Cumhur Ekinci

Istanbul Technical University

Associate Professor

ITU Isletme Fakultesi - Macka

Istanbul, 34367

Turkey

http://akademi.itu.edu.tr/ekincicu/

SCHOLARLY PAPERS

4

DOWNLOADS

504

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Limit Order Book Reconstruction and Beyond: An Application to Istanbul Stock Exchange

Number of pages: 24 Posted: 05 Nov 2005
Cumhur Ekinci
Istanbul Technical University
Downloads 200 (162,623)
Citation 1

Abstract:

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order, transaction, order book, trading, microstructure, financial markets, Istanbul Stock Exchange

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 196 (165,695)

Abstract:

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

3.

A Correlation Analysis of Order Aggressiveness

Number of pages: 32 Posted: 09 Jun 2017
Cumhur Ekinci
Istanbul Technical University
Downloads 97 (288,801)

Abstract:

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order aggressiveness, limit order book, intraday, mimesis, contrarian, high-frequency data, microstructure

4.

Analysing the Dynamic Influence of US Macroeconomic News Releases on Turkish Stock Markets

Number of pages: 15 Posted: 24 Sep 2019
Cumhur Ekinci, Erdinc Akyildirim and Shaen Corbet
Istanbul Technical University, ETH Z├╝rich - Department of Mathematics and Dublin City University
Downloads 11 (614,405)
Citation 2

Abstract:

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US Macroeconomic Announcements; Stocks; Liquidity; High-Frequency Data; Trading; Borsa Istanbul

Other Papers (1)

Total Downloads: 0

Abstract:

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microstructure, liquidity, returns, volatility, Istanbul Stock Exchange