Şenay Ağca
Associate Professor of Finance
George Washington University
Department of Finance
2201 G St NW, Funger Hall 505
Washington, DC 20052
Ph: (202) 994-9209
Fax: (202) 994-5014
Email: sagca@gwu.edu
Research
Publications:
Ağca, Ş. and A. Mozumdar, 2015, “Investment-Cash
Flow Sensitivity: Fact or Fiction?” Journal of Financial and Quantitative
Analysis, forthcoming. (Online Appendix)
Ağca, Ş., G. De Nicolo and E. Detragiache, 2013, “Banking Sector Reforms and Corporate
Leverage in Emerging Markets”, Emerging
Markets Review, 17, 125-149.
Ağca, Ş. and O. Celasun, 2012, “Sovereign Debt and Corporate
Borrowing Costs in Emerging Markets”, Journal of International Economics, 88, 198-208. (Nominated for
the Best Paper Award, 2012 FMA Conference and 2011 European FMA Conference).
Ağca, Ş. and O. Celasun,
2012, “Banking Sector
Reforms and Corporate Borrowing Costs in Emerging Markets”, Emerging Markets Finance and Trade, 48,
71-95.
Ağca, Ş. and S. Islam, 2010, “Can CDO Equity Be Short on Correlation?”
Journal of Alternative Investments, Spring, 85-96.
Ağca, Ş. and A. Mozumdar, 2008, “The
Impact of Capital Market Imperfections on the Investment-Cash Flow Sensitivity”,
Journal of Banking and Finance, 32,
207-216
Ağca, Ş. and S. Mansi, 2008, “Managerial Ownership, Takeover
Defenses, and Debt Financing”, Journal of Financial Research, Summer, 31, 85-112. [Lead
Article] [2008 Outstanding Paper Award]
Ağca, Ş., D. Agrawal and S. Islam, 2008,
“Implied Correlations:
Smiles or Smirks?” Journal of Derivatives, Winter, 7-35.[Lead Article]
Ağca, Ş, 2005, "The
Performance of Alternative Risk Measures and Immunization Strategies under a
Heath-Jarrow-Morton Framework", Journal
of Financial and Quantitative Analysis, September 2005, 40, 645-669.
Ağca, Ş. and D. M. Chance, 2004, "Two Extensions for Fitting Discrete
Time Term Structure Models with Normally Distributed Factors", Applied
Mathematical Finance, September, 11, 187-205.
Ağca, Ş., and D. M. Chance, 2003, “Speed and Accuracy
Comparison of Bivariate Normal Distribution Approximations for Option Pricing”, Journal of Computational Finance,
Summer, 6, 1-96.
Ağca, Ş., and B. Ekşioğlu, and J. B.
Ghosh, 2000,”LagrangianSolutionstoMaximumDispersionProblems“,Naval Research Logistics, March, 47, 97-114.
“Fiscal
Policies and the Cost of Credit” (with Deniz
Igan)
“The Lion’s Share: Evidence from
Federal Contracts on the Value of Political Connections” (with Deniz Igan)
“Fiscal Consolidation
Policies and Corporate Investment Horizon” (with Xiangming
Fang and Deniz Igan)
“Managerial
Activism” (with Asli Togan-Egrican)
“Financial Integration and Cash
Holdings”