Meet the Economists
- Ph.D., Finance, University of Maryland, 2011
- M.A., Economics, University of Virginia, 2006
- B.A., Economics, Bogazici University, 2004
- ETFs, High Frequency Trading and Market Liquidity
- Institutional Asset Management
Board of Governors of the Federal Reserve System2011 - present
U.S. Commodity Futures Trading Commission2010 - 2011
- Kirilenko, Andrei, Albert S. Kyle, Mehrdad Samadi, and Tugkan Tuzun (2017). "The Flash Crash: High Frequency Trading in an Electronic Market," Journal of Finance, vol. 72, no. 3, pp. 967–998.
- Kyle, Albert S., Anna A. Obizhaeva, and Tugkan Tuzun (2016). "Microstructure Invariance in U.S. Stock Market Trades," Finance and Economics Discussion Series 2016-034. Board of Governors of the Federal Reserve System (U.S.).
- Tuzun, Tugkan (2013). "Are Leveraged and Inverse ETFs the New Portfolio Insurers?" Finance and Economics Discussion Series 2013-48. Board of Governors of the Federal Reserve System (U.S.).
Western Finance Association
Trading Game Invariance in the TAQ Dataset
NBER Market Microstructure Meeting
The Flash Crash: The Impact of High Frequency Trading on an Electronic Market
American Finance Association Meeting
News Articles and the Invariance Hypothesis
Paris December Finance Meeting
Are Leveraged and Inverse ETFs the New Portfolio Insurers?
Roger F. Murray First Prize
2016 | Atlanta
Midwest Finance Conference
- Journal of Finance
- Management Science
- Journal of Financial Markets
- Journal of Banking and Finance
- Journal of Futures Markets
- Journal of Financial Services Research
- Financial Review
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