Khaladdin Rzayev

136 posts

Khaladdin Rzayev

Khaladdin Rzayev

@KhaladdinR

Senior Lecturer in Finance

London, England เข้าร่วม Temmuz 2014
374 กำลังติดตาม150 ผู้ติดตาม
Khaladdin Rzayev รีทวีตแล้ว
Department for Science, Innovation and Technology
Department for Science, Innovation and Technology@SciTechgovuk·
Free AI training is now available for every adult in the UK 🇬🇧 We're partnering with leading tech companies to upskill 10 million workers by 2030 – the biggest targeted training programme since the Open University. Find the right course for you: orlo.uk/OwHzP
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Fariz Huseynli
Fariz Huseynli@FarizHseynli1·
I am happy to share that our paper (with @KhaladdinR and Aliyev N.) on Algo trading and its effects on corporate investment behavior has been published in @JCorpFin. It is my first paper connecting microstructure and corporate finance. sciencedirect.com/science/articl…
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Khaladdin Rzayev@KhaladdinR·
In contrast, FX markets have reduced the spread without a corresponding increase in illiquidity episodes.
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Khaladdin Rzayev@KhaladdinR·
While the average bid-ask spread has significantly declined across stock, FX and government bond markets over the past 25 years, indicating improved average liquidity, the higher moments of the distribution (skewness and kurtosis) have increased in equity and bond markets.
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Alex Edmans
Alex Edmans@aedmans·
A really cool GPT to evaluate a paper according to the three criteria (Contribution, Execution, and Exposition) in my "Learning From 1,000 Rejections" essay and provide specific, actionable feedback. Created by Jukka Sihvonen. chatgpt.com/g/g-6736e9f108…
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The Nobel Prize
The Nobel Prize@NobelPrize·
BREAKING NEWS The Royal Swedish Academy of Sciences has decided to award the 2024 Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel to Daron Acemoglu, Simon Johnson and James A. Robinson “for studies of how institutions are formed and affect prosperity.” #NobelPrize
The Nobel Prize tweet media
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Khaladdin Rzayev
Khaladdin Rzayev@KhaladdinR·
Excited to be hosting the Market Microstructure Summer School in Edinburgh, again!
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Khaladdin Rzayev@KhaladdinR·
It's time to celebrate! Our paper has been officially accepted by the Journal of Financial Economics @J_Fin_Economics. The process took just over a year, with most of the time spent on our desk for revisions. Kudos to the editorial and review team for their super-fast process!
Khaladdin Rzayev tweet media
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Khaladdin Rzayev@KhaladdinR·
4. Our results have implications for understanding the information production process in financial markets. Please feel free to send us your feedback!
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Khaladdin Rzayev@KhaladdinR·
3. While liquidity-demanding HFT activities demonstrate a decreasing and convex pattern with market depth, liquidity-supplying HFT activities exhibit an increasing and concave relationship with market depth.
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Khaladdin Rzayev
Khaladdin Rzayev@KhaladdinR·
Excited to share our new working paper on high-frequency trading and machine learning, now available! with @gbengaibikunle and Ben Moews Link to paper: papers.ssrn.com/sol3/papers.cf… Story and key findings:
SSRN@SSRN

Can #MachineLearning Unlock New Insights into High-Frequency #Trading? The authors design & train machine learning models to capture the nonlinear interactions between financial market dynamics & high-frequency trading activity spkl.io/601944JBX @gbengaibikunle

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Alejandro Lopez-Lira
Alejandro Lopez-Lira@alejandroll10·
My second post is out! Human-Level Referee Reports Using Claude, Not ChatGPT How to obtain harsh, helpful referee reports to improve your research; and why large context windows enable a comprehensive understanding of texts. Link ⬇️
Alejandro Lopez-Lira tweet media
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ค้นพบ

@JCorpFin @aquilotto978 @SatchitSagade @J_Fin_Economics @HaskayneSchool @rotmanschool @UTMManagement @IMIUofT