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Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul
(Routledge Journals, 2020)
This paper examines the relationship between information asymmetry and stock returns in Borsa Istanbul. For all stocks that are traded in Borsa Istanbul between March 2005 and April 2017, we estimate the probability of ...
Information cascades, short-selling constraints, and herding in equity markets
(Borsa İstanbul Anonim Şirketi, 2020)
This paper examines the relationship between informed trading and herding in Borsa İstanbul. Our firm-level cross-sectional analysis asserts that informed trading can significantly increase future herding levels. Furthermore, ...