HİSSE SENEDİ PİYASALARINDA GETİRİ VE VOLATİLİTE YAYILIMI: 1996’DAN BUGÜNE BİR LİTERATÜR TARAMASI

Year 2014, Volume: 1 Issue: 2, 60 - 72, 30.12.2014

Arife Özdemir , Samet Gürsoy

Abstract

Globalleşen dünyada finansal sınırların kalkmasıyla birlikte
uluslararası yatırımlar artmış ve dünya piyasaları birbirlerini hem etkilemiş hem
de birbirlerinden etkilenmişlerdir. Bu da hisse senedi piyasalarında getiri ve
volatilite oynaklığına sebep olmuş dolayısıyla yatırımcıların alacakları
kararlar üzerinde önemli bir etkiye sahip olmuştur. Bu çalışmada yatırımcılar
açısından son derece önemli olan getiri ve volatilite yayılımı üzerine yapılan
çalışmalar 1996 yılından itibaren bir araya toplanarak finans bilgisi
kullanıcılarına yol gösterilmeye çalışılmıştır.

Keywords

Getiri, Volatilite, Oynaklık, Hisse Senedi Piyasaları

RETURNS AND VOLATILITY SPİLLOVER IN THE STOCK MARKET: A LITERATURE REVIEW FROM 1996 TO PRESENT

Abstract

Increased international investment together with the removal
of the financial limits in the globalized world are influenced by global
markets each other and both have influenced each other. This makes led to return
and volatility in the stock market and has had a significant impact on the
decisions taken by the investor. In This study, which is extremely important in
terms of investors returns and volatility spread collected together since 1996,
it has tried to show the way users of financial information.

Keywords

Returns, Volatility, Volatility Spillover, Stock Markets

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