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Beta Katsayilarinin Tahmini: Istanbul Menkul Kiymetler Borsasi Uzerine Bir Uygulama

ISKENDEROGLU, Omer - In: Ege Academic Review 12 (2012) 1, pp. 69-78

Sistematik risk olcutu olarak ifade edilen beta (ß) katsayisi, hisse senedinin getirisi ile pazar getirisi arasindaki …

Persistent link: https://www.econbiz.de/10009416863

Beta Tahmininde Getiri Araligi Etkisi: IMKB Ornegi

TUNCEL, Ahmet Kamil - In: Ege Academic Review 9 (2009) 1, pp. 131-139

Beta katsayisinin tahmin edilmesi, modern portfoy teorisinin belkemigini olusturur. Finans literaturunde yer alan arastirmalar, bir finansal varlik icin tek bir duragan Beta’dan soz edilemeyecegini gostermistir. Bir baska ifade ile, hisse senetlerinin getirilerinin hesaplanma sekli, hangi...

Persistent link: https://www.econbiz.de/10008867612

The Analysis of Socio-Economic and Demographic Factors Effecting the Risk Taking Behaviour of Individual Investors

SARAC, Mehmet; KAHYAOGLU, Mehmet Burak - In: Journal of BRSA Banking and Financial Markets 5 (2011) 2, pp. 135-158

The 2008 financial crisis are quite noteworthy in terms of exposing the volatility in the risk appetite of the global … markets. The instantaneous and collective movements of the investors’ risk preferences have attracted the attentions to the … concept of risk, which is one of the fundamental criteria of the investment decisions. Personal characteristics, socio …

Persistent link: https://www.econbiz.de/10009493980

Testing Profitability of Momentum Investment Strategy in ISE

KANDIR, Serkan Yilmaz; INAN, Halime - In: Journal of BRSA Banking and Financial Markets 5 (2011) 2, pp. 51-70

Aim of this study is to investigate profitability of momentum investment strategy in ISE. Sample of the study consists of the stocks traded in National Market of ISE from July 2000 to June 2010. We use 3, 6, 9, 12 month holding and testing periods. Performance of momentum strategy is tested by...

Persistent link: https://www.econbiz.de/10009493983

Investigation of Prudent Investment Hypothesis in ISE

Kandir, Serkan Yilmaz - In: Journal of BRSA Banking and Financial Markets 3 (2009) 1, pp. 81-100

-on-assets, low level of total risk, stock liquidity, and leverage ratio. …

Persistent link: https://www.econbiz.de/10008464860

Cointegration Relations between Turkish and International Equity Markets and Portfolio Choices

Korkmaz, Turhan; Çevik, Emrah Ismail - In: Journal of BRSA Banking and Financial Markets 2 (2008) 1, pp. 59-84

In this study monthly equity index values of twenty two emerging and twelve developed markets are used for the determination of cointegration relations developed by Johansen. The results of cointegration analysis show that Turkish stock market is cointegrated with seven developed and five...

Persistent link: https://www.econbiz.de/10008464861

Dolarizasyon Endeksleri : Turkiye’deki Dolarizasyon Surecine Iliskin Gostergeler

Akinci, Ozge; Ozer, Yasemin Barlas; Usta, Bulent - Türkiye Cumhuriyet Merkez Bankası - 2005

economic units’ holding assets in foreign currency to prevent the value of their financial assets from the risk of devaluation …

Persistent link: https://www.econbiz.de/10005689749

The Effect of Investor Sentiment on the BIST Stock Index

Altuntaş, Duygu; Ersoy, Ersan - 2022

Turkish Abstract:ÖzBu çalışmanın amacı, yatırımcı duyarlılığını temsilen kullanılan TCMB Tüketici Güven Endeksi, Bloomberg HT Tüketici Güven Endeksi ve VIX Endeksi ile BIST 100 Endeksi arasındaki ilişkinin araştırılmasıdır. Çalışma Ocak 2007-Ağustos 2020 dönemini...

Persistent link: https://www.econbiz.de/10014351629

REZERV PORTFÖY YÖNETİMİNDE İPOTEĞE DAYALI MENKUL KIYMETLERİN YERİ : RİSK VE GETİRİ AÇISINDAN BİR İNCELEME (Use of Mortgage-Backed Securities in Reserve Portfolio Management: A Risk...

Cayirli, Omer - 2019

evrenlerinin genişletilmesi sürecinde benzer varlık sınıflarına kıyasla daha iyi bir uzun dönem getiri-risk profiline sahip olan … have better long-term risk-return characteristics compared to similar asset classes is one of the first asset classes taken …

Persistent link: https://www.econbiz.de/10012859622

The Relationship Between Foreign Investments and Stock Returns on Istanbul Stock Exchange

Okuyan, H. Aydin - 2020

Turkish Abstract: Bu çalışmada İMKB hisse senedi piyasasında yabancı işlemlerin hisse senedi getirileri üzerinde etkili olup olmadığı, tabanın genişlemesi (base broadening) hipotezinden yola çıkılarak ortaya konulmaya çalışmıştır. 1997:01 – 2008:09 tarihleri arasındaki...

Persistent link: https://www.econbiz.de/10012830515