| The flash crash: High‐frequency trading in an electronic market A Kirilenko, AS Kyle, M Samadi, T Tuzun The Journal of Finance 72 (3), 967-998, 2017 | 1567 | 2017 |
| Are leveraged and inverse ETFs the new portfolio insurers? T Tuzun Paris December 2014 Finance Meeting EUROFIDAI-AFFI Paper, 2014 | 54 | 2014 |
| Do ETFs increase liquidity? M Saæglam, T Tuzun, R Wermers CFR Working Paper, 2021 | 45 | 2021 |
| Microstructure invariance in US stock market trades AS Kyle, AA Obizhaeva, T Tuzun Journal of Financial Markets 49, 100513, 2020 | 41* | 2020 |
| News articles and equity trading AS Kyle, AA Obizhaeva, N Sinha, T Tuzun Center for Economic and Financial Research (CEFIR) Working Papers, 2017 | 32* | 2017 |
| Arbitrage and liquidity: Evidence from a panel of exchange traded funds DE Rappoport W, T Tuzun Available at SSRN 3281384, 2018 | 14 | 2018 |
| The Flash Crash: The Impact of High Frequency Trading on Electronic Market; 2011 A Kirilenko, AS Kyle, M Samadi, T Tuzun DOI, 2012 | 5 | 2012 |
| Automation, intermediation and the flash crash AA Kirilenko, AS Kyle, M Samadi, T Tuzun Journal of Investment Management, Forthcoming, 2018 | 4 | 2018 |
| Trader positions and marketwide liquidity demand E Onur, JS Roberts, T Tuzun FEDS Working Paper, 2017 | 4 | 2017 |
| The flash crash A Kirilenko, P Kyle, M Samadi, T Tuzun The Impact of High Frequency Trading on an Electronic Market, 2011 | 4 | 2011 |
| Synthetic ETFs S Aramonte, C Caglio, T Tuzun | 2 | 2017 |
| New Insights from N-CEN: Liquidity Management at Open-End Funds and Primary Market Concentration of ETFs F Cai, G Chuan, K Henry, C Shin, T Tuzun | 1 | 2023 |
| Arbitrage and Liquidity: Evidence from a Panel of Exchange Traded Funds T Tuzun | 1 | 2020 |
| Price Pressure and Price Discovery in the Term Structure of Interest Rates S Mixon, T Tuzun FEDS Working Paper, 2018 | 1 | 2018 |
| Contagion across Futures Markets through Trader Portfolios A Ferko, E Onur, T Tuzun Available at SSRN 4568171, 2023 | | 2023 |
| Trader positions and aggregate portfolio demand E Onur, JS Roberts, T Tuzun The Journal of Economic Asymmetries 27, e00288, 2023 | | 2023 |
| Contagion and Spillovers across Futures Markets A Ferko, E Onur, T Tuzun | | 2022 |
| ‘Flash Crash’: The first market crash in the era of algorithms and automated trading A Kirilenko, A Kyle, M Samadi, T Tuzun LSE Business Review, 2017 | | 2017 |
| Essays on Empirical Market Microstructure T Tuzun | | 2011 |
