The impact of short selling on intraday volatility: evidence from the Istanbul stock exchange

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dc.contributor.authorÇankaya, Serkan
dc.contributor.authorEken, Mehmet Hasan
dc.contributor.authorUlusoy, Veysel
dc.date.accessioned2019-06-28T11:11:09Z
dc.date.available2019-06-28T11:11:09Z
dc.date.issued2012
dc.departmentFakülteler, İşletme Fakültesi, Muhasebe ve Finans Yönetimi Bölümüen_US
dc.description.abstractThis 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.citation3
dc.identifier.endpage212
dc.identifier.issn1450-2887en_US
dc.identifier.issn1450-2887
dc.identifier.scopus2-s2.0-84864421518en_US
dc.identifier.scopusqualityN/A
dc.identifier.startpage202en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12469/1477
dc.identifier.volume93en_US
dc.identifier.wosqualityN/A
dc.institutionauthorEken, Mehmet Hasanen_US
dc.language.isoenen_US
dc.publisherIEEEen_US
dc.relation.journalInternational Research Journal of Finance and Economicsen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectFinancial crisesen_US
dc.subjectIntraday volatilityen_US
dc.subjectIstanbul stock exchangeen_US
dc.subjectMarket efficiencyen_US
dc.subjectShort sellingen_US
dc.titleThe impact of short selling on intraday volatility: evidence from the Istanbul stock exchangeen_US
dc.typeArticleen_US
dspace.entity.typePublication

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