Prof. Dr. Orcun Kaya

Prof. Dr. Orcun Kaya

ZHAW School of Management and Law
Fachstelle Corporate Finance and Capital Markets
Gertrudstrasse 8
8400 Winterthur

+41 58 934 46 99
orcun.kaya@zhaw.ch

Arbeit an der ZHAW

Tätigkeit

Professor für Financial Management

Arbeits- und Forschungsschwerpunkte

Financial Management, Corporate Finance

Lehrtätigkeit

Corporate Finance
Risk Management
Doing Business in Asia

Berufserfahrung

Senior Economist
Deutsche Bank
01 / 2017 - 03 / 2020
Economist
Deutsche Bank
10 / 2012 - 12 / 2016
Program Manager and Research Assistant
Goethe University
05 / 2008 - 10 / 2012

Aus- und Weiterbildung

Ausbildung

Ph.D. in Economics / Dissertation thema: Essays on Household Finance and Sovereign Debt
Goethe University Frankfurt
09 / 2007 - 12 / 2012

Netzwerk

Mitglied in Netzwerken

EURAM

ORCID digital identifier

ORCID ID: 0000-0003-3592-5268

Projekte

Publikationen

Beiträge in wissenschaftlicher Zeitschrift, peer-reviewed

Kaya, O., Mostowfi, M. and Sugandhita, S. (2026) 'Foreign investment screening and cross-border M&A in sensitive sectors : evidence from Germany', Finance Research Letters, 92(109525). doi: 10.1016/j.frl.2026.109525.
Kaya, O. and Çatak, Ç. (2025) 'Do pre-market notifications and stock volatility trigger circuit breakers? Evidence from Turkish post-IPO stocks', Finance Research Letters, 81(107509). doi: 10.1016/j.frl.2025.107509.
Kaya, O. and Orpiszewski, T. (2025) 'Determinants of impact investments : evidence from portfolio-level data', Journal of Sustainable Finance and Accounting, 6(100018). doi: 10.1016/j.josfa.2025.100018.
Kaya, O. (2024) 'The impact of late payments on SMEs' access to finance : evidence from credit rationing and loan terms', Economic Modelling, 141(106896). doi: 10.1016/j.econmod.2024.106896.
Kaya, O. and Demirel, M. (2024) 'The nexus between inflation and financial integration in the euro area', Applied Economics Letters, 32(17), pp. 2407–2411. doi: 10.1080/13504851.2024.2333457.
Kaya, O. (2022) 'Determinants and consequences of SME insolvency risk during the pandemic', Economic Modelling, 115(105958). doi: 10.1016/j.econmod.2022.105958.
Kaya, O. and Mostowfi, M. (2022) 'Low-volatility strategies for highly liquid cryptocurrencies', Finance Research Letters, 46(102422). doi: 10.1016/j.frl.2021.102422.
Kaya, O. (2017) 'CDS spreads in the aftermath of central clearing', International Journal of Financial Markets and Derivatives, 6(2), pp. 75–101. doi: 10.1504/IJFMD.2017.087958.

Schriftliche Konferenzbeiträge, peer-reviewed

Kaya, O. (2021) 'Insolvency risk of European SMEs during pandemic', in 21st EURAM Annual Conference, Montréal, Canada (online), 16-18 June 2021.

Weitere Publikationen

Chardonnens, P. et al. (2023) KMU ZH Monitor 2023. Zürcher Kantonalbank. Available at: https://www.zkb.ch/media/zkb/dokumente/publikationen/kmu-zh-monitor-2023.pdf.
Schweizer, A. et al. (2022) KMU ZH Monitor 2022. Zürcher Kantonalbank. Available at: https://www.zkb.ch/media/zkb/dokumente/publikationen/kmu-zh-monitor-2022.pdf.
Kaya, O. (2021) 'Insolvency risk of European SMEs', in Qatar Centre for Global Banking and Finance Annual Conference 2021 : Challenges Facing Central Banks in the 2020s, Online, 17-18 May 2021.
Kaya, O. (2021) 'Insolvency risk of European SMEs during pandemic', in 37th International Conference of the French Finance Association (AFFI), online, 26-28 May 2021.
Kaya, O. (2021) 'Insolvency risk of European SMEs during pandemic', in 5th Entrepreneurial Finance (ENTFIN) Association Annual Meeting, virtual, 25-26 June 2021.
Kaya, O. (2021) 'Insolvency risk of European SMEs during pandemic', in European Economics and Finance Society Annual Conference, online, 23-25 June 2021.
Schweizer, A. et al. (2021) KMU ZH Monitor 2021. Zürcher Kantonalbank. Available at: https://www.zkb.ch/media/dokumente/publikationen/kmu-zh-monitor-2021.pdf.
Kaya, O. and von Martens, T. (2020) German robo-advisors : march of the machines driving passive investments. Deutsche Bank Research. Available at: https://www.dbresearch.com/PROD/RPS_EN-PROD/PROD0000000000505172/German_robo-advisors%A3_March_of_the_machines_drivin.pdf.
Kaya, O. (2020) 'Kunden- und prozessorientierte Lösungen : wo Banken bereits KI nutzen', in Künstliche Intelligenz für Kreditinstitute : Anwendungsbeispiele und Methoden. Köln: Bank-Verlag, pp. 33–44.
Kaya, O. and Mai, H. (2020) Cost of negative interest rates to German households. Deutsche Bank Research. Available at: https://www.dbresearch.com/PROD/RPS_EN-PROD/PROD0000000000506314/Cost_of_negative_interest_rates_to_German_househol.pdf.
Kaya, O. (2020) 'Financial resilience of German households to Corona triggered income shock', SUERF Policy Briefs, (17). Available at: https://www.suerf.org/publications/suerf-policy-notes-and-briefs/financial-resilience-of-german-households-to-corona-triggered-income-shock/.

Mündliche Konferenzbeiträge und Abstracts

Kaya, O. and Meyer, J. (2024) 'Determinants of late payments', in 5th Annual Business Administration Conference: Current Issues in Business Management, Istanbul, Turkey, 24-25 October 2024.
Thompson, M. J. et al. (2022) 'TECH4SDG : guiding Swiss asset managers towards high-impact SMEs', in SSF/ZHAW Novel Data Solutions: Big Data and AI for Sustainable Investing - from Biodiversity Risks to Sustainable Gold, Zurich, Switzerland, 2 November 2022.
Kaya, O. (2022) 'Late payments to SMEs : a factor that affects their access to finance', in 22nd EURAM Annual Conference, Winterthur, Switzerland, 15-17 June 2022.
Kaya, O. (2022) 'Late payments to SMEs : a factor that affects their access to finance', in European Financial Management Association Annual Meeting, Rome, Italy, 29 June - 2 July 2022.

Publikationen vor Tätigkeit an der ZHAW

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