Muhasebe ve Finans Yönetimi Bölümü Koleksiyonu

Permanent URI for this collectionhttps://gcris.khas.edu.tr/handle/20.500.12469/70

Browse

Browsing Muhasebe ve Finans Yönetimi Bölümü Koleksiyonu by Author "Eken, Mehmet Hasan"

Filter results by typing the first few letters
Now showing 1 - 1 of 1
  • Thumbnail Image
    Article
    Citation Count: 3
    The impact of short selling on intraday volatility: evidence from the Istanbul stock exchange
    (IEEE, 2012) Çankaya, Serkan; Eken, Mehmet Hasan; Ulusoy, Veysel
    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.