Murat Tiniç

Ph.D. Candidate in Finance


Bilkent University

Faculty of Business Administration

Bilkent 06800 Ankara TURKEY


Email: tinic [at] bilkent.edu.tr

Experience:

  • Visiting Research Fellow, Vrije Universteit Amsterdam, 2018


  • Part-Time Instructor, Bilkent University, 2017
    • MAN 216 - Elements of Finance


  • Teaching and Research Assistant, Bilkent University, 2013 -present
    • MAN 321 - Corporate Finance
    • MAN 424 - Risk Management
    • MAN 525 - Financial Economics

Education:

  • Ph.D. in Finance, Bilkent University, Faculty of Business Administration, 2013-present
  • M.A. in Finance, Sabancı University, Sabancı School of Management, 2012-2013
  • B.Sc. in Industrial Engineering, Bilkent University, Faculty of Engineering, 2007-2012

Research Interests:

  • Market Microstructure
  • Empirical Asset Pricing

Featured Publications:

  • Çelik, D., Tiniç, M. (2018) "InfoTrad: An R package for estimating the probability of informed trading" R Journal, 10:1,31-42.
  • Mahmud, S. F., Tiniç, M. (2018) Herding in Chinese Stock Markets: A Non-Parametric ApproachEmpirical Economics, 55:2, 679-711.
  • Corlu, C. G., Meterelliyoz, M., & Tiniç, M. (2016). “Empirical distributions of daily equity index returns: A comparisonExpert Systems with Applications, 54, 170-192.

Working Papers:

  • Tiniç M., Salih A. (2019) "Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul" Working Paper. Faculty of Business Adminstration, Bilkent University. (Under Revision)

Presentations:

  • INFORMS Annual Meeting, Houston Texas U.S.A - 2017
  • Summer School on Market Microstructure, Universita della Svizzera Italiana, Lugano Switzerland - 2017
  • 18th Workshop on Quantitative Finance, Universita degli Studi di Milano -Bicocca, Milan Italy - 2017
  • Turkish Finance Workshop, Middle East Technical University, Ankara Turkey - 2016