Oguz Ersan

Kadir Has University, International Trade and Finance, Faculty of Economics, Administrative and Social Sciences

Assist. Prof.

Cibali Mah., Fatih

Istanbul, 34083

Turkey

SCHOLARLY PAPERS

6

DOWNLOADS

576

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

A New Approach for Detecting High-Frequency Trading from Order and Trade Data

Number of pages: 16 Posted: 11 Jul 2017
Cumhur Ekinci and Oguz Ersan
Istanbul Technical University and Kadir Has University, International Trade and Finance, Faculty of Economics, Administrative and Social Sciences
Downloads 236 (168,541)

Abstract:

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High-frequency trading (HFT), HFT detection, Low latency trading, Borsa Istanbul

2.

Multilayer Probability of Informed Trading

Number of pages: 75 Posted: 26 Nov 2016 Last Revised: 25 Jan 2021
Oguz Ersan
Kadir Has University, International Trade and Finance, Faculty of Economics, Administrative and Social Sciences
Downloads 225 (176,424)
Citation 1

Abstract:

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MPIN, Multilayer Probability of Informed Trading, PIN, Cluster Analysis, Daily Posterior Multilayer Probabilities of Informed Trading, Market Microstructure

3.

High-Frequency Trading and its Impact on Market Liquidity: A Review of Literature

Forthcoming, Alanya Akademik Bakış
Number of pages: 18 Posted: 03 Mar 2021
Kadir Has University, International Trade and Finance, Faculty of Economics, Administrative and Social Sciences, Yeditepe University, Istanbul Technical University and Kadir Has University
Downloads 60 (453,628)

Abstract:

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High-frequency trading, HFT, Liquidity, Intraday shocks, Extreme price movements

4.

The Speed of Stock Price Adjustment to Corporate Announcements: Insights from Turkey

Emerging Markets Review, Forthcoming
Number of pages: 54 Posted: 02 Dec 2020
Kadir Has University, International Trade and Finance, Faculty of Economics, Administrative and Social Sciences, Sabanci University, Rollins College - Crummer Graduate School of Business and YTU
Downloads 29 (597,859)

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Speed of stock price response, Corporate announcements, High frequency trading, Event study

5.

High-Frequency Trading and Market Quality: The Case of 'Slightly Exposed' Market

Number of pages: 38 Posted: 05 Jun 2018 Last Revised: 21 May 2021
Cumhur Ekinci and Oguz Ersan
Istanbul Technical University and Kadir Has University, International Trade and Finance, Faculty of Economics, Administrative and Social Sciences
Downloads 26 (616,944)

Abstract:

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high-frequency trading (HFT), liquidity provision, volatility, returns, Borsa Istanbul

6.

Daily and Intraday Herding within Different Types of Investors in Borsa Istanbul

Emerging Markets Finance and Trade, July 2019
Posted: 21 Apr 2021
Nihan Dalgic, Cumhur Ekinci and Oguz Ersan
Yeditepe University, Istanbul Technical University and Kadir Has University, International Trade and Finance, Faculty of Economics, Administrative and Social Sciences

Abstract:

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behavioral finance, Borsa Istanbul, herding