The impact of firm-specific public news on intraday market dynamics : evidence from the Turkish stock market
Hasan F. Baklaci, Gokce Tunc, Berna Aydogan, and Gulin Vardar
| Year of publication: |
2011
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|---|---|
| Authors: | Baklaci, Hasan F. ; Tunc, Gokce ; Aydogan, Berna ; Vardar, Gulin |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 47.2011, 6, p. 99-119
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| Subject: | GARCH | informational efficiency | public news | trading volume | volatility persistence | Volatilität | Volatility | Türkei | Turkey | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Handelsvolumen der Börse | Trading volume | Informationseffizienz | Informational efficiency |
| Extent: | graph. Darst. |
|---|---|
| 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/10009563064