TY - JOUR T1 - OTOREGRESIF ARBİTRAJ FİYATLAMA VE SERMAYE VARLIKLARINI FİYATLANDIRMA MODELLERİNİN KARŞILAŞTIRILMASI: TÜRKİYE’DEKİ BANKACILIK SEKTÖRÜ İÇİN BİR UYGULAMA AU - Kudar, Alibey PY - 2021 DA - July DO - 10.14784/marufacd.976601 JF - Finansal Araştırmalar ve Çalışmalar Dergisi JO - JFRS PB - Marmara University WT - DergiPark SN - 1309-1123 SP - 637 EP - 648 VL - 13 IS - 25 LA - tr AB - Bu çalışmada, otoregresif arbitraj fiyatlama ve otoregresif sermaye varlıklarını fiyatlama modelleri, Türkiye’dekibankacılık sektörünün hisse senedi getirilerinin haftalık verileri kullanılarak birbiriyle kıyaslanmıştır. Buçerçevede 5 bankanın hisse senedi getirileri araştırılmıştır. Çalışma kapsamındaki analiz sonuçlarına göre, otoregresifarbitraj fiyatlama modelinin ve otoregresif sermaye varlıklarını fiyatlama modelinin hisse senedi getirilerinitahmin ederken benzer sonuçlar ürettiği sonucuna ulaşılmıştır. 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