Özyeğin University, Çekmeköy Campus Nişantepe District, Orman Street, 34794 Çekmeköy - İSTANBUL

Phone : +90 (216) 564 90 00

Fax : +90 (216) 564 99 99

E-mail: info@ozyegin.edu.tr

S. Mehmet
Özsoy

S. Mehmet
Özsoy

Assistant Professor

Research Areas
  • Financial Economics
  • Asset Pricing
  • Macro-Finance
  • Financial Intermediation.

Education

PhD
Duke University, Economics, 2013
Graduate
Koç Üniversitesi, Economics, 2008
Undergraduate
Boğaziçi University , Economics, 2006


Research
  • 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].

Teaching

Advanced Macroeconomics (ECON202), Econometrics II (ECON302) , Financial Econometrics (FIN902) 


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