Oguz Ersan

Kadir Has University, Accounting and Financial Management Department, Faculty of Management

Assist. Prof.

Cibali Mah., Fatih

Istanbul, 34083

Turkey

SCHOLARLY PAPERS

2

DOWNLOADS

368

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Multilayer Probability of Informed Trading

Number of pages: 75 Posted: 26 Nov 2016 Last Revised: 17 Mar 2017
Oguz Ersan
Kadir Has University, Accounting and Financial Management Department, Faculty of Management
Downloads 186 (166,133)

Abstract:

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

2.

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, Accounting and Financial Management Department, Faculty of Management
Downloads 182 (169,439)

Abstract:

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