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

Önder Büberkökü

doi:10.20875/makusobed.324146

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

Öz

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.

Anahtar Kelimeler

İşlem Hacmi,Hisse Senedi Getirileri,KantilRegresyon,Bankalar,Asimetrik Nedensellik

Kaynakça

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Ayrıntılar

Birincil Dil

Türkçe

Konular

-

Bölüm

Araştırma Makalesi

Yazarlar

Önder Büberkökü

Yayımlanma Tarihi

30 Haziran 2017

Gönderilme Tarihi

29 Haziran 2017

Kabul Tarihi

17 Nisan 2017

Yayımlandığı Sayı

Yıl 2017 Cilt: 9 Sayı: 19

DOI

https://doi.org/10.20875/makusobed.324146

IZ

https://izlik.org/JA62DZ47SZ

Kaynak Göster

RIS / Bibtex

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. https://doi.org/10.20875/makusobed.324146

AMA

1.Büberkökü Ö. İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ. MAKU SOBED. 2017;9(19):457-482. doi:10.20875/makusobed.324146

Chicago

Büberkökü, Önder. 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): 457-82. https://doi.org/10.20875/makusobed.324146.

EndNote

Büberkökü Ö (01 Haziran 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.

IEEE

[1]Ö. Büberkökü, “İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ”, MAKU SOBED, c. 9, sy 19, ss. 457–482, Haz. 2017, doi: 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 (01 Haziran 2017): 457-482. https://doi.org/10.20875/makusobed.324146.

JAMA

1.Büberkökü Ö. İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ. MAKU SOBED. 2017;9:457–482.

MLA

Büberkökü, Önder. “İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ”. Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, c. 9, sy 19, Haziran 2017, ss. 457-82, doi:10.20875/makusobed.324146.

Vancouver

1.Önder Büberkökü. İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ. MAKU SOBED. 01 Haziran 2017;9(19):457-82. doi:10.20875/makusobed.324146

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

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DOI

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