Khaladdin Rzayev

Research Officer, Systemic Risk Centre, LSE

Khaladdin's research agenda focuses on market microstructure and financial econometrics.

Publications

Discussion Papers
Apr 2020
DP 95
Gbenga Ibikunle and Khaladdin Rzayev
We exploit the exogenous shock of the COVID-19 pandemic on financial markets and regulatory restrictions on dark trading to investigate how volatility drives dark market share and trader venue selection. We find that, consistent with theory,...