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

Volkan
Kayaçetin

Assistant Professor

Research Areas
  • Empirical asset pricing 
  • Market microstructure

Education

PhD
University of Alberta, Finance, 2010
Graduate
METU, Management, 2004
Undergraduate
METU, Civil Engineering, 2000


Research

• “Cash Flow News, Discount Rate News, and Momentum”  (2016, with Umut Celiker, Ravi Kumar, and Gokhan Sonaer), Journal of Banking and Finance 72, 240–254
• “Turn-of-the-Month Effect: New Evidence from an Emerging Market” (2016, with Senad Lekpek), Finance Research Letters 18, 142–157 
• “A Note on the Cross-Section of Returns on the Istanbul Stock Exchange” (2007, with Nuray Guner), BU Journal: Review of Social, Economic, and Administrative Studies 18, 93–105

WORK IN PROGRESS
• “Time-Series and Cross-Sectional Determinants of Trading Activity in Factor Portfolios” (2016, with Aditya Kaul)
• “Turn-of-the-Month, around the World: Evidence from G7 Markets” (2016, with Senad Lekpek)
• “Flight-to-Quality, Economic Fundamentals, and Stock Returns” (2016, with Aditya Kaul)
• “Adverse Selection, Arbitrage Activity, and Price Informativeness” (2016)
• “Implied Volatility, Realized Volatility, and Expected Returns” (2016)
• “Term Structure of Corporate Bond Spreads” (2016)
• “Cash Flow Risk and Market Betas” (2016)


Teaching

Finance (FIN202), Derivative Instruments and Financial Risk Management (FIN411), Derivative Best Practice (FERM502), Asset Pricing (FIN907)