The relationship between volatility and volume on the Istanbul stock exchange
by Selim Tuzunturk
International Journal of Sustainable Economy (IJSE), Vol. 1, No. 3, 2009

Abstract: This study is about the examination of the relationship between stock price volatility and determinants of volume on an emerging market, the Istanbul stock exchange (ISE). The aim of this study was to find out empirically whether there was any insider trading on ISE in 2003 using the panel data approach. This is the first study on this topic for ISE. Estimated results show that the average trade size sign was found to be negative and the trade frequency sign was positive. The findings can be interpreted as evidence that insider trading occurred at the ISE in 2003.

Online publication date: Tue, 31-Mar-2009

The full text of this article is only available to individual subscribers or to users at subscribing institutions.

 
Existing subscribers:
Go to Inderscience Online Journals to access the Full Text of this article.

Pay per view:
If you are not a subscriber and you just want to read the full contents of this article, buy online access here.

Complimentary Subscribers, Editors or Members of the Editorial Board of the International Journal of Sustainable Economy (IJSE):
Login with your Inderscience username and password:

Username:        Password:          Forgotten your password?

Want to subscribe?
A subscription gives you complete access to all articles in the current issue, as well as to all articles in the previous three years (where applicable). See our Orders page to subscribe.

If you still need assistance, please email subs@inderscience.com