Now showing items 1-4 of 4

    • Empirical distributions of daily equity index returns : a comparison 

      Corlu, C. G.; Meterelliyoz, M.; Tiniç, M. (Elsevier Ltd, 2016)
      The normality assumption concerning the distribution of equity returns has long been challenged both empirically and theoretically. Alternative distributions have been proposed to better capture the characteristics of ...
    • Herding in Chinese stock markets: a nonparametric approach 

      Mahmud, S. F.; Tiniç, M. (Springer Verlag, 2018)
      The paper reports new evidence of herding in the Chinese A-type and B-type markets by employing nonparametric kernel regression. We find statistically significant evidence of herding in A-type market under both extreme ...
    • Information cascades, short-selling constraints, and herding in equity markets 

      Tiniç, M.; Iqbal, Muhammad Sabeeh; Mahmud, S. F. (Elsevier, 2020-05)
      This paper examines the relationship between informed trading and herding in Borsa_Istanbul. Our firm-level cross-sectional analysis assertsthat informed trading can significantly increase future herding levels. Furthermore, ...
    • InfoTrad: an R package for estimating the probability of informed trading 

      Çelik, D.; Tiniç, M. (Technische Universitaet Wien, 2018)
      The purpose of this paper is to introduce the R package InfoTrad for estimating the probability of informed trading (PIN) initially proposed by Easley et al. (1996). PIN is a popular information asymmetry measure that ...