Concepedia

Tugkan Tuzun

TT

Statistics

Publications

7

Citations

1.2K

H-Index

7

Active since

2011

Affiliations

Federal Reserve Board of Governors(Current)

Federal Reserve

University of Maryland, College Park

New Economic School

Tugkan Tuzun is an author at Federal Reserve Board of Governors specializing in high-frequency trading, algorithmic trading, and financial crisis.

ORCID

Top concepts

Publications per year

2011–2020

7

Publications

7

The Flash Crash: High‐Frequency Trading in an Electronic Market

Andrei Kirilenko, Albert S. Kyle, Mehrdad Samadi et al. · The Journal of Finance · 2017 · 738 citations · Full text

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The Flash Crash: The Impact of High Frequency Trading on an Electronic Market

Andrei Kirilenko, Tugkan Tuzun · SSRN Electronic Journal · 2011 · 404 citations · Full text

Are Leveraged and Inverse ETFs the New Portfolio Insurers?

Tugkan Tuzun · SSRN Electronic Journal · 2013 · 29 citations · Full text

News Articles and the Invariance Hypothesis

Albert S. Kyle, Anna A. Obizhaeva, Nitish Ranjan Sinha et al. · SSRN Electronic Journal · 2012 · 13 citations · Full text

Arbitrage and Liquidity: Evidence from a Panel of Exchange Traded Funds

David Rappoport, Tugkan Tuzun · Finance and Economics Discussion Series · 2020 · 12 citations · Full text

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