ac.uk
- Telephone:
- +44 1274 233352
Biography
Dr Erdinc Akyildirim isan Assistant Professor of Accounting and Finance at School of Management,University of Bradford. He received his PhD in Banking and Finance from Universityof Zurich and Swiss Finance Institute in 2013.During his Ph.D., he worked as ateaching assistant at ETH Zurich and he also spent two years as a postdoctoralresearcher at ETH working on machine learning applications in Finance.
Before joining academia, he worked at theIndustrial Development Bank of Turkey as a derivatives trader and IstanbulStock Exchange as a project manager for business and product development.
His research interests are in the areas of QuantitativeFinance, Fintech, Machine Learning, ESG, and Climate Finance. His researchoutputs have been published in outlets such as the Journal of MathematicalEconomics, Quantitative Finance, Annals of Operations Research, Journal ofCorporate Finance, European Financial Management, and European Journal ofFinance amongst others.
Research
Machine Learning Applications in Finance, ESG, Climate Finance, Cryptocurrencies and Blockchain Applications.Teaching
Details on teaching interests, highlights and modules are available for Dr. Erdinc Akyildirim as follows:
Teaching interests
Quantitative Finance, Financial Econometrics, Financial Markets and Institutions, Cryptocurrencies.Professional activities
Information about education, employment and areas of particular interest for Dr. Erdinc Akyildirim is as follows:
Education
- Bogazici University - Bachelor
- Bogazici University - M.Sc.
- University of Zurich and Swiss Finance Institute - PhD
Publications
There are 28 publications involving or that are attributed to Dr. Erdinc Akyildirim.
Peer Reviewed Journal
| Title | Year | Publication name | Journal | Volume | Pages | Authors | Editors | ISSN | Publisher | DOI | Location |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Forecasting high-frequency excess stock returns via data analytics and machine learning | 2023 | European Financial Management | 29 | 22 - 75 | Akyildirim E.;Nguyen D.K.;Sensoy A.;Šikić M. | 1354-7798 | 10.1111/eufm.12345 | ||||
| The effect of environmental, social and governance risks | 2022 | Annals of Tourism Research | 95 | Dogru T.;Akyildirim E.;Cepni O.;Ozdemir O.;Sharma A.;Yilmaz M.H. | 0160-7383 | 10.1016/j.annals.2022.103432 | |||||
| How connected is the agricultural commodity market to the news-based investor sentiment? | 2022 | Energy Economics | 113 | Akyildirim E.;Cepni O.;Pham L.;Uddin G.S. | 0140-9883 | 10.1016/j.eneco.2022.106174 | |||||
| Connectedness of energy markets around the world during the COVID-19 pandemic. | 2022 | Energy Economics | 109 | Akyildirim E;Cepni O;Molnár P;Uddin GS; | 1873-6181 | 10.1016/j.eneco.2022.105900 | |||||
| Investor attention and idiosyncratic risk in cryptocurrency markets | 2021 | European Journal of Finance | Yao S.;Kong X.;Sensoy A.;Akyildirim E.;Cheng F. | 1351-847X | 10.1080/1351847X.2021.1989008 | ||||||
| Big data analytics, order imbalance and the predictability of stock returns | 2021 | Journal of Multinational Financial Management | 62 | Akyildirim E.;Sensoy A.;Gulay G.;Corbet S.;Salari H.N. | 1042-444X | 10.1016/j.mulfin.2021.100717 | |||||
| Do investor sentiments drive cryptocurrency prices? | 2021 | Economics Letters | 206 | Akyildirim E.;Aysan A.F.;Cepni O.;Darendeli S.P.C. | 0165-1765 | 10.1016/j.econlet.2021.109980 | |||||
| Forecasting mid-price movement of Bitcoin futures using machine learning. | 2021 | Annals of Operations Research | Akyildirim E;Cepni O;Corbet S;Uddin GS; | 0254-5330 | 10.1007/s10479-021-04205-x | ||||||
| The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks | 2021 | International Review of Financial Analysis | 74 | Akyildirim E.;Corbet S.;O'Connell J.F.;Sensoy A. | 1057-5219 | 10.1016/j.irfa.2020.101630 | |||||
