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Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul

Tiniç, Murat; Altay-Salih, Aslihan - In: Applied economics 52 (2020) 13, pp. 1446-1459

Persistent link: https://www.econbiz.de/10012197543

Informed traders' arrival in foreign exchange markets : does geography matter?

Gençay, Ramazan; Gradojevic, Nikola; Olsen, Richard; … - In: Empirical economics : a journal of the Institute for … 49 (2015) 4, pp. 1431-1462

Persistent link: https://www.econbiz.de/10011377058

Private information and its origins in an electronic foreign exchange market

Gençay, Ramazan; Gradojevic, Nikola - In: Economic modelling 33 (2013), pp. 86-93

Persistent link: https://www.econbiz.de/10010192040

Hierarchical information and the rate of information diffusion

Xue, Yi; Gençay, Ramazan - In: Journal of economic dynamics & control 36 (2012) 9, pp. 1372-1401

Persistent link: https://www.econbiz.de/10009655665

Informativeness of trade size in foreign exchange markets

Gradojevic, Nikola; Erdemlioglu, Deniz; Gençay, Ramazan - In: Economics letters 150 (2017), pp. 27-33

Persistent link: https://www.econbiz.de/10011762076

Proprietary Trading and the Information Advantage of Brokers in Order-Driven Markets

Tiniç, Murat; Savaser, Tanseli; Salih, Aslıhan - 2022

We examine whether brokers in order-driven markets possess an information advantage over their customers. We compare the price impact of proprietary trades to customer trades in Borsa Istanbul. We find an asymmetric effect: While proprietary buy trades lead to a significant price response...

Persistent link: https://www.econbiz.de/10013404708