Cumhur Ekinci

Istanbul Technical University

Associate Professor

ITU Isletme Fakultesi - Macka

Istanbul, 34367

Turkey

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

  • Istanbul Technical University

SCHOLARLY PAPERS

10

DOWNLOADS

1,439

SSRN CITATIONS

9

CROSSREF CITATIONS

1

Scholarly Papers (10)

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1.

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
Oguz Ersan, Nihan Dalgic, Cumhur Ekinci and Mehmet Bodur
Kadir Has University, International Trade and Finance, Faculty of Economics, Administrative and Social Sciences, Yeditepe University, Istanbul Technical University and Kadir Has University
Downloads 531 (102,914)
Citation 1

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

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, International Trade and Finance, Faculty of Economics, Administrative and Social Sciences
Downloads 327 (179,574)

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

3.

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 248 (238,470)
Citation 1

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

4.

Ghost liquidity in a single-venue market

Number of pages: 36 Posted: 18 Jul 2022
Nihan Dalgic, Cumhur Ekinci, Oguz Ersan and Yunus Sahin
Yeditepe University, Istanbul Technical University, Kadir Has University, International Trade and Finance, Faculty of Economics, Administrative and Social Sciences and KADIR HAS UNIVERSITY
Downloads 157 (361,766)

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Ghost liquidity, high-frequency trading, market liquidity, bid-ask spread, market fragmentation, Borsa Istanbul

5.

A Correlation Analysis of Order Aggressiveness

Number of pages: 32 Posted: 09 Jun 2017
Cumhur Ekinci
Istanbul Technical University
Downloads 132 (415,676)

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

6.

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, affiliation not provided to SSRN and Dublin City University
Downloads 44 (779,944)
Citation 2

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

7.

Liquidity measurement: A comparative review of the literature with a focus on high frequency

Journal of Economic Surveys (https://doi.org/10.1111/joes.12440)
Posted: 16 Aug 2021
Zeynep Cobandag Guloglu and Cumhur Ekinci
Istanbul Technical University and Istanbul Technical University

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high frequency, liquidity measures, market liquidity, market microstructure

8.

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

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behavioral finance, Borsa Istanbul, herding

9.

A Comparison of Bid-Ask Spread Proxies: Evidence from Borsa Istanbul Futures

Journal of Economics, Finance and Accounting, Vol 3 (1), 244-254
Posted: 12 Apr 2021
Zeynep Cobandag Guloglu and Cumhur Ekinci
Istanbul Technical University and Istanbul Technical University

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bid-ask spread, Borsa Istanbul, futures market

10.

Google Search and Stock Returns: A Study on Bist 100 Stocks

Global Finance Journal, Vol. 47, 2021
Posted: 12 Apr 2021
Ali Eray Bulut and Cumhur Ekinci
affiliation not provided to SSRN and Istanbul Technical University

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Google search, Fama-French factors, Borsa Istanbul

Other Papers (2)

Total Downloads: 96
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1.

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

International Review of Financial Analysis, Vol. 79, 2022
Number of pages: 43 Posted: 05 Jun 2018 Last Revised: 01 Feb 2022
Cumhur Ekinci and Oguz Ersan
Istanbul Technical University and Kadir Has University, International Trade and Finance, Faculty of Economics, Administrative and Social Sciences
Downloads 96 (593,376)

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

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microstructure, liquidity, returns, volatility, Istanbul Stock Exchange