Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14365/1228
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dc.contributor.authorBaklacı, Hasan Fehmi-
dc.contributor.authorSuer, Omur-
dc.contributor.authorYelkenci, Tezer-
dc.date.accessioned2023-06-16T12:59:29Z-
dc.date.available2023-06-16T12:59:29Z-
dc.date.issued2016-
dc.identifier.issn1544-6123-
dc.identifier.issn1544-6131-
dc.identifier.urihttps://doi.org/10.1016/j.frl.2016.01.007-
dc.identifier.urihttps://hdl.handle.net/20.500.14365/1228-
dc.description.abstractThis study addresses the Granger causality between short selling activities and stock price volatility in the US stock market, utilizing daily data and advanced methodologies. The results denote a bilateral causality between the short selling trades and the volatility of price changes in the US stock market at individual stock as well as at market level. The bilateral causality relationship persists during different market conjunctures. The findings imply that measures to curb excess price volatility stemming from short selling trades were relatively ineffective and the policy-makers need to impose more stringent restrictions to prevent market destabilization. (C) 2016 Elsevier Inc. All rights reserved.en_US
dc.language.isoenen_US
dc.publisherAcademic Press Inc Elsevier Scienceen_US
dc.relation.ispartofFınance Research Lettersen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectShort sellingen_US
dc.subjectPanel granger-causalityen_US
dc.subjectConditional volatilityen_US
dc.subjectHeterogeneous Panelsen_US
dc.subjectPrice Efficiencyen_US
dc.subjectMarketen_US
dc.subjectReturnsen_US
dc.titleA closer insight into the causality between short selling trades and volatilityen_US
dc.typeArticleen_US
dc.identifier.doi10.1016/j.frl.2016.01.007-
dc.identifier.scopus2-s2.0-84956936547en_US
dc.departmentİzmir Ekonomi Üniversitesien_US
dc.authoridSUER, OMUR/0000-0001-9997-6457-
dc.authoridYelkenci, Tezer/0000-0003-2099-3540-
dc.authorwosidSUER, OMUR/AAB-2982-2020-
dc.authorwosidYelkenci, Tezer/D-9713-2016-
dc.authorscopusid22984460700-
dc.authorscopusid8572669400-
dc.authorscopusid56455368000-
dc.identifier.volume17en_US
dc.identifier.startpage48en_US
dc.identifier.endpage54en_US
dc.identifier.wosWOS:000378186000008en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopusqualityQ1-
dc.identifier.wosqualityQ1-
item.grantfulltextreserved-
item.openairetypeArticle-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.fulltextWith Fulltext-
item.languageiso639-1en-
item.cerifentitytypePublications-
crisitem.author.dept03.04. International Trade and Finance-
Appears in Collections:Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection
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