Details about Cumhur Ekinci

Access statistics for papers by Cumhur Ekinci.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pek1

Working Papers

2005

1. Influence de la premiere heure de cotation
   Finance, University Library of Munich, Germany
2. LIMIT ORDER BOOK RECONSTRUCTION AND BEYOND: AN APPLICATION TO ISTANBUL STOCK EXCHANGE
   Finance, University Library of Munich, Germany

2004

3. A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange
   Finance, University Library of Munich, Germany
4. INTRODUCTION A LA MICROSTRUCTURE DES MARCHES FINANCIERS
   Finance, University Library of Munich, Germany
5. Introduction to Market Microstructure
   Finance, University Library of Munich, Germany
6. Piyasa Mikroyapisina Giris
   Finance, University Library of Munich, Germany

Journal Articles

2022

1. Disposition bias among Borsa Istanbul investors: What do we know about type, size and trading frequency?
   Journal of Behavioral and Experimental Finance, 2022, 35, (C)
2. High-frequency trading and market quality: The case of a “slightly exposed” market
   International Review of Financial Analysis, 2022, 79, (C) View citations (1)
3. Liquidity measurement: A comparative review of the literature with a focus on high frequency
   Journal of Economic Surveys, 2022, 36, (1), 41-74

2021

4. Daily and Intraday Herding within Different Types of Investors in Borsa Istanbul
   Emerging Markets Finance and Trade, 2021, 57, (6), 1793-1810
5. Google search and stock returns: A study on BIST 100 stocks
   Global Finance Journal, 2021, 47, (C) View citations (3)

2019

6. Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets
   Finance Research Letters, 2019, 31, (C), 155-164 View citations (8)

2018

7. A new approach for detecting high-frequency trading from order and trade data
   Finance Research Letters, 2018, 24, (C), 313-320 View citations (5)

2016

8. Algorithmic and high-frequency trading in Borsa Istanbul
   Borsa Istanbul Review, 2016, 16, (4), 233-248 View citations (5)

2005

9. Menkul Kıymet Piyasalarının Mikroyapısı Üzerine Bir Çalışma
   Iktisat Isletme ve Finans, 2005, 20, (232), 56-69