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Contact Information


Adress Istanbul Teknik Universitesi - Isletme Fakultesi - Macka 34367 ISTANBUL - TURKEY
Room B 409
Office Phone +90 212 293 13 00 > 2050/115
Web Address http://www.akademi.itu.edu.tr/ekincicu
E-mail

VITA


 

 

EDUCATION

 

PhD in Finance: Université Aix-Marseille III (2006)

Master in Money, Finance & Banking: Université de Paris I - Panthéon-Sorbonne (2001)

BA in Economics: Boğaziçi Üniversitesi (2000)

 

PhD Thesis: High-Frequency Dynamics in Order-Driven Markets: the Case of Istanbul Stock Exchange

 

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

 

 

 

WORK EXPERIENCE

 

Assistant Professor of Finance (2009-       )

Istanbul Technical University (ITU)

Department of Management Engineering

 

Deputy Coordinator of MBA Programs and Manager of the Academic Simulation & Trading Room (2006-2008)

Teaching & Research Assistant (2004-2006)

Conservatoire National des Arts et Métiers (CNAM) - Paris

Division of Economics and Management of Firms & International Institute of Management (IIM)

 

Teaching Assistant (2004)

Université Aix-Marseille III

Department of Management

 

 

 

RESEARCH INTERESTS

 

Financial Market Microstructure (liquidity, limit order book, intradaily patterns, algorithmic trading, hedge fund activity, competition between market venues, high-frequency data)

 

Behavioral Finance

 

Corporate Finance

 

 

 

PUBLICATIONS & WORKING PAPERS

 

İltüzer Samur, Z., Ekinci, C., Taş, O., 2010. The Effects of Different Parameter Estimation Methods on Option Pricing: An Empirical Analysis, in Risk Modeling Evaluation Handbook, edited by G. Gregoriou, C. Hoppe, C.S. Wehn, McGraw Hill.

 

Ansal, H., Ekinci, C., 2009. Finansal Krizde Teknolojinin Rolü, TMMOB Sanayi Kongresi.

 

Taş, O., Ekinci, C., Tokmakçıoğlu, K., 2009. Indices and Price Book, Price Earnings, and Dividend Yield Ratios in Emerging Financial Markets, in Emerging Markets: Performance, Analysis and Innovation, edited by G. Gregoriou, Chapman & Hall.

 

Taş, O., Ekinci, C. and İltüzer, Z., 2009. Seasonality and the Relation between Volatility and Returns: Evidence from Turkish Financial Markets, in Stock Market Volatility, edited by G. Gregoriou, Chapman & Hall.

 

Ekinci, C., 2008. Intraday Liquidity in the Istanbul Stock Exchange, in Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing, edited by F.-S. Lhabitant and G. Gregoriou, Wiley.

 

Ekinci, C., 2006. A Correlation Analysis of Order Aggressiveness, International Conference in High-Frequency Finance, Konstanz. (WP)

 

Ekinci, C. and Kayacan, M., 2005. Menkul Kıymet Piyasalarının Mikroyapısı Üzerine Bir Çalışma, İşletme, İktisat ve Finans, No 232, p. 56-69.

 

Ekinci, C., 2005. Limit Order Book Reconstruction and Beyond, EDGE-GREQAM Summer School, Aix-en-Provence. (WP)

Ekinci, C., 2003. A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange, METU Conference in Economis VII, Ankara. (WP)

 

 

 

CONFERENCE AND SEMINAR PRESENTATIONS

 

European Doctoral Group in Economics (EDGE) - GREQAM Summer School, Aix-en-Provence, 2007.

CNAM Econometrics Lab Seminar, Paris, 2007.

French Finance Association (AFFI) Meeting, Poitiers, 2006.

Forecasting Financial Markets Conference, Aix-en-Provence, 2006.

International Conference on High-Frequency Finance, Konstanz, 2006.

EDGE - GREQAM Summer School, Aix-en-Provence, 2005.

RTN MicFinMa Summer School, Konstanz, 2004.

French Finance Association Meeting, Paris, 2003.

METU International Conference in Economics VII, Ankara, 2003.

 

 

 

COURSES

 

Investments (Exec. MBA and MSc) - ITU

Financial Markets & Institutions (BA) - ITU

Securities and Portfolio Management (BSc) - ITU

Corporate Finance (MA) - ITU

Financial Management (BSc and MA) - ITU

Financial Accounting (MA and BA) - ITU

Financial Markets & Trading Techniques (MBA) - CNAM

Introduction to Financial Markets (MA and MBA) - CNAM

Introduction to Market Microstructure (MA) - U Aix-Marseille II

Financial Markets Workshop (BSc) - ENPC Engineering School

Financial Markets and Portfolio Management (MA) - INSEEC Business School

 

 

OTHER

 

Invited Researcher (3 months)

Université Libre de Bruxelles (ULB), Solvay Business School, 2005.

 

Invited Seminars & Talks

- Using Electronic Trading Platforms, EDGE Summer School, Aix-en-Provence, 2007.

- Seminars on Financial Markets to Vietnam Chamber of Commerce (VCCI) members, Paris, 2005 and 2007.

- Trading Systems of Securities Markets, Istanbul Stock Exchange, 2006.

- Intradaily Patterns in Financial Markets, INSEEC Paris, 2005.