Ayben KOY

Book,  “Derivative Markets” in English    (BOOK FOR COURSE)

Derivative Markets, 2023, ANKARA: Seçkin

Book, “Derivative Markets” in Turkish: (BOOK FOR COURSE)

Türev Piyasalar: Emtia Türevleri, Opsiyonlar, Vadeli İşlem Sözleşmeleri, 2018, ANKARA: Seçkin

Book,  “Econometrics Applications in Finance” in Turkish: (BOOK FOR COURSE)

Finans Biliminde Ekonometri Uygulamaları, 2019, Ankara: SEÇKİN

Selected Book Chapters:

İŞLETMELERDE GÜNCEL YAKLAŞIMLAR: Pandemi Sonrası Örgütlerin Geleceği: Blok Zincir ve Kripto Paralar 2020, İSTANBUL: Nobel

Behavioral Finance and Decision-Making Models, Chicken-Egg Dilemma for the Relationship Between Price and Volume in Borsa Istanbul 2019, Pennsylvania: IGI

Perspectives, Trends, and Applications in Corporate Finance and Accounting, A Comparative Analysis on International Portfolio Flows to Asian Stock Markets With a Nonlinear Perspective 2018, IGI

Global Financial Crisis and Its Ramifications on Capital Markets, International Credit Default Swaps Market During European Crisis: A Markov Switching Approach 2017, Berlin: Springer

ÇOLAK, A. B., KOY, A., (2023), The Role of Technical Indicators in the Intraday Prediction of Stock Markets: Artificial Neural Network Models for Borsa Istanbul , Scientia Iranica, 30(1),  (SCI / WOS)

ARZOVA, S. B., KOY, A., ŞAHİN, B. Ş., (2023), The impact of unproved reserve news on the energy stock volatility: an empirical investigation on Turkey, Review of Behavioral Finance, 15(3), (SCOPUS)

ABDİ, F. A., KOY, A., (2023), The Effect of FDI and Financial development markets on Sub-Saharan African Economy: An Empirical Study Based on VAR model., Journal of International Trade, Logistics and Law, 9(1),

AHMED, A. N., KOY, A., (2023), Initial public offering effects on volatility in US Stock Market, Journal of International Trade, Logistics and Law, 9(1),

KOY, A., & ÇOLAK, A. B. (2023). Predicting Stock Market Index and Credit Default Swap Spreads Using Artificial Intelligence and Determining Non-Linear Relations. Archives of Advanced Engineering Science, 1-18.

KOY, A., & ÇOLAK, A. B. (2023). The Intraday High-Frequency Trading with Different Data Ranges: A Comparative Study with Artificial Neural Network and Vector Autoregressive Models. Archives of Advanced Engineering Science, 1-20.

KOY, A., (2022), Regime Switching Mechanism during Energy Futures’ Price Bubbles, International Journal of Energy Economics and Policy, 12(1), 373-382 (SCOPUS)

KOY, A., OKAY, G., (2020), Are Carbon Leader Indexes Related with Carbon Prices under Different Regimes?, International Journal of Energy Economics and Policy, 10(4), 1-7 (SCOPUS)

KOY, A., (2018), Testing Multi Bubbles for Commodity Derivative Markets: A Study on MCX, BUSINESS AND ECONOMICS RESEARCH JOURNAL, 9(2), 291-299

AKKAYA, M., KOY, A., (2018), Mutual Switching Behavior between High Growth and Low Growth Economies’ Stock Markets, e-İşletme Araştırmaları Dergisi, 10(1)

KOY, A., (2018), Multibubbles in Emerging Stock Markets, Finans Politik ve Ekonomik Yorumlar Dergisi, 55(637), 97-110

KOY, A., (2017), Modelling Nonlinear Dynamics of Oil Futures Market, ECONOMETRIC RESEARCH IN FINANCE, 2(1), 23-42

KOY, A., (2017), Regime Dynamics of Stock Markets in the Fragile Five, International Journal of Economic Perspectives, 11(2), 950-958

KOY, A., AKKAYA, M., (2017), The Role of Consumer Confidence as a Leading Indicator on Stock Returns: A Markov Switching Approach, Annals of “Dunarea de Jos” University of Galati Fascicle I. Economics and Applied Informatics, 23(1), 36-47

GÜL, SEYFULLAH. (2023). Analysis of Factors Affecting Non-Performing Loans with Momentum Threshold Autoregressive Model (MTAR), Istanbul Ticaret University, Institute of Finance, Financial Economics Ph.D. Program, 2023.

