Yaşar University | Curriculum Vitae

Assoc.Prof. (PhD) Mehmet Oğuz Karahan

Faculty of Business /

Short CV

Assoc. Prof. Mehmet Oğuz Karahan has B.A. in Business Administration and M.A. in Economics degrees from Boğaziçi University. He also received M.S. in Finance degree from Syracuse University, U.S.A. After earning his Ph.D. from Boğaziçi University, he continued his academic work at same institution. His research areas include Asset Pricing, Market Microstructure, Derivatives and Game Theory. He has published in various journals, including Emerging Markets Finance and Trade and North America Journal of Economics and Finance. He currently is a faculty member in Yaşar University Department of International Trade and Finance.

  • Email oguz.karahan@yasar.edu.tr  
  • Phone 0232-570 8928  

Education

Phd

İŞLETME (DR) / BOĞAZİÇİ ÜNİVERSİTESİ
SOSYAL BİLİMLER ENSTİTÜSÜ/İŞLETME (DR)/
Thesis Name: Analysis of trading activity and liquidity in Istanbul Stock Exchange (2012)
Thesis Advisor: NESRİN OKAY AKMAN
2004 - 2012

Phd

İŞLETME (DR) / BOĞAZİÇİ ÜNİVERSİTESİ
SOSYAL BİLİMLER ENSTİTÜSÜ/İŞLETME (DR)/
Thesis Name: Analysis of trading activity and liquidity in Istanbul Stock Exchange (2012)
Thesis Advisor: NESRİN OKAY AKMAN
2004 - 2012

Master

/ Syracuse University, New York - A.B.D.
Whitman School of Management - M.S. in Finance
2005 - 2008

Master

İKTİSAT (YL) (TEZLİ) / BOĞAZİÇİ ÜNİVERSİTESİ
SOSYAL BİLİMLER ENSTİTÜSÜ/İKTİSAT (YL) (TEZLİ)/
Thesis Name: On properties of return distributions in İstanbul Stock Exchange (2004)
Thesis Advisor: AHMET VEDAT AKGİRAY,İSMAİL SAĞLAM
2002 - 2004

Bachelor

İŞLETME BÖLÜMÜ / BOĞAZİÇİ ÜNİVERSİTESİ
İKTİSADİ VE İDARİ BİLİMLER FAKÜLTESİ/İŞLETME BÖLÜMÜ/İŞLETME PR. (İNGİLİZCE)/
1997 - 2002

Academic Titles

Assoc.Prof.

YAŞAR ÜNİVERSİTESİ / ULUSLARARASI TİCARET VE FİNANSMAN BÖLÜMÜ
2020 -

Asst.Prof.Dr.

YAŞAR ÜNİVERSİTESİ / ULUSLARARASI TİCARET VE FİNANSMAN BÖLÜMÜ
2017 - 2020

Research Assistant

Syracuse University / Finance
2005 - 2008

Thesis Superviser

Master Thesis
ŞEYDA ERTEM - Yaşar Üniversitesi 2020
DENİZ TEMİZ Kurumsal yönetim ilkelerinin hisse getirilerine etkisi: Borsa İstanbul'da bir araştırma Yaşar Üniversitesi 2020
BERK ÖZTAŞKAN GLOBAL FİNANSAL KRİZİN BİST 50 ŞİRKETLERİNİN SERMAYE YAPILARI ETKİLERİ ÜZERİNE BİR İNCELEME Yaşar Üniversitesi 2020
SEZGİN TOPAÇ Hoshin Kanri sisteminin şirket karlılığına etkisi: Metal üretim sektörü üzerine bir vaka analizi Yaşar Üniversitesi 2020
BUĞRAHAN GÜRLER Borsa istanbul'da bedelsiz sermaye artırım duyurularının hisse senedi getirilerine etkileri üzerine bir analiz Yaşar Üniversitesi 2019
PhD Thesis

Publications

7.1 Published or Accepted to be Published in International Journals Covered by (SCI & SCI-E & SSCI & AHCI)
Göncü Ahmet,KARAHAN MEHMET OĞUZ,KUZUBAŞ TOLGA UMUT A comparative goodness of fit analysis of distributions of some Lévy processes and Heston model to stock index returns The North American Journal of Economics and Finance, 36(), 69-83. (SSCI) 2016
Aşçıoğlu Aslı,KARAHAN MEHMET OĞUZ,YILMAZ NESLİHAN Price Discovery Between the New York Stock Exchange and Istanbul Stock Exchange Emerging Markets Finance and Trade, (), 1-12. (SSCI) 2015
GÖNCÜ AHMET,MEHMET OĞUZ KARAHAN,KUZUBAŞ TOLGA UMUT A Stochastic Model for Natural Gas Consumption Iktisat Isletme ve Finans, 28(332), 33-56. (SSCI) 2013
GÖNCÜ AHMET,MEHMET OĞUZ KARAHAN,KUZUBAŞ TOLGA UMUT Pricing Temperature Based Weather Options for Turkey Iktisat Isletme ve Finans, 26(309), 33-50. (SSCI) 2011
7.2 Published or accepted to be published in International journals covered by other indexes
KUZUBAŞ TOLGA UMUT,Göncü Ahmet,KARAHAN MEHMET OĞUZ Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach Bogazici Journal, 33(1), 0-0. Econlit, Scopus 2019
GÖNCÜ AHMET,MEHMET OĞUZ KARAHAN,KUZUBAŞ TOLGA UMUT Fitting the Variance Gamma Model A Goodness of Fit Check for Emerging Markets Boğaziçi Journal of Economics and Administrative Sciences, 27(2), 1-18. EconLit 2013

