The effects of short selling on price discovery: A study for Borsa Istanbul
This paper investigates the effects of short selling on the price discovery process in Borsa Istanbul (BIST). First, we form a proxy of informational efficiency in the BIST and regress this on the short selling ratio and other control variables. Our results confirm the short selling improves informa...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2021-06-01
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| Series: | Borsa Istanbul Review |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845020300533 |