Year 2017, Volume 9, Issue 19, Pages 457 - 482 2017-06-30

İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ

Önder BÜBERKÖKÜ [1]

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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.

İşlem Hacmi, Hisse Senedi Getirileri, KantilRegresyon, Bankalar, Asimetrik Nedensellik
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Subjects Social
Published Date Haziran 2017
Journal Section Research Articles
Authors

Author: Önder BÜBERKÖKÜ

Bibtex @research article { makusobed324146, journal = {Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi}, issn = {1309-1387}, eissn = {1309-1387}, address = {Mehmet Akif Ersoy University}, year = {2017}, volume = {9}, pages = {457 - 482}, doi = {10.20875/makusobed.324146}, title = {İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ}, key = {cite}, author = {BÜBERKÖKÜ, Önder} }
APA BÜBERKÖKÜ, Ö . (2017). İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ. Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 9 (19), 457-482. DOI: 10.20875/makusobed.324146
MLA BÜBERKÖKÜ, Ö . "İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ". Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi 9 (2017): 457-482 <http://dergipark.org.tr/makusobed/issue/29997/324146>
Chicago BÜBERKÖKÜ, Ö . "İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ". Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi 9 (2017): 457-482
RIS TY - JOUR T1 - İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ AU - Önder BÜBERKÖKÜ Y1 - 2017 PY - 2017 N1 - doi: 10.20875/makusobed.324146 DO - 10.20875/makusobed.324146 T2 - Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi JF - Journal JO - JOR SP - 457 EP - 482 VL - 9 IS - 19 SN - 1309-1387-1309-1387 M3 - doi: 10.20875/makusobed.324146 UR - https://doi.org/10.20875/makusobed.324146 Y2 - 2017 ER -
EndNote %0 Mehmet Akif Ersoy University Journal of Social Sciences Institute İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ %A Önder BÜBERKÖKÜ %T İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ %D 2017 %J Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi %P 1309-1387-1309-1387 %V 9 %N 19 %R doi: 10.20875/makusobed.324146 %U 10.20875/makusobed.324146
ISNAD BÜBERKÖKÜ, Önder . "İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ". Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi 9 / 19 (June 2017): 457-482. https://doi.org/10.20875/makusobed.324146