VITA
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EDUCATION
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PhD in Finance: Université Aix-Marseille III (2006)
(2006)
Master in Money, Finance & Banking: Université de Paris I - Panthéon-Sorbonne (2001)
2001)
BA in Economics: Boğaziçi Üniversitesi (2000)
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)
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WORK EXPERIENCE
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Assistant Professor of Finance (2009- )
Istanbul Technical University (ITU)
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Department of Management Engineering
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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
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Division of Economics and Management of Firms & International Institute of Management (IIM)
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Teaching Assistant (2004)
Université Aix-Marseille III
Department of Management
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RESEARCH INTERESTS
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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
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PUBLICATIONS & WORKING PAPERS
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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.
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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)
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CONFERENCE AND SEMINAR PRESENTATIONS
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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.
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COURSES
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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
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Invited Researcher (3 months)
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Université Libre de Bruxelles (ULB), Solvay Business School, 2005.
Invited Seminars & Talks
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- 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.
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