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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




EDUCATION

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

Associate Professor of Finance (2015-…)

Assistant Professor of Finance (2009-2015)

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


Vice Director (2012-2014)

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 AREAS


Primary

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

Secondary

Behavioral Finance

Asset Pricing

Risk Measuring

Corporate Finance




PUBLICATIONS & WORKING PAPERS


Journal Papers

İpek, S., Ekinci, C., 2017. Sermaye Piyasaları Altyapı Kurumlarının Endüstriyel Yapılanması (Industrial Organization of Capital Markets Infrastructure Institutions), Finans Politik ve Ekonomik Yorumlar, Cilt 54, Sayı 623, 77-96.


Çobandağ Güloğlu, Z., Ekinci, C., 2016. A comparison of bid-ask spread proxies: evidence from Borsa Istanbul futures, Journal of Economics, Finance and Accounting, Vol 3, Issue 3, 244-254.


Ersan, O., Ekinci, C., 2016. Level of Algorithmic and High-frequency Trading in Borsa Istanbul, Borsa Istanbul Review, 16(4), 233-248.


Ekinci, C., Erdamar, E.H., 2014. Türkiye'de Pay Getirileri ve Tahvil Faizi Değişimleri Arasındaki İlişki (The Relation between Stock Returns and Changes in Bond Yield in Turkey), Doğuş University Journal, 15(2), 235-246.


Ekinci, C. and Kayacan, M., 2005. Menkul Kıymet Piyasalarının Mikroyapısı Üzerine Bir Çalışma (Microstructures in Asset Markets), İşletme, İktisat ve Finans, No 232, 56-69.


Ekinci, C., 2005. Traiter la premiere heure de cotation (The First Hour of Trading), Action FutureNo 17, 32-37.



Book Chapters

Akyıldırım, E., Altarovici, A., Ekinci, C., 2015. Effects of Firm-Specific Public Announcements on Market Dynamics: Implications for High-Frequency Traders, in Handbook of High Frequency Trading, Academic Press (Elsevier).


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 (The Role of Technology in the Financial Crisis), 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


CNAM, MBA seminar, Paris, 2017

Boğaziçi University BUFE, Istanbul, 2016 and 2013

Turkish Capital Markets Association Conference, Istanbul, 2016

Turkish Capital Markets Association seminar on Algorithmic Trading, Istanbul, 2016

Middle East Technical University, 55th Meeting of EGWCFM, Ankara, 2015

Borsa Istanbul Finance and Economics Conference (BIFEC), Istanbul, 2015

EconAnadolu Conference, Eskişehir, 2013

Okan University, Economics seminar, Istanbul, 2013

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 (GIAM), Istanbul, 2011

İş Yatırım Finans Atölyesi, Istanbul, 2010

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

Financial Market Microstructure (PhD) - ITU

Investments (Exec. MBA and MSc) - ITU

Financial Markets & Institutions (BSc) - ITU

Financial Assets and Portfolio Management (BSc) - ITU

Financial Management (MBA and BSc) - ITU

Financial Accounting (MBA and BSc) - ITU

Introduction to Market Microstructure (MA) - Aix-Marseille U (Erasmus+)


Past

International Financial Markets (MA) – Boğaziçi U (Econfin)

Integrated Systems Design (BSc) - ITU

Corporate Finance (MBA) - ITU

Corporate Finance (MBA) - Doğuş U

Corporate Finance (MBA) - Bahçeşehir U

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

Finans Politik ve Ekonomik Yorumlar (2016-     )

Journal of Economics, Finance and Accounting (2015-     )

Global İşletme Araştırmaları Konferansı (GIAK), (2015-     )

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


Ad Hoc Reviewer

Annals of Operations Research (ANOR)

Emerging Markets Finance and Trade (EMFT)

Business Economics Research Journal (BERJ)

Finans Politik ve Ekonomik Yorumlar (FPEY)

Journal of Economics, Finance and Accounting (JEFA)

International Economics and Finance Journal (IEFJ)

BDDK Dergisi

Elsevier (books)

Infiniti Conference, 2013

International Conference on Numerical Analysis and Applied Mathematics (ICNAAM), 2010

TUBITAK projects

ITU Arı Teknokent

ITUNOVA

IU Teknokent (Entertech)


Invited Researcher

Université Libre de Bruxelles (ULB), Solvay Business School, 2005 (3 months)


External Member of Dissertation Committee
Boğaziçi U
Yeditepe U

Consultant

Companies at ITU Arı Teknokent