Gökhan Cebiroglu

University of Vienna, Faculty of Business and Economics

Postdoctoral Fellow

Oskar-Morgenstern-Platz 1

Vienna, 1090

Austria

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 37,706

SSRN RANKINGS

Top 37,706

in Total Papers Downloads

1,265

SSRN CITATIONS

3

CROSSREF CITATIONS

3

Scholarly Papers (8)

1.

Volatility, Information Feedback and Market Microstructure Noise: A Tale of Two Regimes

Number of pages: 54 Posted: 23 Feb 2017 Last Revised: 08 Mar 2017
Torben G. Andersen, Gökhan Cebiroglu and Nikolaus Hautsch
Northwestern University - Kellogg School of Management, University of Vienna, Faculty of Business and Economics and University of Vienna - Department of Statistics and Operations Research
Downloads 386 (81,633)
Citation 3

Abstract:

Loading...

Volatility estimation; market microstructure noise; price reversal; momentum trading; contrarian trading

2.

Does Hidden Liquidity Harm Price Efficiency?

Number of pages: 57 Posted: 04 Aug 2013 Last Revised: 30 Aug 2014
Gökhan Cebiroglu, Nikolaus Hautsch and Ulrich Horst
University of Vienna, Faculty of Business and Economics, University of Vienna - Department of Statistics and Operations Research and Humboldt University of Berlin
Downloads 245 (134,034)
Citation 2

Abstract:

Loading...

Liquidity Coordination, Signalling, Pre-announcements, Hidden Liquidity, Limit Order Books, Liquidity Externalities

3.

Optimal Order Exposure and the Market Impact of Limit Orders

Number of pages: 33 Posted: 02 Feb 2012 Last Revised: 21 Feb 2017
Gökhan Cebiroglu and Ulrich Horst
University of Vienna, Faculty of Business and Economics and Humboldt University of Berlin
Downloads 189 (171,445)

Abstract:

Loading...

hidden liquidity, Iceberg orders, hidden orders, limit order book, market impact, front-running, transparency, order flow, high-frequency trading

4.

Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?

CFS Working Paper, No. 468
Number of pages: 60 Posted: 04 Oct 2014
Gökhan Cebiroglu, Nikolaus Hautsch and Ulrich Horst
University of Vienna, Faculty of Business and Economics, University of Vienna - Department of Statistics and Operations Research and Humboldt University of Berlin
Downloads 143 (217,626)

Abstract:

Loading...

liquidity externalities, order flow, trade signaling, limit order book

5.

Determinants and Impact of Hidden Liquidity: Evidence from NASDAQ ModelView Data

Number of pages: 25 Posted: 31 Jul 2013 Last Revised: 22 Aug 2013
Gökhan Cebiroglu and Ulrich Horst
University of Vienna, Faculty of Business and Economics and Humboldt University of Berlin
Downloads 132 (231,960)

Abstract:

Loading...

limit order market, transparency, hidden liquidity, trading frictions, market impact, iceberg orders, limit order book markets, market microstructure

6.

Optimal Order Display in Limit Order Markets with Liquidity Competition

Number of pages: 31 Posted: 16 Jan 2015
Gökhan Cebiroglu and Ulrich Horst
University of Vienna, Faculty of Business and Economics and Humboldt University of Berlin
Downloads 100 (283,401)
Citation 1

Abstract:

Loading...

Hidden Liquidity, Liquidity Competition, Limit Order Book, Market Impact, Order Flow Dynamics, High-Frequency Trading, Order-Imbalance

7.

On the Relationship of Money Supply, Consumer Demand and Debt

Number of pages: 15 Posted: 25 Feb 2017 Last Revised: 30 Apr 2017
Gökhan Cebiroglu and Stephan Unger
University of Vienna, Faculty of Business and Economics and University of Vienna
Downloads 36 (469,839)

Abstract:

Loading...

Monetary policy, fiscal policy, inflation, money supply, debt deflation, GDP, T-bills

8.

Revisiting the Stealth Trading Hypothesis: Does Time-Varying Liquidity Explain the Size-Effect?

CFS Working Paper, No. 625, 2019
Number of pages: 58 Posted: 07 Sep 2019
Gökhan Cebiroglu, Nikolaus Hautsch and Christopher Walsh
University of Vienna, Faculty of Business and Economics, University of Vienna - Department of Statistics and Operations Research and TU Dortmund University
Downloads 34 (478,915)
Citation 2

Abstract:

Loading...

stealth trading, price impact, liquidity elasticity, limit order book