@article{article_324146, title={İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ}, journal={Mehmet Akif Ersoy University Journal of Social Sciences Institute}, volume={9}, pages={457–482}, year={2017}, DOI={10.20875/makusobed.324146}, author={Büberkökü, Önder}, keywords={İşlem Hacmi,Hisse Senedi Getirileri,KantilRegresyon,Bankalar,Asimetrik Nedensellik}, abstract={<p class="MsoNormal" style="margin-bottom:6pt;text-align:justify;text-indent:35.4pt;line-height:150%;"> <i> <span lang="en-gb" style="font-size:9pt;line-height:150%;font-family:’Times New Roman’;" xml:lang="en-gb">This study examines the relationship between stock returns and trading volume for 10 deposit banks traded on  Borsa İstanbul. A quantile regression is used to investigate the contemporaneous relationship between the variables, and Hatemi-J (2012) test is employed to investigate the asymmetric causality between the variables.  Results show that, in most cases, the Noisy Traders Hypothesis is valid for bank stocks, meaning that investors’ buying and selling decisions about bank shares are based not on fundamental economic analysis or indicators, but rather on previous movements in the stock price. </span> </i> <i> <span lang="tr" style="font-size:9pt;line-height:150%;font-family:’Times New Roman’;" xml:lang="tr"> </span> </i> </p> <p> <i> </i> </p> <i> </i>}, number={19}, publisher={Burdur Mehmet Akif Ersoy University}