Download cetin ciner - University of North Carolina Wilmington

CETIN CINER
220-E Cameron Building
Cameron School of Business
Univ. of N. Carolina at Wilmington
Wilmington, NC 28403, USA
Tel: 910- 962 7497
E-mail: [email protected]
AREAS OF INTEREST
Research: International financial markets, commodities, predictive modelling
Teaching: International finance, corporate finance, applied econometrics
EDUCATION
Louisiana State University
Bogazici University (Turkey)
Finance
Finance
1994-1998
1988-1992
Ph.D.
B.A.
EDITORSHIP
Subject Editor, Journal of International Financial Markets, Institutions and Money
Associate Editor, International Review of Financial Analysis
Associate Editor, Research in International Business and Finance
Associate Editor, Finance Research Letters
EXPERIENCE
Univ. of N. Carolina- Wilmington
Univ. of N. Carolina- Wilmington
Univ. of N. Carolina- Wilmington
Full Professor
Associate Professor
Assistant Professor
2014- present
2007- 2014
2004- 2007
Courses Taught:
International Finance
Corporate Finance
Northeastern University
Assistant Professor
Courses Taught:
International Finance
Derivative Markets
Louisiana State University
Course Taught:
Research Assistant
Business Finance
Dokuz Eylul University (Turkey)
Area:
Research Assistant
1992-1994
Maritime Economics and Shipping Finance
1998-2004
1994-1998
PUBLICATIONS
1) They dynamic relation between crude oil and natural gas prices (with J. Batten
and B. Lucey), Energy Economics,forthcoming.
2) Is the price of gold to gold mining stocks asymmetric? (with J. Batten, B. Lucey
and A. Kosedag), Economic Modelling, forthcoming.
3) Equities as long-term inflation hedges: small versus large company stocks (soleauthored), 2015, Applied Economics Letters 22, 1395- 1398.
4) Time variation in systematic risk, returns and trading volume: Evidence from
precious metals mining stocks (sole-authored), 2015, International Review of
Financial Analysis 41, 277- 283.
5) Are Equities Good Inflation Hedges? A Frequency Domain Perspective (soleauthored), 2015, Review of Financial Economics 24, 12-17.
6) Which Precious Metals Spill over on Which, When and Why? Some Evidence
(with J. Batten and B. Lucey), 2015, Applied Economics Letters 22, 486- 473.
7) On the Economic Determinants of Gold- Inflation Relation (with J. Batten and B.
Lucey), 2014, Resources Policy 41, 101- 108.
8) The Time-Varying Relation between Consumer Sentiment and Stock Indexes
(sole-authored), 2014, Journal of Behavioral Finance 15, 312-317.
9) Hedges and Safe Havens- An Examination of Stocks, Bonds, Oil, Gold and the
Dollar (with B. Lucey and C. Grudgiev), 2013, International Review of Financial
Analysis 29, 202- 211.
10) The Structure of Gold and Silver Spread Returns (with B. Lucey, J. Batten and P.
Szilagyi), 2013, Quantitative Finance 13, 561- 570.
11) Oil and Stock Returns: Frequency Domain Evidence (sole-authored), 2013,
Journal of International Financial Markets, Institutions and Money 23, 1-11.
12) Commodity Prices and Inflation: Testing in the Frequency Domain (soleauthored), 2011, Research in International Business and Finance 25, 229- 237.
13) Information Transmission across Currency Futures Markets: Evidence from
Frequency Domain Tests, 2011, International Review of Financial Analysis 20,
134- 139.
14) Eurocurrency Interest Rate Linkages: A Frequency Domain Analysis (soleauthored), 2011, International Review of Economics and Finance 20, 498- 505.
15) Macroeconomic Determinants of Volatility in Precious Metals Markets (with J.
Batten and B. Lucey), 2010, Resources Policy 35, 65- 71.
