Han Ozsoylev
Lecturer at Queen Mary University of London/Assistant Professor of Finance at Özyeğin University
Links
Biography
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Research Areas
- Financial economics (asset pricing, market microstructure)
- Applied economic theory
Research
Selected journal articles
- “Ambiguous business cycles: a quantitative assessment,” with Sumru Altug, Fabrice Collard, Cem Cakmakli, and Sujoy Mukerji (2020), Review of Economic Dynamics 38, 220-237.
- “Investor networks in the stock market,” with Johan Walden, M. Deniz Yavuz, and Recep Bildik (2014), Review of Financial Studies 27, 1323-1366.
- “Asset pricing in large information networks,” with Johan Walden (2011), Journal of Economic Theory 146, 2252-2280.
- “Liquidity and asset prices in rational expectations equilibrium with ambiguous information,” with Jan Werner (2011), Economic Theory 48, 469-491.
- “Price, trade size, and information revelation in multi-period securities markets,” with Shino Takayama (2010), Journal of Financial Markets 13, 49-76.
- “Amplification and asymmetry in crashes and frenzies,” (2008), Annals of Finance 4, 157-181.
Book chapter
- “The lender of last resort in a general equilibrium framework,” with Akshay Kotak and Dimitrios P. Tsomocos (2019), in Charles A.E. Goodhart and Dimitrios P. Tsomocos, eds. (2019), Financial Regulation and Stability: Lessons from the Global Financial Crisis, Edward Elgar Publishing.
Education
- Ph.D. University of Minnesota (1999 — 2004)
- B.Sc. Bilkent University (1995 — 1999)
Companies
- Assistant Professor of Finance Özyeğin University (2021)
- Lecturer in Finance Queen Mary University of London (2019)
- Assistant Professor of Economics and Finance Koç University (2012 — 2021)
- Lecturer in Financial Economics Said Business School (2004 — 2018)
- Academic Member Oxford-Man Institute of Quantitative Finance (2010 — 2015)
- Visiting Scholar Sabanci University (2011 — 2011)
- Visiting Assistant Professor of Economics Johns Hopkins University (2011 — 2011)
- Visiting Scholar University of California, Berkeley, Haas School of Business (2010 — 2010)
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