A closer insight into the causality between short selling trades and volatility


Baklaci H. F. , SÜER BAKLACI Ö. , Yelkenci T.

FINANCE RESEARCH LETTERS, cilt.17, ss.48-54, 2016 (SSCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 17
  • Basım Tarihi: 2016
  • Doi Numarası: 10.1016/j.frl.2016.01.007
  • Dergi Adı: FINANCE RESEARCH LETTERS
  • Sayfa Sayıları: ss.48-54

Özet

This study addresses the Granger causality between short selling activities and stock price volatility in the US stock market, utilizing daily data and advanced methodologies.