Cumhur Ekinci

Istanbul Technical University

Associate Professor

ITU Isletme Fakultesi - Macka

Istanbul, 34367

Turkey

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

SCHOLARLY PAPERS

10

DOWNLOADS

661

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (10)

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 (168,629)

Abstract:

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

2.

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 212 (187,491)
Citation 1

Abstract:

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

3.

A Correlation Analysis of Order Aggressiveness

Number of pages: 32 Posted: 09 Jun 2017
Cumhur Ekinci
Istanbul Technical University
Downloads 106 (326,404)

Abstract:

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

4.

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 60 (453,839)

Abstract:

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

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 30 (604,388)

Abstract:

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

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, ETH Zürich - Department of Mathematics and Dublin City University
Downloads 17 (680,784)
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

Abstract:

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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

Abstract:

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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

Abstract:

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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

Abstract:

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Google search, Fama-French factors, Borsa Istanbul

Other Papers (1)

Total Downloads: 0

Abstract:

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microstructure, liquidity, returns, volatility, Istanbul Stock Exchange