Browsing WoS İndeksli Yayınlar Koleksiyonu by Subject "Ask"
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Adverse selection in cryptocurrency markets
(Wiley, 2023)In this article we investigate the influence that information asymmetry may have on future volatility, liquidity, market toxicity, and returns within cryptocurrency markets. We use the adverse-selection component of the ... -
Information shocks and the cross section of expected returns
(Elsevier, 2023)This paper examines the risk premium associated with information shocks in equity markets. For all stocks traded on Borsa Istanbul between March 2005 and December 2020, we calculate information shocks as unanticipated ...