Impact of the COVID-19 Market Turmoil on Investor Behavior: A Panel VAR Study of Bank Stocks in Borsa Istanbul

Assuming that investors can be foreign or local, do high-frequency trading (HFT) or not, and submit orders through a bank-owned or non-bank-owned broker, we associated trades to various investors. Then, building a panel vector autoregressive model, we analyzed the dynamic relation of these investors...

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書誌詳細

出版年:	International Journal of Financial Studies
主要な著者:	Cumhur Ekinci, Oğuz Ersan
フォーマット:	論文
言語:	英語
出版事項:	MDPI AG 2024-02-01
主題:	investor types high-frequency trading (HFT) foreign investors brokers bank shares panel vector autoregression
オンライン･アクセス:	https://www.mdpi.com/2227-7072/12/1/14