The Impact of Short Selling on Intraday Volatility: Evidence From the Istanbul Stock Exchange
| dc.contributor.author | Çankaya, Serkan | |
| dc.contributor.author | Eken, Mehmet Hasan | |
| dc.contributor.author | Ulusoy, Veysel | |
| dc.date.accessioned | 2019-06-28T11:11:09Z | |
| dc.date.available | 2019-06-28T11:11:09Z | |
| dc.date.issued | 2012 | |
| dc.department | Fakülteler, İşletme Fakültesi, Muhasebe ve Finans Yönetimi Bölümü | en_US |
| dc.description.abstract | 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 which significantly impacts the volatility of the market for the rest of the trading day. © EuroJournals Publishing Inc. 2012. | en_US] |
| dc.identifier.citationcount | 3 | |
| dc.identifier.endpage | 212 | |
| dc.identifier.issn | 1450-2887 | en_US |
| dc.identifier.issn | 1450-2887 | |
| dc.identifier.scopus | 2-s2.0-84864421518 | en_US |
| dc.identifier.startpage | 202 | en_US |
| dc.identifier.uri | https://hdl.handle.net/20.500.12469/1477 | |
| dc.identifier.volume | 93 | en_US |
| dc.institutionauthor | Eken, Mehmet Hasan | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | IEEE | en_US |
| dc.relation.journal | International Research Journal of Finance and Economics | en_US |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.scopus.citedbyCount | 3 | |
| dc.subject | Financial crises | en_US |
| dc.subject | Intraday volatility | en_US |
| dc.subject | Istanbul stock exchange | en_US |
| dc.subject | Market efficiency | en_US |
| dc.subject | Short selling | en_US |
| dc.title | The Impact of Short Selling on Intraday Volatility: Evidence From the Istanbul Stock Exchange | en_US |
| dc.type | Article | en_US |
| dspace.entity.type | Publication |