16) Information Asymmetry, Speculation and Foreign Trading Activity: Evidence
from an Emerging Market (with A. Karagozoglu), 2008, International Review of
Financial Analysis 17, 664- 680.
17) Dynamic Linkages between International Bond Markets (sole-authored), 2007,
Journal of Multinational Financial Management 17, 290- 303.
18) Transactions, Volume and Volatility: Evidence from an Emerging Markets (with
W. Sackley), 2006, Applied Financial Economics Letters 3, 161-164.
19) A Further Look at NAFTA Equity Market Linkages (solea-authored), 2006,
Quarterly Review of Economics and Finance 46, 338- 352.
20) Hedging and Speculation Derivatives Markets: The Case of Energy Futures
Contracts (sole-authored), 2006, Applied Financial Economics Letters 2, 189- 192.
21) What is so Special about KOSPI 200 Index Futures? An Analysis of Trading
Volume and Liquidity (lead article, with A. Karagozoglu and W. S. Kim), 2006,
Review of Futures Markets 14, 327- 348.
22) German dominance in the European Monetary System: A Reprise Using Robust
Wald Tests (with G. Geoffrey Booth), 2005, Applied Economics Letters 12, 463466.
23) Conducting Business in Eastern Europe: Risk- Return Perspective of Senior
Financial Executives (with J. Welch), 2004, European Management Journal 22,
224- 230.
24) The Predictive Power of Trading Volume: Testing for Small Firm Stocks, (soleauthored), 2003, The Journal of Entrepreneurial Finance & Business Ventures 8,
87- 102.
25) The Stock Price-Volume Linkage on the Toronto Stock Exchange: Before and
After Automation, (sole-authored), 2002, Review of Quantitative Finance and
Accounting 10, 335-349. (Reprinted in ISE Finance Award Series, 2002, 4, 1-20)
26) Information Content of Volume: An Investigation of Tokyo Commodity Futures
Markets, (sole-authored), 2002, Pacific-Basin Finance Journal 10, 201-215.
27) Energy Shocks and Financial Markets: Nonlinear Linkages (sole-authored), 2001,
Studies in Nonlinear Dynamics and Econometrics 5, 203-212.
28) The Dynamic Relationship between Nominal Interest Rates and Inflation:
International Evidence (with G. G. Booth), 2001, Journal of Multinational
Financial Management 11, 269-280.
29) On the Long Run Relationship between Gold and Silver Prices (sole-authored),
2001, Global Finance Journal 12, 299-303.
30) Linkages Among Agricultural Commodity Futures Prices: Evidence from Tokyo
(with G. G. Booth), 2001, Applied Economics Letters 8, 311-313.
31) International Transmission of Information in Corn Futures (with G. G. Booth, lead
article), 1997, Journal of Multinational Financial Management 7, 175-187.
32) Ship Financing: A Current View of the Availability of Finance and Financiers’
Requirements (in Turkish), 1994, Mersin Deniz Ticaret Odasi 4, 10-14.
UNDER REVIEW
-
The Australian Price as the Coal Benchmark , under review at Energy Economics
-
Predicting White Metal Prices by a Commodity Sensitive Exchange Rate (soleauthored), under review at International Review of Financial Analysis
WORKING PAPERs
-
A Random Walk Approach to Financial Contagion (sole-authored)
PRESENTATIONS
China’s Segmented Equity Markets: A VAR in Levels Approach (with Javier Molto),
2011, Midwest Finance Association Meetings, March 2011, Chicago, IL.
Global Financial Crisis and CDS Spreads (with J. Batten and B. Lucey), 2008, the 6th
INFINITI Conference on International Finance, Institute for International Integration
Studies, June 2010, Dublin, Ireland.
Determinants of Volatility in Precious Metals Markets (with J. Batten and B. Lucey),
2009, Midwest Finance Association Meetings, March 2009, Chicago, IL.
Determinants of Volatility in Precious Metals Markets (with J. Batten and B. Lucey),
2008, the 5th INFINITI Conference on International Finance, Institute for International
Integration Studies, June 2007, Dublin, Ireland.
