Intraday volatility and the implementation of a closing call auction at Borsa Istanbul

Research output: Contribution to journalArticle

2 Scopus citations
Original languageEnglish
Pages (from-to)79-89
Number of pages11
JournalEmerging Markets Review
Volume33
DOIs
Publication statusPublished - Dec 2017

    Fingerprint

Keywords

  • Borsa Istanbul
  • Call auction
  • Emerging markets
  • Intraday volatility
  • Market microstructure
  • Price discovery

Cite this