Price discovery and liquidity characteristics for US electronic futures and ETF markets
Using high-frequency datasets, we examine price discovery and its determinants for
equivalent instruments across futures markets, electronically traded exchange-traded funds (ETFs), …
equivalent instruments across futures markets, electronically traded exchange-traded funds (ETFs), …
Understanding spread in the electronic futures markets: financial crisis perspective
This article analyses bid–ask spreads in US electronic futures markets around the recent
financial crisis. We decompose the bid–ask spread into three components – order processing, …
financial crisis. We decompose the bid–ask spread into three components – order processing, …
Microstructure Characteristics of US Futures Markets
AS Oztekin - 2014 - digitalcommons.fiu.edu
Prior finance literature lacks a comprehensive analysis of microstructure characteristics of
US futures markets due to the lack of data availability. Utilizing a unique data set for five …
US futures markets due to the lack of data availability. Utilizing a unique data set for five …
The Anatomy of a Crash: Liquidity Black Holes and ETF Options During the Flash Crash of 2010
S Strobl, A Oztekin, RT Daigler - Review of Futures Markets, 2013 - papers.ssrn.com
We analyze the behavior of both the bid-ask spread and the depth of ETF options during the
May 6th, 2010 Flash Crash. During the Flash Crash stub quotes (maximum quote size …
May 6th, 2010 Flash Crash. During the Flash Crash stub quotes (maximum quote size …
Governance and Liquidity Commonality in Asset Pricing
Governance characteristics are potentially a proxy for information asymmetry that may be
better captured by the market liquidity of a company’s shares. Although liquidity has been …
better captured by the market liquidity of a company’s shares. Although liquidity has been …
Governance and Adverse Selection
S Strobl, A Oztekin - International Journal of Finance (2017), 2017 - papers.ssrn.com
In this paper, we argue that better corporate governance may reduce information asymmetries
among investors. We find that corporate governance affects asset pricing and returns …
among investors. We find that corporate governance affects asset pricing and returns …
[HTML][HTML] Which scale is more useful to detect diabetic neuropathic pain?: A cross-sectional study
Z Ünlütürk, SNS Öztekin, H Alkan, H Şenol… - BMC Endocrine …, 2022 - Springer
Background Diabetic neuropathy is one of the most common causes of neuropathic pain.
LANSS, sLANSS, DN4 and painDETECT are scales which are commonly used worldwide. …
LANSS, sLANSS, DN4 and painDETECT are scales which are commonly used worldwide. …
In silico approach to inhibition of tyrosinase by ascorbic acid using molecular docking simulations
…, I Erdogan Orhan, N Subutay Oztekin… - Current Topics in …, 2014 - ingentaconnect.com
Current evidence suggests that endogenous dopamine may act as a neurotoxin following
its oxidation to an oquinone and reaction with cellular thiols, which are neutoxic, which may …
its oxidation to an oquinone and reaction with cellular thiols, which are neutoxic, which may …
[HTML][HTML] The association of depression, loneliness and internet addiction levels in patients with acne vulgaris
C Öztekin, A Öztekin - BioPsychoSocial Medicine, 2020 - Springer
Background Acne vulgaris is a very common skin disorder that has negative effects on the
mood, self image and social relations of the patients. We want to evaluate the effects of acne …
mood, self image and social relations of the patients. We want to evaluate the effects of acne …