Browsing Scopus İndeksli Yayınlar Koleksiyonu by Subject "Event study"
Now showing items 1-2 of 2
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Electricity trade patterns in a network
(Springer International Publishing, 2015)Using high-frequency trade volume and price data in a transmission network we investigate patterns of trade and its impacts in the market price formation process. In particular, we study the Ontario wholesale electricity ... -
The speed of stock price adjustment to corporate announcements: Insights from Turkey
(Elsevier, 2020)The market reaction speeds to the news flow are currently measured at the millisecond level in developed markets. We investigate, using a unique setting from Turkey, whether the market reaction speeds in less sophisticated ...