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Publications

by alumni of

Aix-Marseille Université → Faculté d'économie appliquée

Aix-Marseille University → School of Applied Economics

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2005

  1. Cumhur Ekinci, 2005, "Influence de la premiere heure de cotation," Finance, University Library of Munich, Germany, number 0506016, Jun.
  2. Cumhur Ekinci, 2005, "Limit Order Book Reconstruction And Beyond: An Application To Istanbul Stock Exchange," Finance, University Library of Munich, Germany, number 0510025, Oct, revised 24 Oct 2005.

2004

  1. Cumhur EKINCI, 2004, "Introduction to Market Microstructure," Finance, University Library of Munich, Germany, number 0404007, Apr, revised 19 May 2004.
  2. Cumhur EKINCI, 2004, "Introduction A La Microstructure Des Marches Financiers," Finance, University Library of Munich, Germany, number 0405025, May.
  3. Cumhur Ekinci, 2004, "Piyasa Mikroyapisina Giris," Finance, University Library of Munich, Germany, number 0407001, Jul.

2003

  1. Cumhur Ekinci, 2003, "A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange," Finance, University Library of Munich, Germany, number 0305006, May, revised 22 Nov 2004.

Journal articles

2024

  1. Olgun, Onur & Ekinci, Cumhur & Arıkan, Ramazan, 2024, "The performance of selected high-frequency trading proxies: An application on Turkish index futures market," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105523.
  2. Cumhur Ekinci & Oğuz Ersan, 2024, "Impact of the COVID-19 Market Turmoil on Investor Behavior: A Panel VAR Study of Bank Stocks in Borsa Istanbul," IJFS, MDPI, volume 12, issue 1, pages 1-18, February.

2023

  1. Bayram Veli Salur & Cumhur Ekinci, 2023, "Anomalies and Investor Sentiment: International Evidence and the Impact of Size Factor," IJFS, MDPI, volume 11, issue 1, pages 1-21, March.

2022

  1. Zeynep Cobandag Guloglu & Cumhur Ekinci, 2022, "Liquidity measurement: A comparative review of the literature with a focus on high frequency," Journal of Economic Surveys, Wiley Blackwell, volume 36, issue 1, pages 41-74, February, DOI: 10.1111/joes.12440.
  2. Kahya, Evrim Hilal & Ekinci, Cumhur, 2022, "Disposition bias among Borsa Istanbul investors: What do we know about type, size and trading frequency?," Journal of Behavioral and Experimental Finance, Elsevier, volume 35, issue C, DOI: 10.1016/j.jbef.2022.100682.
  3. Ekinci, Cumhur & Ersan, Oğuz, 2022, "High-frequency trading and market quality: The case of a “slightly exposed” market," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.102004.
  4. Seven Ipek & Cumhur Ekinci, 2022, "Cost efficiency in financial exchanges and post-trade infrastructures: a closer look at integration and product diversification," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 4, pages 705-743, December, DOI: 10.1007/s40822-022-00220-w.

2021

  1. Ekinci, Cumhur & Bulut, Ali Eray, 2021, "Google search and stock returns: A study on BIST 100 stocks," Global Finance Journal, Elsevier, volume 47, issue C, DOI: 10.1016/j.gfj.2020.100518.
  2. Nihan Dalgıç & Cumhur Ekinci & Oğuz Ersan, 2021, "Daily and Intraday Herding within Different Types of Investors in Borsa Istanbul," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 6, pages 1793-1810, May, DOI: 10.1080/1540496X.2019.1641082.

2020

  1. Evrim Hilal Kahya & Hüseyin Yiğit Ersen & Cumhur Ekinci & Oktay Taş & Koray D. Simsek, 2020, "Determinants of capital structure for firms in an Islamic equity index: comparing developed and developing countries," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 4, issue 2, pages 167-191, November, DOI: 10.1108/JCMS-07-2020-0023.

2019

  1. Ekinci, Cumhur & Akyildirim, Erdinc & Corbet, Shaen, 2019, "Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets," Finance Research Letters, Elsevier, volume 31, issue C, pages 155-164, DOI: 10.1016/j.frl.2019.04.021.

2018

  1. Ekinci, Cumhur & Ersan, Oguz, 2018, "A new approach for detecting high-frequency trading from order and trade data," Finance Research Letters, Elsevier, volume 24, issue C, pages 313-320, DOI: 10.1016/j.frl.2017.09.020.

2016

  1. Oguz Ersan & Cumhur Ekinci, 2016, "Algorithmic and high-frequency trading in Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 4, pages 233-248, December.

2005

  1. Cumhur EKİNCİ & Murad KAYACAN, 2005, "Menkul Kıymet Piyasalarının Mikroyapısı Üzerine Bir Çalışma," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 20, issue 232, pages 56-69.

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