| Prediction of cryptocurrency returns using machine learning | 2021 | Annals of Operations Research | 297 | 3 - 36 | Akyildirim E.;Goncu A.;Sensoy A. | 0254-5330 | 10.1007/s10479-020-03575-y | ||||
| The impact of blockchain related name changes on corporate performance | 2020 | Journal of Corporate Finance | 65 | Akyildirim E.;Corbet S.;Sensoy A.;Yarovaya L. | 0929-1199 | 10.1016/j.jcorpfin.2020.101759 | |||||
| Flash crashes in cryptocurrency markets and the 2019 Kraken Bitcoin flash crash | 2021 | Batten-Corbet-Lucey Handbooks In Alternative Investments | 2 | 55 - 69 | Akyildirim E.;Sensoy A.;Söylemezgil S. | 2629-3714 | 10.1515/9783110718485-005 | ||||
| Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements | 2020 | Technological Forecasting and Social Change | 159 | Akyildirim E.;Corbet S.;Cumming D.;Lucey B.;Sensoy A. | 0040-1625 | 10.1016/j.techfore.2020.120191 | |||||
| Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework | 2020 | International Review of Law and Economics | 63 | Akyildirim E.;Corbet S.;Nguyen D.K.;Sensoy A. | 0144-8188 | 10.1016/j.irle.2020.105907 | |||||
| The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives | 2020 | Finance Research Letters | 34 | Akyildirim E.;Corbet S.;Katsiampa P.;Kellard N.;Sensoy A. | 1544-6123 | 10.1016/j.frl.2019.07.007 | |||||
| The financial market effects of international aviation disasters | 2020 | International Review of Financial Analysis | 69 | Akyildirim E.;Corbet S.;Efthymiou M.;Guiomard C.;O'Connell J.F.;Sensoy A. | 1057-5219 | 10.1016/j.irfa.2020.101468 | |||||
| The relationship between implied volatility and cryptocurrency returns | 2020 | Finance Research Letters | 33 | Akyildirim E.;Corbet S.;Lucey B.;Sensoy A.;Yarovaya L. | 1544-6123 | 10.1016/j.frl.2019.06.010 | |||||
| Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets | 2019 | Finance Research Letters | 31 | 155 - 164 | Ekinci C.;Akyildirim E.;Corbet S. | 1544-6123 | 10.1016/j.frl.2019.04.021 | ||||
| A tale of two risks in the EMU sovereign debt markets | 2018 | Economics Letters | 172 | 102 - 106 | Akyildirim E.;Nguyen D.;Sensoy A. | 0165-1765 | 10.1016/j.econlet.2018.08.042 | ||||
| Statistical arbitrage in the multi-Asset black-scholes economy | 2017 | Annals Of Financial Economics | 12 | Göncü A.;Akyildirim E. | 2010-4952 | 10.1142/S201049521750004X | |||||
| Understanding the FTX exchange collapse: A dynamic connectedness approach | 2023 | Finance Research Letters | 53 | Akyildirim E.;Conlon T.;Corbet S.;Goodell J.W. | 1544-6123 | 10.1016/j.frl.2023.103643 | |||||
| Statistical arbitrage: Factor investing approach | 2023 | OR SPECTRUM | Erdinc Akyildirim, Ahmet Goncu, Alper Hekimoglu, Duc Khuong Nguyen, Ahmet Sensoy | ||||||||
| Approximating stochastic volatility by recombinant trees | 2014 | Annals of Applied Probability | 24 | 2176 - 2205 | Akyildirim E.;Dolinsky Y.;Soner H. | 1050-5164 | 10.1214/13-AAP977 | ||||
| Optimal dividend policy with random interest rates | 2014 | Journal of Mathematical Economics | 51 | 93 - 101 | Akyildirim E.;Güney I.E.;Rochet J.C.;Soner H.M. | 0304-4068 | 10.1016/j.jmateco.2014.01.005 | ||||
| Adverse Selection in Cryptocurrency Markets | 2023 | Journal of Financial Research | Murat Tiniç, Ahmet Sensoy, Erdinc Akyildirim, Shaen Corbet | ||||||||
| Statistical arbitrage in jump-diffusion models with compound Poisson processes | 2022 | Annals of Operations Research | 313 | 1357 - 1371 | Akyildirim E.;Fabozzi F.J.;Goncu A.;Sensoy A. | 0254-5330 | 10.1007/s10479-021-03965-w | ||||
| Extending the Merton Model with Applications to Credit Value Adjustment | 2023 | Annals of Operations Research | Erdinc Akyildirim, Alper A. Hekimoglu, Ahmet Sensoy, Frank J. Fabozzi | ||||||||
| Forecasting high-frequency stock returns: a comparison of alternative methods | 2022 | Annals of Operations Research | Erdinc Akyildirim, · Aurelio F. Bariviera, Duc Khuong Nguyen, Ahmet Sensoy |