Assistant Professor Dr. Nuri Volkan Kayacetin

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Dr. Kayacetin received his PhD in Finance from University of Alberta with thesis on the interplay between trading activity and economic fundamentals. He also holds a masters degree in business (summa cum laude) with thesis on the cross-sectional determinants of Turkish equity returns and a bachelors degree in Civil Engineering with specialization in Structural Mechanics, both awarded by the Middle East Technical University (METU).

Dr. Kayacetin’s research centers on empirical asset pricing, with a current focus on the business cycle patterns in stock and bond market risk premia. His on-going projects including theoretical work on the link between cash flow risk and market betas and empirical work on (i) information content of implied volatility, (b) persistence of bond yield spreads, (iii) flight to quality across style portfolios, and (iv) turn-of-the-month effect in international equity markets. His articles are published in Journal of Banking and Finance and Finance Research Letters.

Dr. Kayacetin teaches undergraduate courses on finance, investments, financial derivatives, and financial markets and institutions; masters level courses on portfolio management, financial statement analysis, and risk management; and a doctoral level course on asset pricing theory.

Updated Vita
Contact Information
Tel: +90 (216) 564-9509
E-Mail: volkan.kayacetin@ozyegin.edu.tr
Office 229, Business Faculty Building (AB2)
Address: Nisantepe Mahallesi, Orman Sokak No: 34-36, Alemdag-Cekmekoy/Istanbul

			
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