Khaladdin Rzayev
Lecturer in Finance
The University of Edinburgh, United Kingdom
Koc University, Turkey
Khaladdin's research agenda focuses on market microstructure and financial econometrics.
Lecturer in Finance
The University of Edinburgh, United Kingdom
Koc University, Turkey
Khaladdin's research agenda focuses on market microstructure and financial econometrics.
Journal of Financial Economics, 159, 103900
Journal of Financial Markets, 66, 100853
The British Accounting Review, 55 (4),101171
Does the increased prevalence of algorithmic trading (AT) produce real economic effects? We find that AT contributes to managerial learning by...
Using a comprehensive panel of 2,969,829 stock-day data provided by the Securities and Exchange Commission (MIDAS), we find that HFT activity in the...
We exploit the exogenous shock of the COVID-19 pandemic on financial markets and regulatory restrictions on dark trading to investigate how volatility...