An investigation of the short- and long-term relationships between Turkish financial markets
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References listed on IDEAS
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- Balaban, Ercan & Ozgen, Tolga, 2016. "Trading session effects on stock returns and their conditional volatility: Firm-level evidence from a European Union accession country," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 446(C), pages 264-271.
More about this item
KeywordsCointegration; Turkish Stock Exchange; causality; emerging market; developing;
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