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Covid-19 Salgını Hisse Senedi Piyasalarını Etkiledi Mi? Seçilen Ülkelerden Kanıtlar

Yıl 2022, Cilt: 22 Sayı: 3, 955 - 976, 28.09.2022
https://doi.org/10.18037/ausbd.1181541

Öz

Bu çalışma, COVID-19 salgınının hisse senedi piyasaları üzerindeki etkisini araştırmaktadır. Bu kapsamda, hisse senedi getiri ve risklerinin 1 Şubat 2020 – 31 Temmuz 2020 (COVID-19 dönemi) ile 1 Şubat 2019 – 31 Temmuz 2019 dönemleri (COVİD-19 öncesi dönem) arasında farklılaşıp farklılaşmadığını tespit etmek için Wilcoxon İşaretli Sıra testi kullanılmıştır. Yapılan analizler neticesinde, COVID-19 döneminde piyasalar arasındaki korelasyonların genellikle artış sergilediği bulunmuştur. Ayrıca, aynı dönemde piyasalarda standart sapmaların yükseldiği ve ortalama getirilerin düştüğü (DSEX, JSE, KSE, MERV hariç) gözlemlenmiştir. Wilcoxon testi sonuçları, hisse senedi getirileri ve standart sapmalar açısından dönemler arasındaki farkların istatistiksel olarak anlamlı olduğunu kanıtlamaktadır. Bu bulgular, COVID-19 salgınının hisse senedi piyasalarını olumsuz etkilediğini işaret etmektedir.

Kaynakça

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Toplam 41 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Bölüm Makaleler
Yazarlar

Serpil Altınırmak Bu kişi benim

Yavuz Gül

Yayımlanma Tarihi 28 Eylül 2022
Gönderilme Tarihi 17 Ocak 2022
Yayımlandığı Sayı Yıl 2022 Cilt: 22 Sayı: 3

Kaynak Göster

APA Altınırmak, S., & Gül, Y. (2022). Covid-19 Salgını Hisse Senedi Piyasalarını Etkiledi Mi? Seçilen Ülkelerden Kanıtlar. Anadolu Üniversitesi Sosyal Bilimler Dergisi, 22(3), 955-976. https://doi.org/10.18037/ausbd.1181541