METE, S. (2019). The Place of Blockchain Systems in Financial Markets and Examination of Price Bubbles in Cryptocurrencies, Istanbul Commerce University, Institute of Finance, Capital Markets Thesis-Based Master’s Program, 2019

YAMAN, M. (2019). Modeling the Volatility of the US Dollar / Turkish Lira Exchange Rate: The Period of 2001-2019, Istanbul Commerce University, Institute of Finance, Capital Markets Thesis-Based Master’s Program, 2019

DEER, A. (2020). Relationship Among Stock Markets in Africa: A Case of Five Selected Countries, Istanbul Commerce University, Institute of Finance, International Finance Thesis-Based Master’s Program, 2020

ABDI-SALAM, Q. (2020). An Analysis on the Relationship Between and Economic Growth for African Economies, Istanbul Commerce University, Institute of Finance, International Finance Thesis-Based Master’s Program, 2020

EKİZ, Ö. (2020). Transaction Volume and Exchange Rate as Variance Factors in the Volatility Model of Futures Contracts: An Application on BIST 30 Index Futures Contract, Istanbul Commerce University, Institute of Finance, Capital Markets Thesis-Based Master’s Program, 2020

ERDEM, K. (2020). Analysis of the Relationship Between Highest Price Formation and Trading Volume in Equity Indices, Istanbul Commerce University, Institute of Finance, Capital Markets Thesis-Based Master’s Program, 2020

DEMİRCİ, G. (2020). The Impact of Companies’ Use of Derivative Instruments on Their Financial Performance: A Study on BIST Chemical, Petroleum, Rubber, and Plastic Products Sector, Istanbul Commerce University, Institute of Finance, Capital Markets Thesis-Based Master’s Program, 2020

YUSUF HERSİ, K. (2020). The Relationship Between Exchange Rates and Stock Markets For The Fragile Five Countries (Turkey, Brazil, South Africa, India, Indonesia) Year (2010-2019), Istanbul Commerce University, Institute of Finance, International Finance Thesis-Based Master’s Program, 2020

GÖZÜBÜYÜK, S. (2020). Determinants of Housing Production in Turkey: Economic Growth and Mortgage Interest Rate, Istanbul Commerce University, Institute of Finance, Capital Markets Thesis-Based Master’s Program, 2020

Alakuşu, B. (2021). The Applications of Derivative Instruments in the Turkish Banking Sector, Istanbul Commerce University, Institute of Finance, Capital Markets Thesis-Based Master’s Program, 2021

OZGUR, S. (2021). Algorithm Applications in Financial Markets: A Study on Backtesting with Python Programming, Istanbul Commerce University, Institute of Finance, Capital Markets Thesis-Based Master’s Program, 2021

LİCAJ, E. (2021). The Effects of Brexit on the UK Capital Markets, Istanbul Commerce University, Institute of Finance, International Finance Thesis-Based Master’s Program, 2021

YILDIRIM, H. (2021). The Impact of Cryptocurrencies on Portfolio Management, Istanbul Commerce University, Institute of Finance, International Banking and Finance Thesis-Based Master’s Program, 2021

HASSAN, F. (2021). Impact of Covid-19 on Selected African Stock Markets, Istanbul Commerce University, Institute of Finance, International Finance Thesis-Based Master’s Program, 2021

MENTEŞ, H. (2022). Examination of Asset Bubbles in the Stock Market During the Covid-19 Pandemic: Evidence from Borsa Istanbul Retail Sector Index, Istanbul Commerce University, Institute of Finance, Capital Markets Thesis-Based Master’s Program, 2022

BAYRAKTAR YETİM, S. (2023). The Impact of Initial Public Offerings on BIST 100 Index Volatility: The Covid-19 Pandemic Period, Istanbul Commerce University, Institute of Finance, Capital Markets Thesis-Based Master’s Program, 2023

ABDUKADIR ABDI, F. (2023). The Impact Of FDI And Financial Development On Sub-Saharan African Economy: An Empirical Study Based On Var Model, Istanbul Commerce University, Institute of Finance, International Finance Thesis-Based Master’s Program, 2023

OMAR AHMED, A. (2023). Initial Public Offering Effects on Volatility, Istanbul Commerce University, Institute of Finance, International Finance Thesis-Based Master’s Program, 2023

TİRYAKİOĞLU, M. (2023). Modeling the Knowledge Economy with Artificial Neural Networks, Istanbul Commerce University, Institute of Social Sciences, Digital Economy and Marketing Thesis-Based Master’s Program, 2023