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İMKB’de Hisse Senedi Fiyatlarının Gün İçi Yapılarına Dayalı Alternatif Bir Yatırım Stratejisi Önerisi

Year 2008, Issue: 39, 128 - 141, 01.07.2008

Fatih Temizel Ekrem Meriç

Abstract

IMKB’de gün içi fiyat yapılarının W biçiminde bir yapı sergilediği ve volatilitenin gün sonunda azalmakla birlikte genel olarak W formuna uyduğu ortaya çıkmıştır. Daha sonraki aşamada 15 dakikalık verilere dayalı olarak gün sonu pozisyonu “0” olan bir yatırım stratejisi oluşturmanın kurumsal yatırımcılar açısından kullanılabilir olduğu sonucuna varılmıştır.

Keywords

İMKB gün içi yapı yatırım stratejisi.

(The Proposal Of An Altenatıve Investment Strategy Based On Intraday Patterns Of Stock Prıces In Ise)

Year 2008, Issue: 39, 128 - 141, 01.07.2008

Fatih Temizel Ekrem Meriç

Abstract

(The Proposal Of An Altenative Investment Strategy Based On Intraday Patterns Of Stock Prices in use) In this study, it is found out from IMKB National-30 data that intraday price pattern of IMKB reflects definitely a “W form” and volatility generally fits a “W form” while decreasing towards the end of the day. An investment strategy derived from 15 minutes interval data with a day-end position of “0” is concluded to be useful for institutional investor.

Keywords

ISE intraday pattern investment strategy.

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Details

Other ID JA38HV23EV
Journal Section Research Article
Authors

Fatih Temizel This is me

Ekrem Meriç This is me

Publication Date July 1, 2008
Submission Date July 1, 2008
Published in Issue Year 2008 Issue: 39

Cite

APA Temizel, F., & Meriç, E. (2008). (The Proposal Of An Altenatıve Investment Strategy Based On Intraday Patterns Of Stock Prıces In Ise). The Journal of Accounting and Finance(39), 128-141.
AMA Temizel F, Meriç E. (The Proposal Of An Altenatıve Investment Strategy Based On Intraday Patterns Of Stock Prıces In Ise). The Journal of Accounting and Finance. July 2008;(39):128-141.
Chicago Temizel, Fatih, and Ekrem Meriç. “(The Proposal Of An Altenatıve Investment Strategy Based On Intraday Patterns Of Stock Prıces In Ise)”. The Journal of Accounting and Finance, no. 39 (July 2008): 128-41.
EndNote Temizel F, Meriç E (July 1, 2008) (The Proposal Of An Altenatıve Investment Strategy Based On Intraday Patterns Of Stock Prıces In Ise). The Journal of Accounting and Finance 39 128–141.
IEEE F. Temizel and E. Meriç, “(The Proposal Of An Altenatıve Investment Strategy Based On Intraday Patterns Of Stock Prıces In Ise)”, The Journal of Accounting and Finance, no. 39, pp. 128–141, July 2008.
ISNAD Temizel, Fatih - Meriç, Ekrem. “(The Proposal Of An Altenatıve Investment Strategy Based On Intraday Patterns Of Stock Prıces In Ise)”. The Journal of Accounting and Finance 39 (July 2008), 128-141.
JAMA Temizel F, Meriç E. (The Proposal Of An Altenatıve Investment Strategy Based On Intraday Patterns Of Stock Prıces In Ise). The Journal of Accounting and Finance. 2008;:128–141.
MLA Temizel, Fatih and Ekrem Meriç. “(The Proposal Of An Altenatıve Investment Strategy Based On Intraday Patterns Of Stock Prıces In Ise)”. The Journal of Accounting and Finance, no. 39, 2008, pp. 128-41.
Vancouver Temizel F, Meriç E. (The Proposal Of An Altenatıve Investment Strategy Based On Intraday Patterns Of Stock Prıces In Ise). The Journal of Accounting and Finance. 2008(39):128-41.