Murat Tiniç

Kadir Has University

Istanbul

Turkey

SCHOLARLY PAPERS

4

DOWNLOADS

13

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

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 13 (576,554)

Abstract:

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Information Asymmetry, Market Microstructure, Borsa İstanbul, Asset Pricing

2.

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

Abstract:

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

3.

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
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

4.

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