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Nimalendran, Mahendrarajah, Rzayev, Khaladdin and Sagade, Satchit (2024) High-frequency trading in the stock market and the costs of options market making. Journal of Financial Economics, 159. ISSN 0304-405X
Menkveld, Albert J., Dreber, Anna, Holzmeister, Felix, Huber, Juergen, Johannesson, Magnus, Kirchler, Michael, Neusüß, Sebastian, Razen, Michael, Weitzel, Utz, Abad-Díaz, David, Abudy, Menachem, Adrian, Tobias, Ait-Sahalia, Yacine, Akmansoy, Olivier, Alcock, Jamie T., Alexeev, Vitali, Aloosh, Arash, Amato, Livia, Amaya, Diego, Angel, James J., Avetikian, Alejandro T., Bach, Amadeus, Baidoo, Edwin, Bakalli, Gaetan, Bao, Li, Barbon, Andrea, Bashchenko, Oksana, Bindra, Parampreet C., Bjønnes, Geir H., Black, Jeffrey R., Black, Bernard S., Bogoev, Dimitar, Correa, Santiago Bohorquez, Bondarenko, Oleg, Bos, Charles S., Bosch-Rosa, Ciril, Bouri, Elie, Brownlees, Christian, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Romero, Laura M.Capera, Caporin, Massimiliano, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chen, Jian, Chernov, Mikhail, Cheung, William, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung Chi, Clapham, Benjamin, Colliard, Jean Edouard, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., Blasis, Riccardo De, Nard, Gianluca F.De, Declerck, Fany, Deev, Oleg, Degryse, Hans, Deku, Solomon Y., Desagre, Christophe, Dijk, Mathijs A.Van, Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip A., Dudda, Tom, Duevski, Teodor, Dumitrescu, Ariadna, Dyakov, Teodor, Dyhrberg, Anne Haubo, Dzieliński, Michał, Eksi, Asli, Kalak, Izidin El, Ellen, Saskia Ter, Eugster, Nicolas, Evans, Martin D.D., Farrell, Michael, Felez-Vinas, Ester, Ferrara, Gerardo, Ferrouhi, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan T., Foley, Sean D.V., Fong, Kingsley Y.L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco, Frijns, Bart, Frömmel, Michael, Fu, Servanna M., Füllbrunn, Sascha C., Gan, Baoqing, Gao, Ge, Gehrig, Thomas P., Gemayel, Roland, Gerritsen, Dirk, Gil-Bazo, Javier, Gilder, Dudley, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Grammig, Joachim, Grégoire, Vincent, Güçbilmez, Ufuk, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean Baptiste, Hautsch, Nikolaus, He, Xue Zhong, Heath, Davidson, Hediger, Simon, Hendershott, Terrence, Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth A., Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ilczuk, Konrad, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylhä, Petri, Kaeck, Andreas T., Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, Kervel, Vincent Van, Khan, Saad A., Khomyn, Marta K., Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Krahnen, Jan P., Kuhle, Paul, Kwan, Amy, Lajaunie, Quentin, Lam, F. 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Rzayev, Khaladdin, Ibikunle, Gbenga and Steffen, Tom (2023) The market quality implications of speed in cross-platform trading: evidence from Frankfurt-London microwave. Journal of Financial Markets, 66. ISSN 1386-4181
Rzayev, Khaladdin and Ibikunle, Gbenga (2021) Order aggressiveness and flash crashes. International Journal of Finance and Economics, 26 (2). 2647 - 2673. ISSN 1076-9307
Ibikunle, Gbenga, McGroarty, Frank and Rzayev, Khaladdin (2020) More heat than light: Investor attention and bitcoin price discovery. International Review of Financial Analysis, 69. ISSN 1057-5219
Aliyev, Nihad, Huseynov, Fariz and Rzayev, Khaladdin (2022) Algorithmic trading and investment-to-price sensitivity. Systemic Risk Centre Discussion Papers (122). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Nimalendran, Mahendrarajah, Rzayev, Khaladdin and Sagade, Satchit (2022) High-frequency trading in the stock market and the costs of option market making. Systemic Risk Centre Discussion Papers (113). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Ibikunle, Gbenga and Rzayev, Khaladdin (2020) Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility. Systemic Risk Centre Discussion Papers (95). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
