Dipl.-Math. Dipl.-Phys.

Dr. Gökhan Cebiroğlu


Contact information:

Department of Statistics and Operations Research
Faculty of Business, Economics and Statistics
Oskar-Morgenstern-Platz 1
University of Vienna
A-1090 Vienna
Austria

Room: 04.332
Phone: +43-1-4277-38682
E-Mail: goekhan{.}cebiroglu{@}univie{.}ac{.}at







Employment History Education Teaching

Research Interests

  • Equilibrium Models in Market Microstructure and Limit Order Book Dynamics.
  • Stochastic Modeling and High-Frequency Data Sets.
  • Market Efficiency, Trading Protocols and Market Design.
  • Theory of Liquidity Provision and Liquidity Coordination.
  • Asset Pricing Anomalies and Pricing Kernels.
  • Empirical Finance and Financial Economics.
  • Behavioral Economics.
  • Feedback Effects, Volatility Clustering and Fat Tails.
  • Applied Econometrics.
Papers and Preprints
Selected Talks