A contemporary enquiry into the intraday causality between short selling trades and volatility
Hasan F. Baklaci, Ömür Süer, Tezer Yelkenci
| Year of publication: |
January 2016
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|---|---|
| Authors: | Baklaci, Hasan F. ; Süer, Ömür ; Yelkenci, Tezer |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 15.2016, 1, p. 83-90
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| Subject: | Short selling | Turkish stock market | Panel Granger-Causality | Conditional volatiliy | Volatilität | Volatility | Leerverkauf | Türkei | Turkey | Kausalanalyse | Causality analysis | Aktienmarkt | Stock market | Börsenkurs | Share price | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Panel | Panel study |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011580304