Details about Cumhur Ekinci

Access statistics for papers by Cumhur Ekinci.

Last updated 2024-10-09. 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

2024

1. Impact of the COVID-19 Market Turmoil on Investor Behavior: A Panel VAR Study of Bank Stocks in Borsa Istanbul
   IJFS, 2024, 12, (1), 1-18 View citations (1)
2. The performance of selected high-frequency trading proxies: An application on Turkish index futures market
   Finance Research Letters, 2024, 65, (C)

2023

3. Anomalies and Investor Sentiment: International Evidence and the Impact of Size Factor
   IJFS, 2023, 11, (1), 1-21 View citations (1)

2022

4. Cost efficiency in financial exchanges and post-trade infrastructures: a closer look at integration and product diversification
   Eurasian Economic Review, 2022, 12, (4), 705-743
5. 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)
6. High-frequency trading and market quality: The case of a “slightly exposed” market
   International Review of Financial Analysis, 2022, 79, (C) View citations (3)
7. Liquidity measurement: A comparative review of the literature with a focus on high frequency
   Journal of Economic Surveys, 2022, 36, (1), 41-74

2021

8. Daily and Intraday Herding within Different Types of Investors in Borsa Istanbul
   Emerging Markets Finance and Trade, 2021, 57, (6), 1793-1810 View citations (1)
9. Google search and stock returns: A study on BIST 100 stocks
   Global Finance Journal, 2021, 47, (C) View citations (7)

2020

10. Determinants of capital structure for firms in an Islamic equity index: comparing developed and developing countries
    Journal of Capital Markets Studies, 2020, 4, (2), 167-191 View citations (4)

2019

11. Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets
    Finance Research Letters, 2019, 31, (C), 155-164 View citations (9)

2018

12. A new approach for detecting high-frequency trading from order and trade data
    Finance Research Letters, 2018, 24, (C), 313-320 View citations (8)

2016

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

2005

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