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.
- 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.).
- Aramonte, Sirio, Cecilia Caglio, and Tugkan Tuzun (2017). "Synthetic ETFs," FEDS Notes 2017-08-10. Board of Governors of the Federal Reserve System (U.S.).
- 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.).
- Kyle, Albert S., Anna A. Obizhaeva, Nitish Ranjan Sinha, and Tugkan Tuzun (2017). "News Articles and Equity Trading," CEFIR / NES Working Paper, no. 233. Centre for Economic and Financial Research at New Economic School.
- Kyle, Albert Sidney, Anna A. Obizhaeva, Nitish Ranjan Sinha, and Tugkan Tuzun (2012). "News Articles and the Invariance Hypothesis," AFA 2012 Chicago Meetings Paper, Midwest Finance Association 2012 Annual Meetings Paper.
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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