Browsing Muhasebe ve Finans Yönetimi / Accounting and Financial Management by Publisher "IEEE"
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Publisher and Date:(IEEE, 2012)This paper examines the interrelation between short selling and volatility as differing from previous research in that it focuses on intraday activities rather than the daily price movements. We demonstrate that the effects of short selling activity changes during the two sessions of the day and rest of trading hours. The study also presents evidence that there is a considerable amount of short selling activity in the Istanbul Stock Exchange (ISE) particularly at the beginning of opening sessions ...