Arie Eskenazi Gozluklu

University of Warwick

Associate Professor

Gibbet Hill Rd

Coventry, CV4 7AL

Great Britain

http://www.arieskenazi.com

  • University of Warwick

SCHOLARLY PAPERS

15

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3,635

SSRN CITATIONS
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SSRN RANKINGS

Top 19,962

in Total Papers Citations

29

CROSSREF CITATIONS

22

Scholarly Papers (15)

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1.

Global Political Risk and Currency Momentum

Number of pages: 95 Posted: 01 Nov 2014 Last Revised: 11 Mar 2016
Ilias Filippou, Arie Eskenazi Gozluklu and Mark P. Taylor
Washington University in St. Louis - John M. Olin Business School, University of Warwick and Washington University in St. Louis - John M. Olin Business School
Downloads 620 (59,619)
Citation 9

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Currency Momentum, FX Risk premium, Limits to Arbitrage, Political Risk

2.

ETF Arbitrage and International Diversification

AFA 2022 Annual Meeting, WBS Finance Group Research Paper No. 260
Number of pages: 70 Posted: 10 Dec 2018 Last Revised: 16 Feb 2022
Ilias Filippou, Arie Eskenazi Gozluklu and Hari Rozental
Washington University in St. Louis - John M. Olin Business School, University of Warwick and Ryedale Inc.
Downloads 613 (60,502)

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ETFs, equity market correlation, limits to arbitrage, VIX.

3.

Speculator Spreading Pressure and the Commodity Futures Risk Premium

WBS Finance Group Research Paper, WFA 2020 Annual Meeting
Number of pages: 76 Posted: 28 Jul 2020 Last Revised: 25 Feb 2022
Yujing Gong, Arie Eskenazi Gozluklu and Gi H. Kim
Systemic Risk Centre, London School of Economics, University of Warwick and Warwick Business School - University of Warwick
Downloads 393 (103,607)
Citation 1

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commodity financialization, speculative spread trades, commodity futures term structure

4.

Demographics and the Behavior of Interest Rates

WBS Finance Group Research Paper No. 172
Number of pages: 56 Posted: 29 Feb 2012 Last Revised: 26 Dec 2019
Carlo A. Favero, Arie Eskenazi Gozluklu and Haoxi Yang
Bocconi University - Department of Finance, University of Warwick and Nankai University
Downloads 295 (141,555)
Citation 11

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demographics, term-structure models, forecasting, economic value

5.

Long-Run Factors and Fluctuations in Dividend/Price

EFA 2009 Bergen Meetings Paper, WBS Finance Group Research Paper No. 110
Number of pages: 58 Posted: 14 Feb 2009 Last Revised: 23 Dec 2019
Carlo A. Favero, Arie Eskenazi Gozluklu and Andrea Tamoni
Bocconi University - Department of Finance, University of Warwick and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 253 (165,450)

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error correction, long run predictability, equity premium, demographics

6.

News and Trading After Hours

Number of pages: 70 Posted: 11 Mar 2021
Bei Cui and Arie Eskenazi Gozluklu
Monash Centre for Financial Studies, Monash Business School, Monash University and University of Warwick
Downloads 246 (169,965)
Citation 2

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After-hours trading, news events, liquidity, insider trades, Robinhood, index reconstitutions

7.

Pre-Trade Transparency and Informed Trading: Experimental Evidence on Undisclosed Orders

Number of pages: 65 Posted: 15 Mar 2010 Last Revised: 29 Oct 2015
Arie Eskenazi Gozluklu
University of Warwick
Downloads 233 (179,140)
Citation 9

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Undisclosed orders, hidden liquidity, information asymmetry, market opacity, insider trading

8.

Intraday Rallies and Crashes: Spillovers of Trading Halts

Number of pages: 46 Posted: 30 Oct 2015 Last Revised: 16 May 2016
Bei Cui and Arie Eskenazi Gozluklu
Monash Centre for Financial Studies, Monash Business School, Monash University and University of Warwick
Downloads 217 (191,496)

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circuit breakers, trading halts, arbitrage, momentum, pairs trading

9.

