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Publications of Khaladdin Rzayev

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Academic journals

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

Journal of Financial Economics, 159, 103900

July 2024
Mahendrarajah Nimalendran
Khaladdin Rzayev
Satchit Sagade

Academic journals

The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave networks

Journal of Financial Markets, 66, 100853

July 2023
Khaladdin Rzayev
Gbenga Ibikunle
Tom Steffen

Academic journals

Volatility and dark trading: Evidence from the Covid-19 pandemic

The British Accounting Review, 55 (4),101171

July 2023
Gbenga Ibikunle
Khaladdin Rzayev

Discussion Papers

Algorithmic Trading and Investment-To-Price Sensitivity

Does the increased prevalence of algorithmic trading (AT) produce real economic effects? We find that AT contributes to managerial learning by...

September 2022
DP 861
Nihad Aliyev
Fariz Huseynov
Khaladdin Rzayev

Discussion Papers

High-frequency Trading in the Stock Market and the Costs of Option Market Making

Using a comprehensive panel of 2,969,829 stock-day data provided by the Securities and Exchange Commission (MIDAS), we find that HFT activity in the...

January 2022
DP 847
Mahendrarajah Nimalendran
Khaladdin Rzayev
Satchit Sagade

Discussion Papers

Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility

We exploit the exogenous shock of the COVID-19 pandemic on financial markets and regulatory restrictions on dark trading to investigate how volatility...

April 2020
DP 796
Gbenga Ibikunle
Khaladdin Rzayev

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Cognitive Foundations of Finance Conference

3rd London Political Finance (POLFIN) Workshop

5th Annual Conference on Non-Bank Financial Sector and Finan ...

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Creditor-on-Creditor Violence and Secured Debt Dynamics

AI Personality Extraction from Faces: Labor Market Implicati ...

The dependence of belief dynamics on beliefs: implications f ...

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Polarization, Purpose and Profit

Marketwide Memory

The surprising leadership effect accelerators have on startu ...

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