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

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dc.creatorBÜBERKÖKÜ, Önder
dc.date2017-06-30T00:00:00Z
dc.date.accessioned2019-04-09T07:17:53Z
dc.date.available2019-04-09T07:17:53Z
dc.descriptionThis study examines the relationship between stockreturns and trading volume for 10 deposit banks traded on  Borsa İstanbul. A quantile regression is usedto investigate the contemporaneous relationship between the variables, andHatemi-J (2012) test is employed to investigate the asymmetric causalitybetween the variables.  Results showthat, in most cases, the Noisy Traders Hypothesis is valid for bank stocks,meaning that investors’ buying and selling decisions about bank shares arebased not on fundamental economic analysis or indicators, but rather onprevious movements in the stock price.
dc.formatapplication/pdf
dc.identifierhttp://dergipark.gov.tr/makusobed/issue/29997/324146
dc.identifier10.20875/makusobed.324146
dc.identifier.urihttp://hdl.handle.net/11672/2391
dc.publisherMehmet Akif Ersoy University
dc.publisherMehmet Akif Ersoy Üniversitesi
dc.relationhttp://dergipark.gov.tr/download/article-file/318835
dc.sourceVolume: 9, Issue: 19 457-482
dc.source1309-1387
dc.source1309-1387
dc.subjectİşlem Hacmi,Hisse Senedi Getirileri,KantilRegresyon,Bankalar,Asimetrik Nedensellik
dc.titleİŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ
dc.typeinfo:eu-repo/semantics/article

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Mehmet Akif Ersoy University Journal of Social Sciences Institute