The Information Content of Trump Tweets and the Currency Market

Number of pages: 91 Posted: 04 Jan 2021 Last Revised: 08 Oct 2021
Ilias Filippou, Arie Eskenazi Gozluklu, My T. Nguyen and Ganesh Viswanath-Natraj
Washington University in St. Louis - John M. Olin Business School, University of Warwick, University of Warwick - Warwick Business School and Warwick Business School
Downloads 201 (205,638)
Citation 1

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Foreign Exchange market, Textual Analysis, Trump Tweets

10.

Central Bank Reserves and Currency Volatility

WBS Finance Group Research Paper
Number of pages: 51 Posted: 27 Jun 2019 Last Revised: 01 Nov 2021
Alex Luiz Ferreira, Arie Eskenazi Gozluklu and Joao Mainente
University of São Paulo, University of Warwick and University of Kent
Downloads 149 (265,383)

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exchange rate, central bank interventions, reserve accumulation

11.

U.S. Populist Rhetoric and Currency Returns

Downloads 145 (271,240)

U.S. Populist Rhetoric and Currency Returns

WBS Finance Group Research Paper
Number of pages: 81 Posted: 19 Jun 2020 Last Revised: 08 Jan 2021
Ilias Filippou, Arie Eskenazi Gozluklu, My T. Nguyen and Mark P. Taylor
Washington University in St. Louis - John M. Olin Business School, University of Warwick, University of Warwick - Warwick Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 144 (273,618)

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Populism, Foreign Exchange market, Textual Analysis

U.S. Populist Rhetoric and Currency Returns

CEPR Discussion Paper No. DP15054
Number of pages: 87 Posted: 28 Jul 2020 Last Revised: 16 Aug 2020
Ilias Filippou, Arie Eskenazi Gozluklu, My T. Nguyen and Mark P. Taylor
Washington University in St. Louis - John M. Olin Business School, University of Warwick, University of Warwick - Warwick Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 1 (895,953)
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Foreign exchange market, populism, textual analysis

12.

Lot Size Constraints and Market Quality: Evidence from the Borsa Italiana

Financial Management, Vol. 44, Issue 4, pp. 905-945, 2015 , WBS Finance Group Research Paper No. 146
Number of pages: 67 Posted: 21 Oct 2010 Last Revised: 23 Dec 2019
Arie Eskenazi Gozluklu, Pietro Perotti, Barbara Rindi and Roberta Fredella
University of Warwick, University of Bath - School of Management, Bocconi University and IGIER and Baffi Carefin and Bocconi University
Downloads 143 (274,251)

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minimum trade unit constraint, limit order book, market liquidity, adverse selection costs

13.

Primacy in Stock Market Participation: The Effect of Initial Returns on Market Re-Entry Decisions

European Journal of Finance, Vol. 25, 883-909, 2019
Number of pages: 66 Posted: 26 Aug 2017 Last Revised: 19 Nov 2020
Ozlem Arikan, Arie Eskenazi Gozluklu, Gi H. Kim and Hiroaki Sakaguchi
Aston Business School, University of Warwick, Warwick Business School - University of Warwick and affiliation not provided to SSRN
Downloads 73 (427,641)

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Individual Investor Behavior, Stock Market Participation, Experiential Learning, Primacy Effect, Stock Market Re-entry Decision

14.

Risk-Corrected Probabilities of a Binary Event

Number of pages: 63 Posted: 14 Jan 2022
Alex Luiz Ferreira, Yujing Gong and Arie Eskenazi Gozluklu
University of São Paulo, Systemic Risk Centre, London School of Economics and University of Warwick
Downloads 51 (508,840)

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option markets, prediction markets, risk correction, Brexit

15.

Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns

CEPR Discussion Paper No. DP7734
Number of pages: 50 Posted: 17 Mar 2010
Carlo A. Favero, Arie Eskenazi Gozluklu and Andrea Tamoni
Bocconi University - Department of Finance, University of Warwick and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 3 (832,436)
Citation 8
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demographics, dynamic dividend growth model, long run returns predictability