Foreign Equity Trading and Average Stock-return Volatility
(2013)
Journal Article
Umutlu, M., Akdeniz, L., & Altay-Salih, A. (2013). Foreign Equity Trading and Average Stock-return Volatility. World Economy, 36(9), 1209-1228. https://doi.org/10.1111/twec.12011
We examine whether there is a relationship between foreign equity trading and average total volatility, measured as the value-weighted average of stock-return variance in the Istanbul Stock Exchange. We employ foreign equity purchase and sale data to... Read More about Foreign Equity Trading and Average Stock-return Volatility.