Ahmet Karagozoglu

Ahmet Karagozoglu

Hofstra University

H-index: 13

North America-United States

About Ahmet Karagozoglu

Ahmet Karagozoglu, With an exceptional h-index of 13 and a recent h-index of 9 (since 2020), a distinguished researcher at Hofstra University, specializes in the field of derivatives, risk management, credit risk, financial modeling.

His recent articles reflect a diverse array of research interests and contributions to the field:

Impact of Language Complexity on Volatility in Financial Markets: Evidence from Textual Analysis of Earnings Calls.

Global Equity Market Volatility during the Initial Stages of the COVID-19 Pandemic: Drivers and Policy Responses

Comparing Geopolitical Risk Measures

Option Pricing Models: From Black-Scholes-Merton to Present.

Editors’ Introduction to the 2022 Special Issue on Novel Risks and Sources of Volatility: Identification and Measurement Challenges for Portfolio Management

News and idiosyncratic volatility: the public information processing hypothesis

Firm-level cybersecurity risk and idiosyncratic volatility

Novel Risks: A Research and Policy Overview

Ahmet Karagozoglu Information

University

Position

___

Citations(all)

500

Citations(since 2020)

211

Cited By

338

hIndex(all)

13

hIndex(since 2020)

9

i10Index(all)

18

i10Index(since 2020)

9

Email

University Profile Page

Hofstra University

Google Scholar

View Google Scholar Profile

Ahmet Karagozoglu Skills & Research Interests

derivatives

risk management

credit risk

financial modeling

Top articles of Ahmet Karagozoglu

Title

Journal

Author(s)

Publication Date

Impact of Language Complexity on Volatility in Financial Markets: Evidence from Textual Analysis of Earnings Calls.

Journal of Portfolio Management

Nazli Sila Alan

Robert F Engle

Ahmet K Karagozoglu

2023/11/15

Global Equity Market Volatility during the Initial Stages of the COVID-19 Pandemic: Drivers and Policy Responses

The Journal of Portfolio Management

Nazli Sila Alan

Robert F Engle

Ahmet K Karagozoglu

2022/10/3

Comparing Geopolitical Risk Measures

The Journal of Portfolio Management

Ahmet K Karagozoglu

Na Wang

Tianpeng Zhou

2022/8/19

Option Pricing Models: From Black-Scholes-Merton to Present.

Journal of Derivatives

Ahmet K Karagozoglu

2022/6/2

Editors’ Introduction to the 2022 Special Issue on Novel Risks and Sources of Volatility: Identification and Measurement Challenges for Portfolio Management

The Journal of Portfolio Management

Frank J Fabozzi

Ahmet K Karagozoglu

2022/10/3

News and idiosyncratic volatility: the public information processing hypothesis

Journal of Financial Econometrics

Robert F Engle

Martin Klint Hansen

Ahmet K Karagozoglu

Asger Lunde

2021/3/1

Firm-level cybersecurity risk and idiosyncratic volatility

Journal of Portfolio Management

Sila Alan Nazli

Ahmet K Karagozoglu

Tianpeng Zhou

2021/11/1

Novel Risks: A Research and Policy Overview

Journal of Portfolio Management

Ahmet K Karagozoglu

2021/11/1

Implications of pricing futures contract on a digital asset: What we learn from bitcoin futures

Nazli Sila Alan

Frank J Fabozzi

Ahmet K Karagozoglu

2020/9/5

See List of Professors in Ahmet Karagozoglu University(Hofstra University)

Co-Authors

H-index: 54
Turan Bali

Turan Bali

Georgetown University

H-index: 32
George  H K Wang

George H K Wang

George Mason University

H-index: 27
Cetin Ciner

Cetin Ciner

University of North Carolina Wilmington

H-index: 17
Na Wang

Na Wang

University of Science and Technology of China

H-index: 15
George J. Papaioannou

George J. Papaioannou

Hofstra University

H-index: 14
Amber Anand

Amber Anand

Syracuse University

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