Yayınlar & Eserler

SCI, SSCI ve AHCI İndekslerine Giren Dergilerde Yayınlanan Makaleler

Diğer Dergilerde Yayınlanan Makaleler

Hakemli Kongre / Sempozyum Bildiri Kitaplarında Yer Alan Yayınlar

An Opening Price Based Day Trading Strategy for Fast Traders

Forecasting Financial Markets Conference, Rennes, Fransa, 14 - 16 Haziran 2023

Do corporate factors tell about market liquidity of stocks? A worldwide analysis

Forecasting Financial Markets Conference, Milan, İtalya, 29 Haziran - 01 Temmuz 2022

High-frequency Trading Regulations: When and How to?

39th EBES Conference, Roma, İtalya, 6 - 08 Nisan 2022, ss.28

Information Arrival and Efficiency in Bitcoin Market

Global Business Research Congress, İstanbul, Türkiye, 10 - 11 Haziran 2021, cilt.13, ss.96

Does Regional Google Search Volume Contain Private Information?

International Symposium on Economics, Finance and Econometrics, Hatay, Türkiye, 5 - 07 Eylül 2019, ss.10

Cost and Pricing Structures of Capital market infrastructure Institutions: A Closer Look at Integration

European Financial Management Association 2019 Annual Conference, Ponta-Delgada, Portekiz, 26 - 29 Haziran 2019

A Comprehensive Analysis of Investor Types in Borsa Istanbul

28th EBES Conference, Coventry, İngiltere, 29 - 31 Mayıs 2019

Closing Price Manipulation and Liquidity

Global Business Research Congress, İstanbul, Türkiye, 30 - 31 Mayıs 2019

High-Frequency Trading and Market Quality: Case of a ”Slightly Exposed” Market

Financial Econometrics Conference: Market Microstructure, Limit Order Books and Derivative Markets, Lancaster, İngiltere, 13 - 14 Eylül 2018

Google Search and Stock Returns

Global Business Research Conference 2018, İstanbul, Türkiye, 24 Mayıs 2018

Trading in Spot vs Futures: The Effect of Tick Size

Istanbul Finance Congress, İstanbul, Türkiye, 2 - 03 Kasım 2017

Capital Structure of Dow Jones Islamic Market World Index Firms

Borsa Istanbul Finance and Economics Conference, İstanbul, Türkiye, 1 - 02 Ekim 2015

Levels of Algorithmic and High Frequency Trading in Borsa Istanbul

Borsa Istanbul Economics and Finance Conference, İstanbul, Türkiye, 1 - 02 Ekim 2015

A Comparison of Effective Bid Ask Spread Proxies Evidence from Borsa Istanbul Futures

55th Meeting of European Working Group for Commodities and Financial Modelling (EWGCFM), Ankara, Türkiye, 14 - 16 Mayıs 2015, ss.5

Market Dynamics of Borsa Istanbul Stocks around US Macroeconomic News Releases

55th Meeting of EWGCFM, METU, Ankara, Türkiye, 14 - 15 Mayıs 2015, ss.5-6

An Evaluation of Risk Measures at High Frequency

Financial Engineering Conference, İzmir, Türkiye, 20 - 21 Kasım 2011, ss.1

VPIN Measure on TURKDEX

Financial Engineering Conference, İzmir, Türkiye, 20 - 21 Ekim 2011, ss.1-9

Commonality in Intermarket Liquidity: A Single Country Case

International Conference on Mathematical Finance and Economics, İstanbul, Türkiye, 6 - 08 Temmuz 2011, ss.55

Finansal Krizde Teknolojinin Rolü

TMMOB Sanayi Kongresi, Ankara, Türkiye, 11 - 12 Aralık 2009, ss.9-10

A Correlation Analysis of Order Aggressiveness

AFFI Meeting, Poitiers, Fransa, 26 - 27 Haziran 2006

Kitap & Kitap Bölümleri

Effects of Firm-Specific Public Announcements on Market Dynamics: Implications for High-Frequency Traders

Handbook of High Frequency Trading, Greg Gregoriou, Editör, Academic Press (Elsevier), ss.305-326, 2015

A Review of Market Risk Measures and Computation Techniques

Rethinking Valuation and Pricing Models, Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou, Editör, Academic Press (Elsevier), ss.283-302, 2012

High-frequency Performance of Value at Risk and Expected Shortfall: Evidence from ISE30 Index Futures

Rethinking Valuation and Pricing Models, Carsten S. Wehn,Christain Hoppe,Greg N. Gregoriou, Editör, Academic Press , Oxford, ss.303-315, 2012

The Effects of Different Parameter Estimation Methods on Option Pricing

The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets, Greg Gregoriou Christian Hoppe Carsten Wehn, Editör, McGraw Hill Higher Education , New York, ss.125-140, 2010

Seasonality and the Relation between Volatility and Returns: Evidence from Turkish Financial Markets

Stock Market Volatility, Greg N. Gregoriou, Editör, CRC, New York , New York, ss.499-516, 2009

Indices, Price Book, Price Earnings, and Dividend Yield Ratios in Emerging Financial Markets

Emerging Markets Performance Analysis and Innovation, GREG N. GREGORIU, Editör, Taylor and Francis, New-York, ss.95-115, 2009

Intraday Liquidity in the Istanbul Stock Exchange

Stock Market Liquidity Implications for Market Microstructure and Asset Pricing, François-Serge Lhabitant,Greg N. Gregoriou, Editör, John Wiley & Sons, West Sussex, UK , New Jersey, ss.77-94, 2008

Metrikler

Yayın

52

Atıf (WoS)

44

H-İndeks (WoS)

5

Atıf (Scopus)

60

H-İndeks (Scopus)

4

Proje

4

Tez Danışmanlığı

9

Açık Erişim

1
BM Sürdürülebilir Kalkınma Amaçları