Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14365/2440
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dc.contributor.authorBaklaci, Hasan F.-
dc.contributor.authorTunc, Gokce-
dc.contributor.authorAydogan, Berna-
dc.contributor.authorVardar, Gulin-
dc.date.accessioned2023-06-16T14:40:40Z-
dc.date.available2023-06-16T14:40:40Z-
dc.date.issued2011-
dc.identifier.issn1540-496X-
dc.identifier.issn1558-0938-
dc.identifier.urihttps://doi.org/10.2753/REE1540-496X470606-
dc.identifier.urihttps://hdl.handle.net/20.500.14365/2440-
dc.description.abstractThis study attempts to discover the intraday firm-specific news announcements and return volatility relation in the Turkish stock market. The GARCH framework is utilized to investigate the impact of firm-specific public news announcements on volatility persistence with and without trading volume. For the majority of the stocks in the sample, the volatility persistence diminishes with the inclusion of firm-specific news, implying that news is impounded rapidly into prices. This effect is more pronounced for larger stocks. When there is no news, the trading volume does not appear to reduce the volatility persistence for the majority of stocks, possibly due to the presence of private information possessed by informed traders.en_US
dc.language.isoenen_US
dc.publisherRoutledge Journals, Taylor & Francis Ltden_US
dc.relation.ispartofEmergıng Markets Fınance And Tradeen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectinformational efficiencyen_US
dc.subjectpublic newsen_US
dc.subjecttrading volumeen_US
dc.subjectvolatility persistenceen_US
dc.subjectInformation Arrivalen_US
dc.subjectVolatilityen_US
dc.subjectExchangeen_US
dc.subjectVolumeen_US
dc.subjectVarianceen_US
dc.subjectLimitsen_US
dc.subjectGarchen_US
dc.titleThe Impact of Firm-Specific Public News on Intraday Market Dynamics: Evidence from the Turkish Stock Marketen_US
dc.typeArticleen_US
dc.identifier.doi10.2753/REE1540-496X470606-
dc.identifier.scopus2-s2.0-84856434580en_US
dc.departmentİzmir Ekonomi Üniversitesien_US
dc.authorscopusid22984460700-
dc.authorscopusid35318643200-
dc.authorscopusid54946151900-
dc.authorscopusid57209829415-
dc.identifier.volume47en_US
dc.identifier.issue6en_US
dc.identifier.startpage99en_US
dc.identifier.endpage119en_US
dc.identifier.wosWOS:000299858100007en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopusqualityQ1-
dc.identifier.wosqualityQ1-
item.grantfulltextembargo_20300101-
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-
crisitem.author.dept03.04. International Trade and Finance-
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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