Browsing by Author "Ekinci, Cumhur"
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Daily and Intraday Herding within Different Types of Investors in Borsa Istanbul
Dalgıç, Nihan; Ekinci, Cumhur; Ersan, Oğuz (Routledge Journals, Taylor & Francis Ltd, 2019)This paper aims to explore the daily and intraday herd behavior of various investor groups trading in an emerging equity market, Borsa Istanbul (BIST). We analyze a one-year tick-by-tick order and trade data of BIST 100 ... -
High-Frequency Trading and its Impact on Market Liquidity: A Review of Literature
Bodur, Mehmet; Ersan, Oğuz; Ekinci, Cumhur; Dalgıç, Nihan (2021)High-frequency trading (HFT) has been dominating the activity in developedfinancial markets in the last two decades. Despite its recent formation, theliterature on the impacts of HFT on financial markets and participants ... -
High-frequency trading and market quality: The case of a slightly exposed market
Ekinci, Cumhur; Ersan, Oguz (Elsevier Science Inc, 2022)Impacts of high-frequency trading (HFT) on market quality and various actors have been broadly studied. However, what happens when HFT is not a prominent figure in a market remains relatively unexplored. The paper seeks ...