Gülin Vardar
İzmir University of Economics
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Publication
Featured researches published by Gülin Vardar.
Emerging Markets Finance and Trade | 2011
Hasan F. Baklaci; Gokce Tunc; Berna Aydogan; Gülin Vardar
This study attempts to discover the intraday firm-specific news announcements and return volatility relation in the Turkish stock market. The GARCH framework is utilized to investigate the impact of firm-specific public news announcements on volatility persistence with and without trading volume. For the majority of the stocks in the sample, the volatility persistence diminishes with the inclusion of firm-specific news, implying that news is impounded rapidly into prices. This effect is more pronounced for larger stocks. When there is no news, the trading volume does not appear to reduce the volatility persistence for the majority of stocks, possibly due to the presence of private information possessed by informed traders.
Economic Modelling | 2010
Adnan Kasman; Gokce Tunc; Gülin Vardar; Berna Okan
Economic Modelling | 2011
Saadet Kasman; Gülin Vardar; Gokce Tunc
Ege Academic Review | 2014
Berna Aydogan; Gülin Vardar; Gokce Tunc
Iktisat Isletme Ve Finans | 2010
Hülya Tütek; Berna Aydoğan; Gokce Tunc; Gülin Vardar
Eurasian Economic Review | 2018
Gülin Vardar; Yener Coskun; Tezer Yelkenci
Ege Academic Review | 2015
İsmail Cem Özgüler; Gülin Vardar
Iktisat Isletme Ve Finans | 2014
Gülin Vardar; Berna Aydogan; Ünal Seven
Papers of the Annual IUE-SUNY Cortland Conference in Economics | 2008
Gülin Vardar; Berna Okan
Archive | 2016
Gülin Vardar; Yener Coskun
