Concepedia

Khaladdin Rzayev

KR

6

Publications

202

Citations

6

H-Index

2019

Active since

Affiliations

University of Edinburgh(Current)

Systemic Risk Centre

London School of Economics and Political Science

Koç University

University of Amsterdam

Khaladdin Rzayev is an author at University of Edinburgh specializing in market microstructure, algorithmic trading, and business.

ORCID

Top concepts

Publications per year

2019–2024

6

Publications

6

Nonstandard Errors

Albert J. Menkveld, Anna Dreber, Felix Holzmeister et al. · The Journal of Finance · 2024 · 79 citations · Full text

More heat than light: Investor attention and bitcoin price discovery

Gbenga Ibikunle, Frank McGroarty, Khaladdin Rzayev · International Review of Financial Analysis · 2020 · 54 citations · Full text

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A state-space modeling of the information content of trading volume

Khaladdin Rzayev, Gbenga Ibikunle · Journal of Financial Markets · 2019 · 28 citations · Full text

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High-frequency trading in the stock market and the costs of options market making

Mahendrarajah Nimalendran, Khaladdin Rzayev, Satchit Sagade · Journal of Financial Economics · 2024 · 18 citations · Full text

Volatility, Dark Trading and Market Quality: Evidence from the 2020 COVID-19 Pandemic-Driven Market Volatility

Gbenga Ibikunle, Khaladdin Rzayev · SSRN Electronic Journal · 2020 · 13 citations · Full text

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