University of Minnesota, 2004

Bilkent Üniversitesi, 1999

Asset pricing, market microstructure, uncertainty and asymmetric information, economic and financial networks

• Ince, B. and Ozsoylev, H.N. (2024), “Price of regulations: regulatory costs and the cross-section of stock returns,” Review of Asset Pricing Studies, 14, 381-427. (Editor’s Choice/Lead Article)
• Mukerji, S., Ozsoylev, H.N., and Tallon, J.-M. (2023), “Trading ambiguity: a tale of two heterogeneities,” International Economic Review, 64, 1127-1164.
• Cakmakli, C., Cakmakli, A.D., and Ozsoylev, H.N. (2023), “Economic value of prediction of return distribution,” Journal of Research in Economics, Politics & Finance, 8, 40-58.
• Karahan, C.C. and Ozsoylev, H.N. (2023), “Inflation and the stock market: money illusion in Borsa Istanbul,” in U. Akkucuk, ed., Managing Inflation and Supply Chain Disruptions in the Global Economy, IGI Global, 24-40.
• Altug, S., Collard, F., Cakmakli, C., Mukerji, S., and Ozsoylev, H.N. (2020), “Ambiguous business cycles: a quantitative assessment,” Review of Economic Dynamics, 38, 220-237.
• Kotak, A., Ozsoylev, H.N., and Tsomocos, D.P. (2019), “The lender of last resort in a general equilibrium framework,” in C.A.E. Goodhart and D.P. Tsomocos, eds., Financial Regulation and Stability: Lessons from the Global Financial Crisis, Edward Elgar Publishing, 113-157.
• Ozsoylev, H.N., Walden, J., Yavuz, M.D., and Bildik, R. (2014), “Investor networks in the stock market,” Review of Financial Studies, 27, 1323-1366.
• Ozsoylev, H.N. and Walden, J. (2011), “Asset pricing in large information networks,” Journal of Economic Theory, 146, 2252-2280.
• Ozsoylev, H.N. and Werner, J. (2011), “Liquidity and asset prices in rational expectations equilibrium with ambiguous information,” Economic Theory, 48, 469-491.
• Ozsoylev, H.N. and Takayama, S. (2011), “Price, trade size, and information revelation in multi-period securities markets,” Journal of Financial Markets, 13, 49-76.
• Ozsoylev, H.N. (2008), “Amplification and asymmetry in crashes and frenzies,” Annals of Finance, 4, 157-181.

Strategic Financial Management (FIN 803, EMBA), Economic Theory (ECON 913, Ph.D.), Theoretical Asset Pricing (FIN 907, Ph.D.)