Özyeğin University, Çekmeköy Campus Nişantepe District, Orman Street, 34794 Çekmeköy - İSTANBUL

Phone : +90 (216) 564 90 00

Fax : +90 (216) 564 99 99

E-mail: info@ozyegin.edu.tr

Han
Özsöylev

Assistant Professor
Finance


Doctorate

University of Minnesota, 2004

Bachelor's

Bilkent Üniversitesi, 1999



Biography

Dr. Han Özsöylev has been a faculty member in the Department of International Finance at Özyeğin University since 2021. Prior to this position, he held joint faculty appointments at the Queen Mary University of London (2019-2022), Koç University (2012-2021) and the University of Oxford (2004-2018). His research primarily focuses on asset pricing, uncertainty and asymmetric information in financial markets, and economic and financial networks. His work has been published in a range of leading academic journals including the International Economic Review, the Journal of Economic Theory, and the Review of Financial Studies.

Dr. Özsöylev was previously a governing body fellow of Linacre College, Oxford and an academic member of the Oxford-Man Institute of Quantitative Finance. He held visiting faculty appointments at Johns Hopkins University, Sabancı University, and the University of California, Berkeley. He earned his Ph.D. in economics at the University of Minnesota and B.Sc. in mathematics at Bilkent University.

Research Areas

Asset pricing, market microstructure, uncertainty and asymmetric information, economic and financial networks


Education

Research / Supervision Interests

Although not limited to, some of the possible topics of supervisions are as follows:
- Asset pricing
- Market microstructure
- Uncertainty and asymmetric information
- Economic and financial networks

Current PhD Supervisions

Student NameStartEndUniversityThesis Title
Nima Niyazpour2022 Özyeğin University 
Selen Babayakalı2022 Özyeğin University 
Selim Ünal2023 Özyeğin University 
Sumaira Kousar2023 Özyeğin University 
Shahnigar Khalilova2024 Özyeğin University 
Mohammadhassan S.2024 Özyeğin University 
Ali Sevim2024 Özyeğin University 
Selman Çoban2024 Özyeğin University 

Previous PhD Supervisions

Student NameStartEndUniversityThesis Title
M. Erkan Savran 2022Koç UniversityPricing ambiguity and ambiguity aversion in the cross-section of stocks
Barış İnce 2019Koç UniversityEssays in financial economics
Mehmet İ. Canayaz 2017University of OxfordEssays in political finance and corporate reputation
Si Chen 2017University of OxfordEssays on behavioral asset pricing and portfolio choice
Richard Hills 2014University of OxfordCauses of market liquidity and price impact, and their asset pricing implications

Current Masters Supervisions

Student NameStartEndUniversityThesis Title
Ömer Faruk Karaahmetoğlu2024 Özyeğin University 

Research
  • Ince, B. and Ozsoylev, H.N. (2024), “Price of regulations: regulatory costs and the cross-section of stock returns,” Review of Asset Pricing Studies, 14, 381-427. (Editor’s Choice/Lead Article)
  • Mukerji, S., Ozsoylev, H.N., and Tallon, J.-M. (2023), “Trading ambiguity: a tale of two heterogeneities,” International Economic Review, 64, 1127-1164.
  • Cakmakli, C., Cakmakli, A.D., and Ozsoylev, H.N. (2023), “Economic value of prediction of return distribution,” Journal of Research in Economics, Politics & Finance, 8, 40-58.
  • Karahan, C.C. and Ozsoylev, H.N. (2023), “Inflation and the stock market: money illusion in Borsa Istanbul,” in U. Akkucuk, ed., Managing Inflation and Supply Chain Disruptions in the Global Economy, IGI Global, 24-40.
  • Altug, S., Collard, F., Cakmakli, C., Mukerji, S., and Ozsoylev, H.N. (2020), “Ambiguous business cycles: a quantitative assessment,” Review of Economic Dynamics, 38, 220-237.
  • Kotak, A., Ozsoylev, H.N., and Tsomocos, D.P. (2019), “The lender of last resort in a general equilibrium framework,” in C.A.E. Goodhart and D.P. Tsomocos, eds., Financial Regulation and Stability: Lessons from the Global Financial Crisis, Edward Elgar Publishing, 113-157.
  • Ozsoylev, H.N., Walden, J., Yavuz, M.D., and Bildik, R. (2014), “Investor networks in the stock market,” Review of Financial Studies, 27, 1323-1366.
  • Ozsoylev, H.N. and Walden, J. (2011), “Asset pricing in large information networks,” Journal of Economic Theory, 146, 2252-2280.
  • Ozsoylev, H.N. and Werner, J. (2011), “Liquidity and asset prices in rational expectations equilibrium with ambiguous information,” Economic Theory, 48, 469-491.
  • Ozsoylev, H.N. and Takayama, S. (2011), “Price, trade size, and information revelation in multi-period securities markets,” Journal of Financial Markets, 13, 49-76.
  • Ozsoylev, H.N. (2008), “Amplification and asymmetry in crashes and frenzies,” Annals of Finance, 4, 157-181.

Teaching

FIN 802 Corporate Finance (Executive MBA), FIN 803 Strategic Financial Management (Executive MBA), FIN 907 Theoretical Asset Pricing (Ph.D.), ECON 913 Economic Theory (Ph.D.)