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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 ...
Loan loss provisioning of US banks: Economic policy uncertainty and discretionary behavior
(Elsevier Inc, 2021)
This paper examines the effect of economic policy uncertainty (EPU) on loan loss provisions (LLP). Using a sample of 6384 US banks and yearly data from 2009 to 2019 and addressing endogeneity (GMM and IV estimations), the ...