The Impact of Firm-Specific Public News on Intraday Market Dynamics: Evidence from the Turkish Stock Market
Year of publication: |
2011
|
---|---|
Authors: | Baklaci, Hasan F. ; Tunc, Gokce ; Aydogan, Berna ; Vardar, Gulin |
Published in: |
Emerging Markets Finance and Trade. - M.E. Sharpe, Inc., ISSN 1540-496X. - Vol. 47.2011, 6, p. 99-119
|
Publisher: |
M.E. Sharpe, Inc. |
Subject: | GARCH | informational efficiency | public news | trading volume | volatility persistence |
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