Photo of Tugkan  Tuzun

Tugkan Tuzun

Education

  • Ph.D., Finance, University of Maryland, 2011
  • M.A., Economics, University of Virginia, 2006
  • B.A., Economics, Bogazici University, 2004
Current Research Topics
  • ETFs, High Frequency Trading and Market Liquidity
  • Institutional Asset Management
  • Economist

    Board of Governors of the Federal Reserve System

    2011 - present
  • Research Associate

    U.S. Commodity Futures Trading Commission

    2010 - 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.).
  • conference

    June 2011

    Western Finance Association

    Trading Game Invariance in the TAQ Dataset

  • conference

    December 2010

    NBER Market Microstructure Meeting

    The Flash Crash: The Impact of High Frequency Trading on an Electronic Market

  • conference

    January 2012

    American Finance Association Meeting

    News Articles and the Invariance Hypothesis

  • conference

    December 2014

    Paris December Finance Meeting

    Are Leveraged and Inverse ETFs the New Portfolio Insurers?

Awards
  • 2011

    Q Group

    Roger F. Murray First Prize

  • 2012

    FMA Europe

    Best Paper

Conference Organization
  • 2016 | Atlanta

    Midwest Finance Conference

    Paper Reviewer

Referee
  • 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
  • Iktisat ve Isletme
Last update: July 10, 2017