myOzU

Özyeğin Üniversitesi, Çekmeköy Kampüsü Nişantepe Mahallesi Orman Sokak 34794 Çekmeköy İstanbul

Telefon : +90 (216) 564 90 00

Fax : +90 (216) 564 99 99

info@ozyegin.edu.tr

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    S. Mehmet
    Özsoy

    02165649560

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    S. Mehmet
    Özsoy

    Dr. Öğretim Üyesi

    Doktora

    Duke University, Economics, 2013

    Yüksek Lisans

    Koç Üniversitesi, Economics, 2008

    Lisans

    Boğaziçi University , Economics, 2006


    Araştırma Alanları

    Bankacılık, Emeklilik fonları, İklim finansı, Finansal varlık fiyatlandırması, Makro-finans, Opsiyon piyasaları

     

    Araştırma
    • Bank Regulation under Fire Sale Externalities (joint with Gazi Kara). Forthcoming at the Review of Financial Studies.
    • Firm Boundaries, Incentives and Fund Performance: Evidence from a Private Pension Fund System (joint with Umut Gökçen, Atakan Yalçın).https://doi.org/10.1016/j.ememar.2020.100682 Forthcoming at Emerging Markets Review.
    Working Papers
    • Ambiguity, News and Asymmetric Correlations.Recipient of Best Paper Award, FMA European Conference, Maastricht 2014.
    • Correlation asymmetry: The role of volatility (joint with Senad Lekpek).
    • Correlation and Diversification Benefits.
    • International Diversification Benefits: A Parsimonious Country-Selection Approach (joint with Biliana Guner).
    • Long-Term Spillover Effects of Climatological Disasters: Evidence from Drought and Bank Balance Sheets (joint with Mehdi Rasteh and Erkan Yonder).
    • Commonality in international equity jump risk (joint with Biliana Guner).
    • Dividends and Option Prices (joint with Nejat Seyhun).
    Book Chapter
    • Global Trends in Liquidity Creation: The Role of the Off-Balance Sheet (joint with Ozlem Akin) in Ba¸sarir, Ç., Darici, B., & Ertu˘ grul, M. (Eds.). (2019). New Trends in Banking and Finance. Bern, Switzerland: Peter Lang D.
    Work in Progress
    • Dynamic properties and determinants of jump risk in emerging market equity returns [Tubitak project no: 118K085] (joint with Biliana Guner).
    • Credit Risk, Collateral and Real Estate Prices (joint with Erkan Yonder).
    • Insider trading: A new theory and empirical regularities [Tubitak 2219 grant].
    Verilen Dersler

    İleri Makroekonomi(ECON202), Ekonometri II (ECON302), Finansal Ekonometri (FIN902)