Hakan Saraoglu

Hakan Saraoglu

Professor, Finance, B.Sc., M.B.A. Bogazici University; Ph.D. Michigan State.

Ph D, Michigan State University

MBA, Bogazici University

BS, Bogazici University

Holowczak, R.,Louton, D.,Saraoglu, H., Testing Market Response to Auditor Change Filings: A Comparison of Machine Learning Classifiers, The Journal of Finance and Data Science.

Saraoglu, H.,McCarthy, J.,Rush, S.,Sosa, O.,Louton, D., Tactical Asset Allocation for U.S. Pension Investors: How Tactical Should the Plan Be?, Journal of Asset Management.

Ascioglu, N.,Louton, D.,Holowczak, R.,Saraoglu, H., The Evolution of Market Share Among the U.S. Options Market Platforms., The Quarterly Review of Economics and Finance, 2017.

Saraoglu, H.,Ascioglu, N.,Holowczak, R.,Louton, D., Competition and Innovation in Option Market Models, Journal of Trading, 2015.

Saraoglu, H.,Holowczak, R.,Louton, D., Institutional Impact and Quote Behavior Implications of the Options Penny Pilot Project, Quarterly Review of Economics and Finance, 2014.

DiSario, R.,McCarthy, J.,Saraoglu, H.,Li, H., An Investigation of Long Memory in Various Measures of Stock Market Volatility, Journal of Economics and Finance, 2008.

DiSario, R.,Saraoglu, H.,McCarthy, J.,Li, H., Long Memory in the Volatility of an Emerging Equity Market: The Case of Turkey, Journal of International Financial Markets, Institutions & Money, 2008.

Saraoglu, H.,Louton, D., How Many Mutual Funds Are Needed to Form a Well Diversified Asset Allocated Portfolio?, Journal of Investing, 2008.

McCarthy, J.,DiSario, R.,Saraoglu, H.,Li, H., Tests of Long-Range Dependence in Interest Rates Using Wavelets, Quarterly Review of Economics and Finance, 2004.

Earnings Forecasts and Market Response, Portfolio Management, International Financial Markets and Institutions

American Finance Association

Eastern Finance Association

Financial Management Association