Khaladdin Rzayev

University of Edinburgh

Old College

South Bridge

Edinburgh, Scotland EH8 9JY

United Kingdom

Koc University

Rumelifeneri Yolu

34450 Sar?yer

Istanbul, 34450

Turkey

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 64,995

SSRN RANKINGS

Top 64,995

in Total Papers Downloads

803

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.

COVID-19: Venue Selection Effects and Implications for Market Quality

Number of pages: 48 Posted: 29 Apr 2020 Last Revised: 21 Oct 2021
Gbenga Ibikunle and Khaladdin Rzayev
University of Edinburgh and University of Edinburgh
Downloads 366 (103,218)
Citation 3

Abstract:

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COVID-19, dark pools, venue selection, liquidity, informational efficiency, market quality

2.

A State-Space Modeling of the Information Content of Trading Volume

Journal of Financial Markets, Forthcoming
Number of pages: 51 Posted: 29 Jan 2018 Last Revised: 04 Sep 2019
Khaladdin Rzayev and Gbenga Ibikunle
University of Edinburgh and University of Edinburgh
Downloads 200 (191,190)

Abstract:

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trading volume, permanent component, transitory component, market quality, time series models, state-space modeling, high-frequency trading

3.

Order Aggressiveness and Flash Crashes

Number of pages: 60 Posted: 23 Aug 2017 Last Revised: 06 Aug 2020
Khaladdin Rzayev and Gbenga Ibikunle
University of Edinburgh and University of Edinburgh
Downloads 128 (277,138)
Citation 1

Abstract:

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order aggressiveness, flash crashes, high-frequency traders, volatility, high-frequency data.

4.

High-Frequency Trading (HFT) in the Stock Market and the Costs of Option Market Making

Number of pages: 47 Posted: 18 Feb 2021 Last Revised: 19 Apr 2021
University of Florida - Department of Finance, Insurance and Real Estate, University of Edinburgh and Goethe University Frankfurt - Department of Finance
Downloads 109 (313,014)

Abstract:

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market microstructure, high-frequency trading, option market making, hedging, liquidity.