| Information asymmetry, speculation and foreign trading activity: Emerging market evidence C Ciner, AK Karagozoglu International Review of Financial Analysis 17 (4), 664-680, 2008 | 67 | 2008 |
| Modeling ultimate loss-given-default on corporate debt M Jacobs Jr, AK Karagozoglu Journal of Fixed Income 21 (1), 6, 2011 | 60* | 2011 |
| Credit risk signals in CDS market vs agency ratings M Jacobs Jr, AK Karagozoglu, DN Layish The Journal of Risk Finance 17 (2), 194-217, 2016 | 57* | 2016 |
| Resolution of corporate financial distress: An empirical analysis of processes and outcomes M Jacobs, AK Karagozoglu, DN Layish, Layish The Journal of Portfolio Management 38 (2), 117-135, 2012 | 57* | 2012 |
| Changing the size of a futures contract: Liquidity and microstructure effects AK Karagozoglu, TF Martell Financial Review 34 (4), 75-94, 1999 | 38 | 1999 |
| The split of the S&P 500 futures contract: Effects on liquidity and market dynamics AK Karagozoglu, TF Martell, GHK Wang Review of Quantitative Finance and Accounting 21, 323-348, 2003 | 33 | 2003 |
| Stress testing and model validation: application of the Bayesian approach to a credit risk portfolio M Jacobs, AK Karagozoglu, F Sensenbrenner Journal of Risk Model Validation 9 (3), 41-70, 2015 | 29 | 2015 |
| News and idiosyncratic volatility: the public information processing hypothesis RF Engle, MK Hansen, AK Karagozoglu, A Lunde Journal of Financial Econometrics 19 (1), 1-38, 2021 | 20 | 2021 |
| Volatility wisdom of social media crowds AK Karagozoglu, FJ Fabozzi Journal of Portfolio Management 43 (2), 136, 2017 | 19 | 2017 |
| Underwriting services and the new issues market GJ Papaioannou, AK Karagozoglu Academic Press, 2017 | 17 | 2017 |
| On the characteristics of dynamic correlations between asset pairs M Jacobs Jr, AK Karagozoglu Research in International Business and Finance 32, 60-82, 2014 | 17* | 2014 |
| Implementation of the BDT Model with Different Volatility Estimators: Applications to Eurodollar Futures Options. TG Bali Journal of Fixed Income 8 (4), 24-33, 1999 | 16 | 1999 |
| Growing pains: The evolution of new stock index futures in emerging markets NS Alan, AK Karagozoglu, S Korkmaz Research in International Business and Finance 37, 1-16, 2016 | 14 | 2016 |
| Relative performance of bid–ask spread estimators: Futures market evidence A Anand, AK Karagozoglu Journal of International Financial Markets, Institutions and Money 16 (3 …, 2006 | 13 | 2006 |
| Global Equity Market Volatility during the Initial Stages of the COVID-19 Pandemic: Drivers and Policy Responses. NS Alan, RF Engle, AK Karagozoglu Journal of Portfolio Management 48 (10), 2022 | 12* | 2022 |
| Novel Risks: A Research and Policy Overview AK Karagozoglu Journal of Portfolio Management 47 (9), 11-34, 2021 | 9* | 2021 |
| Direct market access in exchange-traded derivatives: Effects of algorithmic trading on liquidity in futures markets A Karagozoglu Review of Futures Markets 19 (Special Issue), 95-142, 2011 | 8 | 2011 |
| Effects of spot market short-sale constraints on index futures trading FJ Fabozzi, AK Karagozoglu, N Wang Review of Finance 21 (5), 1975-2005, 2017 | 7 | 2017 |
| Option Pricing Models: From Black-Scholes-Merton to Present. AK Karagozoglu Journal of Derivatives 29 (4), 2022 | 5 | 2022 |
| Firm-level cybersecurity risk and idiosyncratic volatility SA Nazli, AK Karagozoglu, T Zhou Journal of Portfolio Management 47 (9), 110-140, 2021 | 5 | 2021 |
Nazli Sila AlanAssistant Professor of Finance, Fairfield University在 fairfield.edu 的电子邮件经过验证
