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

Volkan
Kayaçetin

Dr. Öğretim Üyesi

Araştırma Alanları
  • Deneysel varlık fiyatlandırması
  • Piyasa mikroyapısı alanları

Eğitim

Doktora
University of Alberta, Finance, 2010
Yüksek Lisans
METU, Management, 2004
Lisans
METU, Civil Engineering, 2000


Araştırma
Makaleler
  • “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

Devam eden Araştırmalar

  • “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)

Verilen Dersler

Finans (FIN202), Türev Enstrümanlar ve Risk Yönetimi (FIN411), Türev Ürünler ve Uygulamaları (FERM502) , Varlık Değerleme (FIN907)