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Dr. Gökçe Soydemir joined California State University, Stanislaus as the inaugural Foster Farms Endowed Professor of Business Economics in August 2011. Dr. Soydemir brings strong expertise and experience in business analysis and forecasting and has published extensively on applied econometrics, regional economics, financial forecasting, market analysis and international finance.
Dr. Soydemir received his Ph.D. in Economics from Claremont Graduate School, Claremont, CA; an M. Phil. in International Finance from Glasgow University, Scotland, U.K.; and a Bachelor of Science in Economics from Middle East Technical University, Ankara, Turkey. He has several years of central banking experience co-constructing and forecasting large and medium scale macroeconometric models. In addition, he has conducted policy independent research on monetary economics.
Research Projects: San Joaquin Valley Business Forecast
Ph.D. in Economics, Claremont Graduate School, 1997.
MS in Philosophy & International Finance, Glasgow University, 1991.
BSci in Economics, Middle East Technical University, 1988.
Business Finance, Security Analysis & Portfolio Management, International Finance, Computer Applications in Finance, International Finance Management, Principles of Microeconomics, Principles of Macroeconomics
- Lindsay, D., Campbell, A., Tan, K., Soydemir, G. A. (2023). Combining Lyapunov Exponents and the Debt/Asset Ratio in a New Chaos Prediction Model. Journal of Business Management and Change, Volume 21, Issue 1 (Spring 2023), 83-94.
- Campbell, A., Lindsay, Soydemir, Tan (2022). Predicting COVID-19 Related Corporate Bankruptcies Prior to the Pandemic. Journal of Accounting and Finance, 22(5).
- Verma, R., Soydemir, G. A., Huang, T. M. (2020). Are Smart Beta Funds Really Smart? Evidence from Rational and Quasi-Rational Investor Sentiment Data. Review of Behavioral Finance, 20(2), 97-118.
- Campbell, A., Lindsay, D., Soydemir, G. A., Tan, K. (2019). The Chaos-Based Bankruptcy Model - Current Status. Journal of Accounting and Finance, 19(7), 11-17.
- Petratos, P., Soydemir, G. A., Strong, J. (2019). Asymmetric Impact of Advertising revenues on Consumer Behavior: A Bivariate Approach. Central European Business Review, 8(2), 1-14.
- Shin, S., Smolarski, J., Soydemir, G.A. (2018). Hedge Funds: Risk and Performance. Journal of Financial Management, Markets and Institutions, 6(1), 43.
- Campbell, A., Lindsay, D., Soydemir, G. A., Wagner, D. (2018). The Differential Impact of the Federal Reserve Rate Hikes on National and Regional Employment Figures: Evidence from San Joaquin County. Journal of Applied Business and Economics, 20(9), 20-29.
- Soydemir, G. A., Shin, S., Smolarski, J. M. (2017). Hurdle Rates and High-Watermarks: Incentives or Restrictions? Journal of Accounting and Finance, 17(1), 124-143.
- Soydemir, G. A., Bello, A., Smolarski, J., Acevedo, L. (2017). Investor Behavior: Hedge Fund Returns and Strategies. Review of Behavioral Finance, 9(1), 14-42.
- Soydemir, G. A., Wagner, D. (2017). The Asymmetric Impact of Rational and Irrational Components of Fear Index on S&P 500 Index Returns. Review of Behavioral Finance, 9(3), 1-16.
- Soydemir, G. A., Pratt, W., Bastida, E. (2015). Global Convergence of Health Care Financing in OECD Countries: An Equilibrium Based Asset Pricing Approach. Journal of Financial Transformation, 41, 70-81.
- Soydemir, G. A., Johnk, D. (2015). Time-varying market price of risk and investor sentiment: evidence from a multivariate GARCH model. Journal of Behavioral Finance, 16(2), 105-119.
- Soydemir, G. A., Jin, C., Tidwell, A. (2014). The U.S. Housing Market and the Pricing of Risk: Fundamental Analysis and Market Sentiment. Journal of Real Estate Research, 36(2), 187-220.
- Soydemir, G. A., Shin, S., Smolarski, J. (2014). Hedge Funds, Fund Attributes, and Risk Adjusted Returns. Journal of Economics and Finance, 38(1), 133-149.