This paper provides evidence on the relation between private-information-based trading and
foreign trading activity on the Istanbul Stock Exchange (ISE). We use a recently developed …

… Karagozoglu … Karagozoglu, Ph.D., is Associate Professor, Department of Finance at the Zarb
School … Karagozoglu acknowledges a summer research grant from the Frank G. Zarb School …

Motivated by the recent availability of extensive electronic news databases and advent of new
empirical methods, there has been renewed interest in investigating the impact of financial …

Loss given default (LGD) is a critical parameter in various facets of credit risk modeling. This
study empirically investigates the determinants of LGD and builds alternative predictive …

The prices of or spread on credit default swaps (CDS) theoretically represent the pure credit
risk of a firm. Callen, Livnat and Segal (2007) note that although the CDS premium is related …

Following the recent global financial crisis, regulators have recognized the importance of
stress testing, in part due to the impact of model risk, and have implemented supervisory …

We analyze the relation between contract size and liquidity using data from the respecification
of Sydney Future Exchange's (SFE) Share Price Index (SPI) and 90‐day Bank Accepted …

… Alan, Karagozoglu, and Zhou used extensive sets of books and texts as training libraries to
obtain alternative cybersecurity risk measures and found that the impact of cybersecurity risk …

In this article, the authors provide new evidence on the usefulness of investor sentiment
extracted from social media by taking advantage of a new data source covering a more …

… This study builds on research by Karagozoglu and Martell (1999), and complements work
by Huang and Stoll (1998) who examined the need to split the S&P 500 futures contract. …