Main Research Interests

Financial Market Microstructure

liquidity, limit order book, intradaily patterns, algorithmic and high-frequency trading, fragmentation, market design, high-frequency data, trading infrastructure and technology

Secondary Research Interests

Behavioral Biases

Asset Pricing

Investment Strategies

Risk Measurement

Financial Management

Theses

PhD

Dynamiques à haute fréquence sur les marchés dirigés par les ordres: cas de la Bourse d'Istanbul (High-Frequency Dynamics in Order-Driven Markets: the Case of Istanbul Stock Exchange), Université Aix-Marseille III, 2006.

Committee: Claude Bensoussan (supervisor, Aix-Marseille III), Thierry Foucault (HEC), Roland Gillet (Paris I), Eric Girardin (Aix-Marseille II), Raymond Trémolières (Aix-Marseille III)

Master

L'Evolution intrajournalière des transactions à la Bourse d'Istanbul (Intradaily Patterns in Istanbul Stock Exchange), Université de Paris 1 Panthéon-Sorbonne, 2001.

Committee: Gaëlle Le Fol (supervisor), Thérèse Chevallier-Farat

Journal Articles

Articles in Edited Books

Full Text Conference Proceedings

  • Ekinci, C., Yıldırak, K., Taylan, A.S., 2011. An Evaluation of Risk Measures at High Frequency, (International) Financial Engineering Conference, Izmir University of Economics.
  • Taylan, A.S., Can, E., Yıldırak, K., Ekinci, C., 2011. VPIN Measure on TURKDEX, (International) Financial Engineering Conference, Izmir University of Economics.
  • Ansal, H., Ekinci, C., 2009. Finansal Krizde Teknolojinin Rolü (The Role of Technology in the Financial Crisis), TMMOB Sanayi Kongresi, Ankara.
  • Ekinci, C., 2006. A Correlation Analysis of Order Aggressiveness, AFFI Meeting, Poitiers.
  • Ekinci, C., 2005. Limit Order Book Reconstruction and Beyond, EDGE-GREQAM Summer School, Aix-en-Provence.
  • Ekinci, C., 2003. A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange, METU Conference in Economics VII, Ankara.

Conference and Seminar Presentations

  • City University of London, Economics seminar, London, 2019
  • A conference in honor of Ramazan Gençay, Bilgi U, Istanbul, 2019
  • Financial Econometrics Conference, Lancaster, 2018
  • SSEM EuroConference, Lodz, 2018
  • CNAM, MBA seminar, Paris, 2017
  • Boğaziçi University Financial Engineering (BUFE), Istanbul, 2013, 2016, 2018
  • Turkish Capital Markets Association Conference, Istanbul, 2016, 2017
  • Turkish Capital Markets Association seminar on Algorithmic Trading, Istanbul, 2016
  • Middle East Technical University, 55th Meeting of EGWCFM, Ankara, 2015
  • Borsa Istanbul Finance and Economics Conference (BIFEC), Istanbul, 2015
  • EconAnadolu Conference, Eskişehir, 2013
  • Okan University, Economics seminar, Istanbul, 2013
  • Okan University, international conference, Istanbul, 2012
  • Bahçeşehir University, BETAM seminar, Istanbul, 2012
  • Middle East Technical University, Economics seminar, Ankara, 2012
  • Istanbul Technical University, Economics seminar, Istanbul, 2012
  • Izmir University of Economics, international conference, Izmir, 2011
  • Istanbul Technical University, ICMFE, Istanbul, 2011
  • Galatasaray University, Economics seminar (GIAM), Istanbul, 2011
  • İş Yatırım Finans Atölyesi, Istanbul, 2010
  • CNAM Econometrics Lab Seminar, Paris, 2007
  • European Doctoral Group in Economics/GREQAM Summer School, Aix-en-Provence, 2007 and 2005
  • Vietnam Chamber of Commerce and Industry (VCCI) seminar, Paris, 2007 and 2005
  • Istanbul Stock Exchange, seminar, Istanbul, 2006
  • French Finance Association (AFFI) Conference, Poitiers, 2006
  • Forecasting Financial Markets Conference, Aix-en-Provence, 2006
  • International Conference on High-Frequency Finance, Konstanz, 2006
  • INSEEC workshop, Paris, 2005
  • RTN MicFinMa Summer School, Konstanz, 2004
  • French Finance Association (AFFI) Conference, Paris, 2003
  • METU International Conference in Economics VII, Ankara, 2003

Theses Supervised

PhD

  • Zeynep Çobandağ Güloğlu. Bid-Ask Spread, Liquidity and the Effects of Firm-Level and Market-Level Features, ITU Graduate School of Arts and Social Sciences, PhD Thesis, 2018.


Master

  • Sırma Şeker. How Effective Are the Advertising Expenses Made in the Worst Performing Year? A Worldwide Analysis, ITU Graduate School of Arts and Social Sciences, Master Thesis, 2019.
  • Yağızhan Yılmaz. Profitability of Momentum and Contrarian Trading Strategies in the U.S. Stock Market, ITU Graduate School of Science, Engineering and Technology, Master Thesis, 2018.
  • Ali Eray Bulut. Google Search and Stock Returns: A Study on BIST 100 Stocks, ITU Graduate School of Science, Engineering and Technology, Master Thesis, 2018.
  • Burak Donel. Yapay Sinir Ağları Yöntemi ile Kredi Skorlama (Credit Scoring Using Artificial Neural Networks), ITU Graduate School of Science, Engineering and Technology, Master Thesis, 2012.

Research Projects

Principal Investigator


Researcher

  • Formation of a detailed high-frequency trading (HFT) management plan based on the analyses of HFT impacts on market mechanisms, market participants and social welfare, TUBITAK 3501 project managed by Oğuz Ersan (November 2019-October 2021)

Other Research Activity

Member of the Scientific Committee

  • Workshop on Market Microstructure and Behavioral Finance (WMMBF), Istanbul, 2019
  • Finans Politik ve Ekonomik Yorumlar, 2016-present
  • Journal of Economics, Finance and Accounting, 2015-present
  • Global İşletme Araştırmaları Konferansı (GİAK), 2015-present
  • SSEM EuroConference, Lodz, 2018
  • International Conference in Mathematical Finance and Economics (ICMFE), Istanbul, 2011


Ad Hoc Reviewer

  • Annals of Operations Research (ANOR)
  • Journal of Banking and Finance (JBF)
  • Emerging Markets Finance and Trade (EMFT)
  • Finance Reseach Letters (FRL)
  • Research in International Business and Finance (RIBAF)
  • Borsa Istanbul Review (BIR)
  • Business Economics Research Journal (BERJ)
  • Finans Politik ve Ekonomik Yorumlar (FPEY)
  • Journal of Economics, Finance and Accounting (JEFA)
  • International Economics and Finance Journal (IEFJ)
  • Journal of Capital Markets Studies (JCMS)
  • BDDK Dergisi
  • Aurum Journal of Social Sciences
  • Elsevier (books)
  • Infiniti Conference, 2013
  • International Conference on Numerical Analysis and Applied Mathematics (ICNAAM), 2010
  • TUBITAK (ARDEB, BIDEB and TEYDEB research projects)
  • ITU Arı Teknokent
  • ITUNOVA TTO
  • IU Teknokent (Entertech)


Invited Researcher

  • Université Libre de Bruxelles (ULB), Solvay Business School, 2005 (3 months)


External Member of Dissertation Committee

  • Boğaziçi U
  • Yeditepe U


Consultant

  • Companies at ITU Arı Teknokent