İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ
This 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 causalityb...
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| Format: | Article |
| Language: | English |
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Mehmet Akif Ersoy University
2017-06-01
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| Series: | Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi |
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| Online Access: | https://dergipark.org.tr/tr/download/article-file/318835 |
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| author | Önder Büberkökü |
| author_facet | Önder Büberkökü |
| author_sort | Önder Büberkökü |
| collection | DOAJ |
| description | This 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. |
| format | Article |
| id | doaj-art-dcf3bb80ed5b43b7af81de66ab6d6a6c |
| institution | Kabale University |
| issn | 1309-1387 |
| language | English |
| publishDate | 2017-06-01 |
| publisher | Mehmet Akif Ersoy University |
| record_format | Article |
| series | Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi |
| spelling | doaj-art-dcf3bb80ed5b43b7af81de66ab6d6a6c2025-01-27T14:43:12ZengMehmet Akif Ersoy UniversityMehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi1309-13872017-06-0191945748210.20875/makusobed.324146273İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZÖnder BüberköküThis 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.https://dergipark.org.tr/tr/download/article-file/318835i̇şlem hacmihisse senedi getirilerikantilregresyonbankalarasimetrik nedensellik |
| spellingShingle | Önder Büberkökü İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi i̇şlem hacmi hisse senedi getirileri kantilregresyon bankalar asimetrik nedensellik |
| title | İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ |
| title_full | İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ |
| title_fullStr | İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ |
| title_full_unstemmed | İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ |
| title_short | İŞLEM HACMİ İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİNİN İNCELENMESİ: BANKA HİSSELERİNE DAYALI BİR ANALİZ |
| title_sort | islem hacmi ile hisse senedi getirileri arasindaki iliskinin incelenmesi banka hisselerine dayali bir analiz |
| topic | i̇şlem hacmi hisse senedi getirileri kantilregresyon bankalar asimetrik nedensellik |
| url | https://dergipark.org.tr/tr/download/article-file/318835 |
| work_keys_str_mv | AT onderbuberkoku islemhacmiilehissesenedigetirileriarasindakiiliskininincelenmesibankahisselerinedayalibiranaliz |