Arie Eskenazi Gozluklu
Welcome to my Website!
I am a PhD Student in Finance at Bocconi University in Milano. I finished my undergraduate studies, B.A in International Trade& B.S in Management Information Systems, at Bogaziçi University in Istanbul and obtained my graduate degree in Economics at Universitat Pompeu Fabra in Barcelona.
In my personal website you can find information on my current research, teaching and extracurricular activities... You can reach me here to ask questions, discuss and criticize any content in my website...
NEW!
Our article with Andrea Tamoni and Carlo Favero, "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns" is forthcoming in Journal of Financial and Quantitative Analysis! See the short version posted in VOX and the article (dataset+replication code) can be downloaded from my research page(files page).
NBER Summer Institute 2010, Boston, MA
July 12-16, 10, we (FTG) attended Summer Institute 2010 organized by National Bureau of Economic Research (NBER) and Prof. Carlo Favero presented our paper in Forecasting and Empirical Methods in Macro & Finance chaired by Prof. Kenneth West and Prof. Mark Watson.
FMA European Conference, Hamburg
June 9/11,10, I attended Financial Management Association European conference to present my paper "Pre-Trade Transparency and Informed Trading: An Experimental Approach to Hidden Liquidity" and discussed two papers; 1) "The Role of Consumer Confidence on the Time-Series Association between Prices and Fundamentals " by Marcus Burger and Asher Curtis, 2) "Return Predictability and Social Dynamics" by Jochen Lawrenz and Richard Hule (Best Paper award).
XVII Finance Forum, Madrid
November 4/5,09, I attended XVII Finance Forum at IESE Campus in Madrid to present my paper "Pre-Trade Transparency and Informed Trading: An Experimental Approach to Hidden Liquidity" and discussed the paper "May Regulation of the ABS secondary market improve social welfare?" by Ramiro Losado .
Economic Science Association (ESA 2009), Innsbruck
September17/20,09, I attended ESA European Meeting in Innsbruck (Austria) and I presented my paper "Hidden Liquidity: An Experimental Approach".
European Finance Association (EFA 2009), Bergen
August19/22,09, we attended EFA 36th Meeting at the Norwegian School of Economics and I presented our paper "Longrun Factors and Fluctutations in Dividend/Price".
GREQAM Summer School , Aix en Provence
July 6/10, 09, I attended the Summer School on Market Microstructure and Contagion organized by University Aix Marseille 2 (France) and presented my paper on hidden liquidity.
Spring School of Finance, Bologna
May 20-21, 09, I attended Crash Course on Financial Modeling with Jump Processes organized by University of Bologna Mathematics Departments and taught by Prof. Eberlein and Prof. Tankov.
IMEBE 2009, GranadaApril 2-4, 09, I attended 5th International Meeting on Experimental & Behavioral Economics (IMEBE 2009) in Granada, Spain to present my working paper on hidden liquidity.
APESA 2009, Haifa
March 25-29, 09, I attended the 2009 Asia Pacific meeting of the Economic Science Association (APESA 2009) in Haifa (Israel) and presented my working paper on hidden liquidity.
ICEEE 2009, Ancona
January 30-31, 09, we attended the Third Italian Congress of Econometrics and Empirical Economics (ICEEE 2009) in Ancona and my coauthor Andrea Tamoni presented our paper.
American Finance Association (AFA) Annual Meeting
January 3-5, 09, I attended AFA annual meeting in San Francisco with a student travel grant. It was a very stimulating environment for research and great to see my idols 3D. I started the new year with good friends in Berkeley, Lucy and Semih.
Presentation at Tilburg University Finance DepartmentDecember 15, 08, I presented our paper "Fluctuations in Dividend/Price and Demographic Factors: Does MY Ratio predict Risk Premia" at the internal seminar at Tilburg University Finance department...Click here for slides...
Financial Markets and Real Activity
November 20-21, 08, we (FTG) attended "Financial Markets and Real Activity" seminar organized by Banque de France in Paris. Prof. Favero presented our paper...
Hermann Otto Hirschfeld Lecture 2008
October 16-17, 08, I attended Yacine Ait-Sahalia Lecture on Jumps and Volatility on high frequency financial data organized at Humboldt University in Berlin...
Visiting in Tilburg...
Currently (October 2008-March 2009), I am a visiting PhD student in Finance Department at Tilburg University.
Life in Milan...I have finished the second year of my PhD in Milan. I have two more years (hopefully!) to complete my PhD.
Summer School (2008) at Universidade Minho (Braga,Portugal)...
This summer I attended the 5th NIPE Summer School on Bayesian Econometrics by James Hamilton. I fell in love with Porto and Port wine... Special thanks to my Portuguese family, Marta and Nuno..
IV International Meeting in Experimental&Behavioral Economics
In March, 2008, I presented my working paper (joint with Irina Cojuharenco) "The Visible Hand of Leadership" in IMEBE 2008 organized by University of Alicante.
Summer School (2007) at LBS...
I attended Doctoral Summer School organized by the Centre of Corporate Governance at London Business School. It was a great intellectual experience and my first exposure to the city of finance... Special thanks to LBS faculty for the comprehensive introduction to the topic and for generous hospitality...
Global Citizen
As J.M. Keynes once said " In the long run, we're all dead, but there should be some left to remember us in the morning of a day!" Let's take an action now, avaaz avaaz...