Sahin, Baki Cem; Kuz, Fatih - In: Borsa Istanbul Review 21 (2021) 2, pp. 133-138
This paper investigates the effects of short selling on the price discovery process in Borsa Istanbul (BIST). First, we … form a proxy of informational efficiency in the BIST and regress this on the short selling ratio and other control … variables. Our results confirm the short selling improves information efficiency. Second, we investigate the behavior of short …