Projects

Goodness of Fit of Variance Gamma Heston and NIG Models under Different Volatility Regimes

Yükseköğretim Kurumları tarafından destekli bilimsel araştırma projesi

Forecasting Natural Gas Consumption using Dynamic Natural Gas Consumption

BAP

Administrative Duties

Yönetim Kurulu Üyeliği BOĞAZİÇİ ÜNİVERSİTESİ

2014 -

Membership in Scientific and Professional Organizations

American Finance Association

2011 -

Econometric Society

2011 -

American Economic Association

2012 -

Courses

INTF 3303 PRINCIPLES OF FINANCE I (2019-2020)

Weekly Hour : 4

INTF 4472 INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT (2019-2020)

Weekly Hour : 3

ULTF 510 TAHMİN TEKNİKLERİ (2019-2020)

Weekly Hour : 3

FINC 5603 QUANTITATIVE METHODS IN FINANCE (2019-2020)

Weekly Hour : 3

ULTF 550 TEZ (2019-2020)

Weekly Hour : 1

ULTF 570 SEMİNER (2019-2020)

Weekly Hour : 1

INTF 3304 PRINCIPLES OF FINANCE- II (2019-2020)

Weekly Hour : 4

INTF 3304 PRINCIPLES OF FINANCE- II (2019-2020)

Weekly Hour : 4

INTF 3453 INTERNATIONAL CORPORATE FINANCE (2019-2020)

Weekly Hour : 3

INTF 5510 FORECATING TECHNIQUES IN INTERNATIONAL TRADE AND FINANCE (2019-2020)

Weekly Hour : 3

INTF 5550 THESIS (2019-2020)

Weekly Hour : 1

INTF 5570 SEMINAR (2019-2020)

Weekly Hour : 1

ULTF 550 TEZ (2019-2020)

Weekly Hour : 1

INTF 3303 PRINCIPLES OF FINANCE I (2018-2019)

Weekly Hour : 4

INTF 4472 INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT (2018-2019)

Weekly Hour : 3

ULTF 510 TAHMİN TEKNİKLERİ (2018-2019)

Weekly Hour : 3

FINC 603 QUANTITATIVE METHODS IN FINANCE (2018-2019)

Weekly Hour : 3

ULTF 550 TEZ (2018-2019)

Weekly Hour : 1

FINC 662 EMPIRICAL MODELS IN FINANCE (2018-2019)

Weekly Hour : 3

INTF 3304 PRINCIPLES OF FINANCE- II (2018-2019)

Weekly Hour : 4

INTF 3304 PRINCIPLES OF FINANCE- II (2018-2019)

Weekly Hour : 4

INTF 3474 APPLIED PORTFOLIO MANAGEMENT (2018-2019)

Weekly Hour : 4

ULTF 550 TEZ (2018-2019)

Weekly Hour : 1

ULTF 570 SEMİNER (2018-2019)

Weekly Hour : 1

INTF 303 PRINCIPLES OF FINANCE I (2017-2018)

Weekly Hour : 3

INTF 474 APPLIED PORTFOLIO MANAGEMENT (2017-2018)

Weekly Hour : 3

ULTF 510 TAHMİN TEKNİKLERİ (2017-2018)

Weekly Hour : 3

INTF 303 PRINCIPLES OF FINANCE I (2017-2018)

Weekly Hour : 3

INTF 304 PRINCIPLES OF FINANCE II (2017-2018)

Weekly Hour : 3

INTF 304 PRINCIPLES OF FINANCE II (2017-2018)

Weekly Hour : 3

INTF 472 INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT (2017-2018)

Weekly Hour : 3

INTF 472 INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT (2017-2018)

Weekly Hour : 3

ULTF 550 TEZ (2017-2018)

Weekly Hour : 1

ULTF 570 SEMİNER (2017-2018)

Weekly Hour : 1

Contact

Üniversite Cad. No: 37-39 Ağaçlı Yol
Bornova / İZMİR