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

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dc.contributor.authorÇankaya S.
dc.contributor.authorEken M.H.
dc.contributor.authorUlusoy V.
dc.date.accessioned2024-03-13T10:01:29Z
dc.date.available2024-03-13T10:01:29Z
dc.date.issued2012
dc.departmentİstanbul Beykent Üniversitesien_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.endpage212en_US
dc.identifier.issn1450-2887
dc.identifier.scopus2-s2.0-84864421518en_US
dc.identifier.scopusqualityN/Aen_US
dc.identifier.startpage202en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12662/3217
dc.identifier.volume93en_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.relation.ispartofInternational 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

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