Volatility, trading activity and maximum lot amounts: Evidence from Borsa Istanbul
Intraday analyses of volatility-volume relation by decomposing the volume into number of trades and average trade size is measured in Borsa Istanbul equity market. Results confirm that the number of trades has more explanatory power over the short-term volatility comparably parallel with the existin...
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| Format: | Article |
| Language: | English |
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Elsevier
2022-05-01
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| Series: | Borsa Istanbul Review |
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| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845022000163 |