Objekt-Metadaten
An Empirical Analysis Of Trading Volume And Return Volatility Relationship In The Turkish Stock Market

Autor :Hasan Baklaci, Adnan Kasman
Herausgeber :
Ege University
Herkunft :Sondersammelgebiet Vorderer Orient einschl. Nordafrika
Datum :01.01.2007
 
Dokumente :
Dataobject from HALCoRe_document_00013077
 
Typ :Forschungsarbeit
Format :Text
Kurzfassung :This paper investigates the volume-return volatility relationship for 25 individual stocks in the Turkish stock market, using daily data for the period 1998-2005. The results indicate that trading volume significantly contributes to the return volatility process of stocks in Turkish stock market, as suggested in many studies. On the
other hand, the results also signify that the trading volume has no significant effect on thereduction of the volatility persistence for majority of stocks in the sample, challenging the presence of “Mixed Distribution Hypothesis” in Turkish
stock market. These results are consistent with the empirical findings of a number of studies in emerging markets, including with those done in Turkish stock market.
Schlagwörter :Türkei
Wirtschaft
Quelle :http://eab.ege.edu.tr/pdf/6_2/C6-S2-M11.pdf
Rechte :Autor
Anmerkungen :http://www.econturk.org/
 
Erstellt am :15.03.2012 - 14:19:46
Letzte Änderung :15.03.2012 - 14:20:25
MyCoRe ID :HALCoRe_document_00013077
Statische URL :http://edoc.bibliothek.uni-halle.de/servlets/DocumentServlet?id=13077