Gökhan Cebiroglu

University of Vienna, Faculty of Business and Economics

Postdoctoral Fellow

Oskar-Morgenstern-Platz 1

Vienna, 1090

Austria

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 39,921

SSRN RANKINGS

Top 39,921

in Total Papers Downloads

1,372

SSRN CITATIONS

3

CROSSREF CITATIONS

5

Scholarly Papers (8)

1.

Local Mispricing and Microstructural Noise: A Parametric Perspective

Number of pages: 46 Posted: 23 Feb 2017 Last Revised: 29 Sep 2020
Northwestern University - Kellogg School of Management, University of Vienna - Faculty of Business, Economics and Statistics, University of Vienna, Faculty of Business and Economics and University of Vienna - Department of Statistics and Operations Research
Downloads 437 (79,116)
Citation 5

Abstract:

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Volatility estimation; market microstructure noise; price reversal; momentum trading; contrarian trading

2.

Does Hidden Liquidity Harm Price Efficiency?

Number of pages: 57 Posted: 04 Aug 2013 Last Revised: 30 Aug 2014
Gökhan Cebiroglu, Nikolaus Hautsch and Ulrich Horst
University of Vienna, Faculty of Business and Economics, University of Vienna - Department of Statistics and Operations Research and Humboldt University of Berlin
Downloads 251 (145,523)
Citation 2

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Liquidity Coordination, Signalling, Pre-announcements, Hidden Liquidity, Limit Order Books, Liquidity Externalities

3.

Optimal Order Exposure and the Market Impact of Limit Orders

Number of pages: 33 Posted: 02 Feb 2012 Last Revised: 21 Feb 2017
Gökhan Cebiroglu and Ulrich Horst
University of Vienna, Faculty of Business and Economics and Humboldt University of Berlin
Downloads 196 (184,064)

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hidden liquidity, Iceberg orders, hidden orders, limit order book, market impact, front-running, transparency, order flow, high-frequency trading

4.

Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?

CFS Working Paper, No. 468
Number of pages: 60 Posted: 04 Oct 2014
Gökhan Cebiroglu, Nikolaus Hautsch and Ulrich Horst
University of Vienna, Faculty of Business and Economics, University of Vienna - Department of Statistics and Operations Research and Humboldt University of Berlin
Downloads 153 (227,946)

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liquidity externalities, order flow, trade signaling, limit order book

5.

Determinants and Impact of Hidden Liquidity: Evidence from NASDAQ ModelView Data

Number of pages: 25 Posted: 31 Jul 2013 Last Revised: 22 Aug 2013
Gökhan Cebiroglu and Ulrich Horst
University of Vienna, Faculty of Business and Economics and Humboldt University of Berlin
Downloads 135 (252,305)

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limit order market, transparency, hidden liquidity, trading frictions, market impact, iceberg orders, limit order book markets, market microstructure

6.

Optimal Order Display in Limit Order Markets with Liquidity Competition

Number of pages: 31 Posted: 16 Jan 2015
Gökhan Cebiroglu and Ulrich Horst
University of Vienna, Faculty of Business and Economics and Humboldt University of Berlin
Downloads 109 (294,986)
Citation 1

Abstract:

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Hidden Liquidity, Liquidity Competition, Limit Order Book, Market Impact, Order Flow Dynamics, High-Frequency Trading, Order-Imbalance

7.

On the Relationship of Money Supply, Consumer Demand and Debt

Number of pages: 15 Posted: 25 Feb 2017 Last Revised: 30 Apr 2017
Gökhan Cebiroglu and Stephan Unger
University of Vienna, Faculty of Business and Economics and Saint Anselm College
Downloads 47 (467,493)

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Monetary policy, fiscal policy, inflation, money supply, debt deflation, GDP, T-bills

8.

Revisiting the Stealth Trading Hypothesis: Does Time-Varying Liquidity Explain the Size-Effect?

CFS Working Paper, No. 625, 2019
Number of pages: 58 Posted: 07 Sep 2019
Gökhan Cebiroglu, Nikolaus Hautsch and Christopher Walsh
University of Vienna, Faculty of Business and Economics, University of Vienna - Department of Statistics and Operations Research and TU Dortmund University
Downloads 44 (480,186)
Citation 2

Abstract:

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stealth trading, price impact, liquidity elasticity, limit order book