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Contact Information


Adress Istanbul Teknik Universitesi - Isletme Fakultesi - Macka 34367 ISTANBUL - TURKEY
Room B 409
Office Phone +90 212 293 13 00 > 2050/115
Web Address http://www.akademi.itu.edu.tr/ekincicu
E-mail

VITA



PhD in Finance: Université Aix-Marseille III (2006)

Master in Money, Finance & Banking: Université de Paris I – Panthéon-Sorbonne (2001)

BA in Economics: Boğaziçi Üniversitesi (2000)


PhD Thesis: High-Frequency Dynamics in Order-Driven Markets: the Case of Istanbul Stock Exchange


PhD Committee: Claude Bensoussan (Aix-Marseille III), Thierry Foucault (HEC), Roland Gillet (Paris I), Eric Girardin (Aix-Marseille II), Raymond Trémolières (Aix-Marseille III)




WORK EXPERIENCE


Department of Management Engineering

Assistant Professor of Finance (2009-…)

Co-coordinator, ITU-SUNY Dual Diploma Undergraduate Program in Business (2009-2012)


Vice Director (2012-…)

Member of Executive Committee, PhD of Business Administration (2010-…)

Member of Executive Committee, Master of Business Administration (2009-…)

Member of Executive Committee, Master of Business and Technology Management (2009-…)


Conservatoire National des Arts et Métiers (CNAM) - Paris


International Institute of Management (IIM)

Deputy Coordinator of MBA Programs (2006-2008)

Manager of the Academic Simulation & Trading Room (2004-2008)


Department of Economics and Management of Firms

Teaching & Research Assistant (ATER) (2004-2006)



Faculty of Applied Economics

Teaching Assistant (2004)




RESEARCH INTERESTS


Primary

Financial Market Microstructure (liquidity, limit order book, intradaily patterns, algorithmic trading, hedge fund activity, competition between market venues, high-frequency data)

Secondary

Behavioral Finance

Asset Pricing

Risk Measuring

Corporate Finance (financial analysis)




PUBLICATIONS & WORKING PAPERS


Journal Papers

Ekinci, C. and Kayacan, M., 2005. Menkul Kıymet Piyasalarının MikroyapısıÜzerine Bir Çalışma, İşletme, İktisat ve Finans, No 232, 56-69.


Ekinci, C., 2005. Traiter la premiere heure de cotation, Action Future,No 17, 32-37.



Book Chapters

Ekinci, C., Yıldırak, K., Taylan, A.S., 2012. High-frequency Performance of Value at Risk and Expected Shortfall: Evidence from ISE30 Index Futures, in Rethinking Valuation and Pricing Models, Academic Press.


Yıldırak, K., Ekinci, C., 2012. A Review of Market Risk Measures and Computation Techniques, in Rethinking Valuation and Pricing Models, Academic Press.


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, McGraw Hill.


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, CRC Press.

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, CRC Press.


Ekinci, C., 2008. Intraday Liquidity in the Istanbul Stock Exchange, in Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing, Wiley.



Conferences and Workshops

Ekinci, C., Yıldırak, K., Taylan, A.S., 2011. An Evaluation of Risk Measures at High Frequency, (International) Financial Engineering Conference, Izmir University of Economics.


Taylan, A.S., Can, E., Yıldırak, K., Ekinci, C., 2011. VPIN Measure on TURKDEX, (International) Financial Engineering Conference, Izmir University of Economics.


Ansal, H., Ekinci, C., 2009. Finansal Krizde Teknolojinin Rolü, TMMOB Sanayi Kongresi.


Ekinci, C., 2006. A Correlation Analysis of Order Aggressiveness, AFFI Meeting, Poitiers. (WP)


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)




CONFERENCE AND SEMINAR PRESENTATIONS

Okan University, international conference, Istanbul, 2012

Bahçeşehir University, BETAM seminar, Istanbul, 2012

Middle East Technical University, Economics seminar, Ankara, 2012

Istanbul Technical University, Economics seminar, Istanbul, 2012

Izmir University of Economics, international conference, Izmir, 2011

Istanbul Technical University, ICMFE, Istanbul, 2011

Galatasaray University, Economics seminar at GIAM, Istanbul, 2011

CNAM Econometrics Lab Seminar, Paris, 2007

European Doctoral Group in Economics/GREQAM Summer School,Aix-en-Provence, 2007 and 2005

Vietnam Chamber of Commerce and Industry (VCCI) seminar, Paris, 2007 and 2005

Istanbul Stock Exchange, seminar, Istanbul, 2006

French Finance Association (AFFI) conference, Poitiers, 2006

Forecasting Financial Markets Conference, Aix-en-Provence, 2006

International Conference on High-Frequency Finance, Konstanz, 2006

INSEEC workshop, Paris, 2005

RTN MicFinMa Summer School, Konstanz, 2004

French Finance Association conference, Paris, 2003

METU International Conference in Economics VII, Ankara, 2003




COURSES


Current

Investments (Exec. MBA and MSc) - ITU

Financial Markets & Institutions (BSc) - ITU

Securities and Portfolio Management (BSc) - ITU

Corporate Finance (MBA) - ITU / Doğuş

Financial Management (MBA and BSc) - ITU

Financial Accounting (MBA and BSc) - ITU

Introduction to Market Microstructure (MA) - Aix-Marseille II (Erasmus TSM Program)

Integrated Systems Design (BSc) - ITU


Past

Corporate Finance (MBA) - Bahçeşehir

Financial Markets & Trading Techniques (MBA) - CNAM

Introduction to Financial Markets (MBA) - CNAM

Financial Markets Workshop (BSc) - ENPC Engineering School

Financial Markets and Portfolio Management (MBA) - INSEEC Business School




OTHER


Member of the Scientific Committee

International Conference in Mathematical Finance and Economics (ICMFE), ITU, 2011.


Invited Researcher (3 months)

Université Libre de Bruxelles (ULB), Solvay Business School, 2005.


Consultant

at ITU Teknokent