Rzayev, Khaladdin

Number of items: 9.
Systemic Risk Centre
  • Rzayev, Khaladdin, Sakkas, Athanasios, Urquhart, Andrew (2025). An adoption model of cryptocurrencies. European Journal of Operational Research, 323(1), 253-266. https://doi.org/10.1016/j.ejor.2024.11.024 picture_as_pdf
  • Nimalendran, Mahendrarajah, Rzayev, Khaladdin, Sagade, Satchit (2024). High-frequency trading in the stock market and the costs of options market making. Journal of Financial Economics, 159, https://doi.org/10.1016/j.jfineco.2024.103900 picture_as_pdf
  • Menkveld, Albert J., Dreber, Anna, Holzmeister, Felix, Huber, Juergen, Johannesson, Magnus, Kirchler, Michael, Neusüß, Sebastian, Razen, Michael, Weitzel, Utz & Abad-Díaz, David et al (2024). Nonstandard errors. Journal of Finance, 79(3), 2339 - 2390. https://doi.org/10.1111/jofi.13337 picture_as_pdf
  • Rzayev, Khaladdin, Ibikunle, Gbenga, Steffen, Tom (2023). The market quality implications of speed in cross-platform trading: evidence from Frankfurt-London microwave. Journal of Financial Markets, 66, https://doi.org/10.1016/j.finmar.2023.100853 picture_as_pdf
  • Aliyev, Nihad, Huseynov, Fariz, 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. picture_as_pdf
  • Nimalendran, Mahendrarajah, Rzayev, Khaladdin, 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. picture_as_pdf
  • Rzayev, Khaladdin, Ibikunle, Gbenga (2021). Order aggressiveness and flash crashes. International Journal of Finance and Economics, 26(2), 2647 - 2673. https://doi.org/10.1002/ijfe.1926
  • Ibikunle, Gbenga, 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. picture_as_pdf
  • Ibikunle, Gbenga, McGroarty, Frank, Rzayev, Khaladdin (2020). More heat than light: Investor attention and bitcoin price discovery. International Review of Financial Analysis, 69, https://doi.org/10.1016/j.irfa.2020.101459