Han N. Ozsoylev - Koc University Graduate School of Business

Han N. Ozsoylev
Curriculum Vitae - October 2014
Contact Details
Koç University
College of Administrative Sciences and Economics
Rumelifeneri Yolu
34450 Sariyer - Istanbul
Turkey
(t) +90 212 3381811
(e) [email protected]
University of Oxford
Saı̈d Business School
Park End Street
Oxford OX1 1HP
United Kingdom
(t) +44 1865 288490
(e) [email protected]
Education
2004
Ph.D. in Economics, University of Minnesota, USA
Advisors: Andrew McLennan and Jan Werner
1999
B.Sc. in Mathematics, Bilkent University, Turkey
Primary Appointments
2012-present
Assistant Professor of Economics, Koç University, Turkey
2004-present
Lecturer in Financial Economics, Saı̈d Business School, University of Oxford, UK
2004-2012
Fellow, Linacre College, University of Oxford, UK
Visiting Appointments
Summer 2011 Visiting Scholar, School of Management, Sabanci University, Turkey
Spring 2011
Visiting Assistant Professor of Economics, Johns Hopkins University, USA
Fall 2010
Visiting Scholar, Haas School of Business, University of California - Berkeley, USA
Professional Affiliations
2013-present
Associate Member, Oxford-Man Institute of Quantitative Finance, UK
2012-present
Research Fellow, TUSIAD-KU Economic Research Forum, Turkey
2010-2013
Member, Oxford-Man Institute of Quantitative Finance, UK
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Honors, Fellowships and Awards
Fall 2013
President’s List for Outstanding Teaching, Koç University, Turkey
Fall 2012
President’s List for Outstanding Teaching, Koç University, Turkey
Summer 2003
Edward C. Prescott Research Fellowship, University of Minnesota, USA
2002-2003
William W. Stout Fellowship, University of Minnesota, USA
1995-1999
Board of Trustees Fellowship, Bilkent University, Turkey
1995-1999
Natural Sciences Fellowship, TUBITAK, Turkey
Publications
1. “Investor networks in the stock market”
with Johan Walden, M. Deniz Yavuz and Recep Bildik
Review of Financial Studies, May 2014, 27(5), 1323–1366
- Abstracted in the CFA Digest, February 2014
2. “Asset pricing in large information networks”
with Johan Walden
Journal of Economic Theory, November 2011, 146(6), 2252–2280
3. “Liquidity and asset prices in rational expectations equilibrium with ambiguous information”
with Jan Werner
Economic Theory, October 2011, 48(2), 469–491
4. “Price, trade size, and information revelation in multi-period securities markets”
with Shino Takayama
Journal of Financial Markets, February 2010, 13(1), 49–76
5. “Amplification and asymmetry in crashes and frenzies”
Annals of Finance, March 2008, 4(2), pp. 157–181
Working Papers
6. “Is the revolving door of Washington a back door to excess corporate returns?”
with Mehmet I. Canayaz and Jose V. Martinez
7. “Pricing endogenous liquidity and its risk”
with Richard Hills
8. “Communication dilemma in speculative markets”
with Nevzat Eren
9. “Hype and dump manipulation”
with Nevzat Eren
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Working Papers (Continued)
10. “Asset pricing implications of social networks”
11. “Learning where to invest from neighbors’ portfolios”
(invited article for a special issue of International Journal of Economic Theory)
12. “Investor networks in the stock market”
with Johan Walden, M. Deniz Yavuz and Recep Bildik
(invited article/memo for Finance and Accounting Memos)
Work in Progress
13. “Short memory, informed bluffing, and engineered bubbles”
with Alexandros Vardoulakis
14. “Market crashes and flight from ambiguity”
with John Quah and Jan Werner
15. “Volatility connectedness of the financial sector and its asset pricing imlpications for the real sector”
with Mert Demirer, Umut Gokcen and Kamil Yilmaz
16. “Price of corporate reputation”
with Mehmet I. Canayaz, Colin Mayer and Oguzhan Ozbas
17. “Asset pricing implications of having government as a customer”
with Mehmet I. Canayaz, Umut Gokcen and Colin Mayer
18. “Asset pricing with heterogenous ambiguity aversion”
with Sujoy Mukerji and Jean Marc Tallon
19. “Ambiguous business cycles”
with Sumru Altug, Cem Cakmakli and Sujoy Mukerji
20. “The price of government regulation”
with Turan Bali, Umut Gokcen and Colin Mayer
Research Seminars
Aix-Marseille School of Economics, GREQAM: Economics (2014)
Birkbeck College, University of London: Economics & Finance (2013)
California Institute of Technology: Economics (2004)
Federal Reserve Bank at Richmond: Economics (2011)
HEC Paris: Finance (2008)
Johns Hopkins University: Economics (2011)
Koc University: Economics (2007, 2011)
Kyoto University, KIER: Economics (2013)
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Research Seminars (Continued)
London School of Economics: Finance (2006)
