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      The effect of news on return volatility and volatility persistence: The Turkish economy during crisis 

      Solakoğlu, M. N.; Demir, N. (Taylor & Francis Group, 2014)
      In this study, we investigate the effect of public information arrival on return volatility for Borsa Istanbul. New information arrival is measured by the number of daily news headlines for Turkey, the United States, and ...

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      AuthorDemir, N. (1)Solakoğlu, M. N. (1)KeywordsNews arrival (1)Return volatility (1)
      Turkey (1)
      Volatility persistence (1)... View MoreDate Issued
      2014 (1)
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