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The impact of short selling on intraday volatility: evidence from the Istanbul stock exchange
(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 ...
Daily and Intraday Herding within Different Types of Investors in Borsa Istanbul
(Routledge Journals, Taylor & Francis Ltd, 2019)
This paper aims to explore the daily and intraday herd behavior of various investor groups trading in an emerging equity market, Borsa Istanbul (BIST). We analyze a one-year tick-by-tick order and trade data of BIST 100 ...
Economic Policy Uncertainty And Bank Credit Growth: Evidence From European Banks
(Elsevier B.V., 2020)
Using a sample of 2977 private and listed banks in the EU-5 countries (the United Kingdom, Germany, Spain, Italy, France) for the years 2009–2018, this paper explores the impact of Economic Policy Uncertainty (EPU) on ...