Information Asymmetry, Speculation and Foreign Trading Activity: Emerging Markets
Evidence (with A. Karagozoglu), Midwest Finance Association Meetings, March 2006,
Chicago, IL.
Dynamics Linkages between International Bond Markets, the 4th INFINITI Conference
on International Finance, Institute for International Integration Studies, June 2005,
Trinity College, Dublin, Ireland.
Information Asymmetry, Speculation and Foreign Trading Activity: Emerging Markets
Evidence (with A. Karagozoglu), Midwest Finance Association Meetings, March 2006,
Chicago, IL.
Information Asymmetry, Speculation and Foreign Trading Activity: Emerging Markets
Evidence (with A. Karagozoglu), Financial Management Association, International,
October 2005, Chicago, IL.
A Further Look at the NAFTA Equity Market Linkages (sole-authored), the 3rd INFINITI
Conference on International Finance, Institute for International Integration Studies, June
2005, Trinity College, Dublin, Ireland.
A Further Look at the NAFTA Equity Market Linkages (sole-authored), accepted for
presentation, the Global Finance Conference 2005, Dublin, Ireland.
Information Asymmetry, Speculation and Foreign Trading Activity: Emerging Markets
Evidence (with A. Karagozoglu), Eastern Finance Association Meetings, April 2004,
Norfolk, VA.
Information Asymmetry, Speculation and Foreign Trading Activity: Emerging Markets
Evidence (with A. Karagozoglu), 2004 FMA International Conference, New Orleans,
LA.
What is so Special about KOSPI 200 Futures Contract? An Analysis of Trading Volume
and Liquidity (with A. Karagozoglu and W. S. Kim), Asia-Pacific Financial Research
Conference 2004, Hong Kong.
Is Hegemony an Inevitable Consequence in Exchange Rate Arrangements (with G. G.
Booth), 2003 FMA International Conference, October 2003, Denver, Colorado.
Trading Volume and Return Autocorrelations in Energy Futures Markets (sole-authored),
2003 FMA International Conference, October 2003, Denver, Colorado.
A New Look at Interest Rate Linkages within the European Monetary System (with G. G.
Booth), 2003 FMA European Conference, June 2003, Dublin, Ireland
Trading Volume and Return Autocorrelations in Energy Futures Markets (sole-authored),
2003 Midwest Finance Association Meetings, March 2003, St. Louis, MI
A New Look at Interest Rate Linkages within the European Monetary System (with G. G.
Booth), 2003 Midwest Finance Association Meetings, March 2003, St. Louis, MI
The Dynamic Relationship between Prices and Trading Volume on the Toronto Stock
Exchange (sole authored), 2001 Financial Management Association Annual Meeting,
Toronto, Canada.
Price-Volume Relations in the Early Life of a Futures Contracts, Financial Management
Association Annual Meeting, October 2000, Seattle, WA.
Interest Rates within the European Monetary System, Financial Management Association
Annual Meeting, October 2000, Seattle, WA.
Interest Rate Linkages within the European Monetary System: A VAR in Levels
Approach, 7th Annual Conference of Multinational Finance Society, 5-7 April 2000,
Philadelphia, PA.
The Dynamic Relationship between Nominal Interest Rates and Inflation: International
Evidence, Financial Management Association Annual Meeting, October 1999, Orlando,
Florida.
Linkages between Agricultural Commodity Futures Contracts: Evidence from Tokyo,
Financial Management Association Annual Meeting, October 1999, Orlando, Florida.
The Dynamic Relationship between the Term Structure and the Inflation Rate (with G. G.
Booth), New Hampshire Spring Finance and Corporate Governance Conference, March
1999, New Hampshire.
International Transmission of Information in Corn Futures” (with G. G. Booth), Sixteenth
Annual Symposium on Forecasting, June 1996, Istanbul, Turkey.
REFERENCES
Available upon request