Middle East Technical University: Economics (2014)
Nuffield College, Oxford: Economics (2005, 2006)
Oxford-Man Institute: Quantitative Finance (2012)
Ozyegin University: Economics (2011)
Sabanci University: Economics (2007)
Sabanci University, SOM: Finance (2009)
Stanford University, GSB: Finance (2007)
University of California at Berkeley, Haas: Finance (2004, 2007)
University of Cambridge: Economics (2004, 2010)
University of Luxembourg: Finance (2012)
University of Minnesota: Economics (2007)
University of Minnesota, Carlson: Finance (2011)
University of Oxford, CABDyN: Network Science (2006)
University of Oxford, Saı̈d: Finance (2004)
University of Toronto, Rotman: Finance (2004)
University of Toulouse, IDEI: Finance (2009)
University of York: Economics (2004)
York University: Economics (2004)
Conference Presentations
American Finance Association Annual Meeting:
Boston (2006); New Orleans (2008)
CARESS-Cowles General Equilibrium Conference:
Yale University (2007, 2009)
CRETA Workshop:
U of Warwick (2009)
ESRC Socio-Dynamics, Networks and Markets Conference:
London (2005)
European Economic Association Annual Congress:
Amsterdam (2005)
European Finance Association Annual Conference:
Ljubljana (2007)
European Workshop on General Equilibrium Theory:
Zurich (2005); U of Warwick (2007)
International Conference on Finance:
Copenhagen (2005)
Midwest Economics Association Annual Meeting:
St Louis (2003)
Midwest Finance Association Annual Meeting:
St Louis (2003)
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Conference Presentations (Continued)
NBER Behavioral Finance Working Group:
Cambridge MA (2008)
NBER Summer Institute Asset Pricing Workshop:
Cambridge MA (2008)
NSF/NBER Decentralization Conference:
Paris (2006)
Oxford Financial Research Summer Symposium:
Oxford (2004)
SAET Conference on Current Trends in Economics:
Rhodes (2003); Vigo (2005)
Villa Mondragone Workshop in Economic Theory:
Rome (2003)
Workshop on Economic Heterogeneous Interacting Agents:
U of Essex (2005)
Selected Presentations to Practitioners
London Quant Group Annual Investment Seminar (2012)
Conference Discussions
“Strategic relationships in OTC markets” by Ana Babus
Conference on Financial Interconnections, University of Cambridge - Judge Business School (2010)
“Strategic order flow in the on-the-run and off-the-run bond markets ” by Clara Vega
European Finance Association Annual Conference, Ljubljana (2007)
“Disclosure risk and price drift” by Hyun Shin
Adam Smith Asset Pricing Workshop, London Business School (2005)
Professional Service
Program committee member for:
European Finance Association Annual Conference, Lugano (2014)
Ad-hoc referee for:
American Economic Review, Annals of Finance, Econometrica, Economic Theory, Economics
Letters, Journal of Economic Behavior and Organization, Journal of Economic Theory, Journal of
Finance, Management Science, Oxford Economic Papers, Review of Finance, Review of Financial
Studies
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Professional Service (Continued)
Proposal reviewer for:
Research Grants Council of Hong Kong
Social Sciences and Humanities Research Council of Canada
External examiner for:
Ph.D. (Finance) thesis defence of Zhigang Qiu at the London School of Economics, UK
University Service
Koç University, Turkey
2013-2014
2013-2014
Co-organizer of economics seminars
Member of economics faculty search committee
University of Oxford, UK
2011-2012
2007-2010
2006-2008
2006-2008
2005-2007
Diploma in Financial Strategy programme examiner
Doctoral programme (finance) seminar mentor
Convenor of finance seminar series
Member of finance faculty search committee
MBA programme examiner
Courses Taught
Koç University, Turkey (2012-present)
Corporate Finance (Undergraduate, MBA, MSc in Finance)
Advanced Macroeconomics (Undergraduate)
University of Oxford, UK (2004-present)
Market Microstructure (Doctoral)
Corporate Valuation (MBA, MFE, EMBA, Exec Ed)
Finance I (MBA, Exec Ed)
Managerial Economics (MBA)
Introduction to Management (Undergraduate)
Finance (Undergraduate)
University of Minnesota, USA (2000-2004)
Comparative Economic Systems (Undergraduate)
Game Theory for Honors (Undergraduate)
Principles of Macroeconomics (Undergraduate)
Principles of Microeconomics (Undergraduate)
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Doctoral Supervision
University of Oxford, UK
Richard Hills (D.Phil. awarded in 2014)
Mehmet I. Canayaz (co-supervised with Colin Mayer)
Si Chen (co-supervised with Sujoy Mukerji)
Personal
Turkish citizen
Permanent resident of United Kingdom
Born in Ankara, Turkey, November 1977
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