The Behavior of Istanbul Stock Exchange Market: An Intraday Volatility/Return Analysis Approach
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Çankaya, Serkan & Eken, Hasan/M. & Ulusoy, Veysel, 2011. "The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange," MPRA Paper 43658, University Library of Munich, Germany.
More about this item
KeywordsIntraday volatility; GARCH; Istanbul Stock Exchange;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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