Murat Tiniç

Kadir Has University

Istanbul

Turkey

  • Kadir Has University

SCHOLARLY PAPERS

9

DOWNLOADS

310

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (9)

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1.

Adverse Selection in Cryptocurrency Markets

Number of pages: 49 Posted: 04 Aug 2022
Murat Tiniç, Ahmet Şensoy, Erdinc Akyildirim and Shaen Corbet
Kadir Has University, Bilkent University, ETH Zürich - Department of Mathematics and Dublin City University
Downloads 166 (285,460)

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Cryptocurrencies, Market Microstructure, Adverse Selection, Informed Trading

2.

Information Shocks and the Cross-section of Expected Returns

Number of pages: 63 Posted: 13 Jul 2022
Tanseli Savaser and Murat Tiniç
Vassar College - Department of Economics and Kadir Has University
Downloads 49 (617,339)

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Information asymmetry, asset pricing, transaction costs

3.

Broker Network Connectivity and the Cross-Section of Expected Stock Returns

Number of pages: 76 Posted: 25 Mar 2022
Murat Tiniç, Ahmet Şensoy, Muge Demir and Duc Khuong Nguyen
Kadir Has University, Bilkent University, European Union - European Investment Fund and IPAG Business School
Downloads 36 (694,054)

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Limit order book, trading networks, broker networks, network connectivity, pricing factors

4.

Informed Trading, Order Flow Shocks and the Cross-section of Expected Returns in Borsa İstanbul

Applied Economics, Forthcoming
Number of pages: 26 Posted: 12 Oct 2019
Murat Tiniç and Aslıhan Salih
Kadir Has University and TED University
Downloads 35 (700,611)

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Information Asymmetry, Market Microstructure, Borsa İstanbul, Asset Pricing

5.

Proprietary Trading and the Information Advantage of Brokers in Order-Driven Markets

Number of pages: 39 Posted: 13 Jul 2022
Murat Tiniç, Tanseli Savaser and Aslıhan Salih
Kadir Has University, Vassar College - Department of Economics and TED University
Downloads 24 (780,921)

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Order-driven markets, proprietary trading, brokerage houses, information asymmetry, transaction costs, market quality

6.

Political Turmoil and the Impact of Foreign Orders on Equity Prices

Journal of International Financial Markets, Institutions and Money, Forthcoming
Posted: 03 Feb 2020
Murat Tiniç and Tanseli Savaser
Kadir Has University and Vassar College - Department of Economics

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Information Asymmetry, Market Microstructure, Emerging Markets, Political Turmoil

7.

InfoTrad: An R Package for Estimating the Probability of Informed Trading

The R Journal, Vol 10/1, p.3 1-42 (2017)
Posted: 26 Dec 2016 Last Revised: 27 Nov 2018
Duygu Celik and Murat Tiniç
Bilkent University, Department of Management, Students and Kadir Has University

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probability of informed trading, pin, maximum likelihood estimation, floating point exception, grid search algorithms, clustering algorithms

8.

Empirical Distributions of Daily Equity Index Returns: A Comparison

Expert Systems with Applications Vol. 54, 2016
Posted: 27 Jun 2015 Last Revised: 07 Sep 2017
Canan Gunes Corlu, Melike Meterelliyoz and Murat Tiniç
Boston University - Metropolitan College (MET), TOBB University of Economics and Technology - Department of Business Administration and Kadir Has University

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Index returns, generalized lambda, Johnson translation system, skewed-t, normal inverse gaussian, g-and-h

9.

Herding in Chinese Stock Markets: A Non-Parametric Approach

Empirical Economics, Forthcoming
Posted: 25 Jun 2015 Last Revised: 15 Jun 2017
Syed Mahmud and Murat Tiniç
Bilkent University and Kadir Has University

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Herding Behaviour, Chinese Stock Market, Non-Parametric Regression