{"id":2280,"date":"2013-04-22T22:02:02","date_gmt":"2013-04-22T19:02:02","guid":{"rendered":"http:\/\/www.berjournal.com\/?p=2280"},"modified":"2013-04-22T22:02:02","modified_gmt":"2013-04-22T19:02:02","slug":"fama-french-uc-faktor-modeli-istanbul-menkul-kiymetler-borsasi-ornegi","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/fama-french-uc-faktor-modeli-istanbul-menkul-kiymetler-borsasi-ornegi","title":{"rendered":"Fama-French \u00dc\u00e7 Fakt\u00f6r Modeli: \u0130stanbul Menkul Kiymetler Borsas\u0131 \u00d6rne\u011fi"},"content":{"rendered":"\n\n<\/colgroup>\n\n\n\n\n\n\n\n
Makale Bilgileri<\/b><\/span><\/span><\/td>\n<\/tr>\n
Dergi:<\/b><\/span><\/span>\u0130\u015fletme ve Ekonomi Ara\u015ft\u0131rmalar\u0131 Dergisi
\nMakalenin Ba\u015fl\u0131\u011f\u0131:<\/b><\/span><\/span> Fama-French \u00dc\u00e7 Fakt\u00f6r Modeli: \u0130stanbul Menkul Kiymetler Borsas\u0131 \u00d6rne\u011fi
\nYazar(lar):<\/b><\/span><\/span> Veysel Eraslan
\nCilt:<\/b><\/span><\/span>4
\nSay\u0131:<\/b><\/span><\/span>2
\nY\u0131l:<\/b><\/span><\/span>2013
\nSayfa:<\/b><\/span><\/span> 11-22
\nISSN:<\/b><\/span><\/span>1309-2448<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/td>\n<\/tr>\n
\u00d6zet<\/b><\/span><\/span><\/td>\n<\/tr>\n
\n

Bu \u00e7al\u0131\u015fmada Fama ve French\u2019 in \u00fc\u00e7 fakt\u00f6rl\u00fc finansal varl\u0131k fiyatlama modelinin \u0130stanbul Menkul K\u0131ymetler Borsas\u0131\u2019ndaki ge\u00e7erlili\u011fi test edilmektedir. Analizde kullan\u0131lan veriler 2003 ile 2010 y\u0131llar\u0131 aras\u0131nda \u0130stanbul Menkul K\u0131ymetler Borsas\u0131\u2019nda i\u015flem g\u00f6ren hisse senetlerinin ayl\u0131k getirileridir. Getiriler incelendi\u011finde b\u00fcy\u00fck firmalar\u0131n hisse senetlerinden olu\u015fan portf\u00f6ylerin getirilerinin k\u00fc\u00e7\u00fck firmalar\u0131n hisse senetlerinden olu\u015fan portf\u00f6ylerin getirilerinden daha fazla oldu\u011fu sonucuna ula\u015f\u0131lm\u0131\u015ft\u0131r. Ayr\u0131ca, piyasa de\u011feri\/defter de\u011feri oran\u0131 d\u00fc\u015f\u00fck olan firmalar\u0131n hisse senetlerinden olu\u015fan portf\u00f6ylerin piyasa de\u011feri\/defter de\u011feri oran\u0131 y\u00fcksek olan firmalar\u0131n hisse senetlerinden olu\u015fan portf\u00f6ylerden genellikle daha \u00e7ok fazla getiri elde ettikleri g\u00f6r\u00fclm\u00fc\u015ft\u00fcr. Firmalar\u0131n b\u00fcy\u00fckl\u00fcklerine ve piyasa de\u011feri\/defter de\u011feri oranlar\u0131na g\u00f6re dokuz adet portf\u00f6y olu\u015fturulmu\u015ftur. Portf\u00f6y getirilerindeki farkl\u0131l\u0131klar\u0131 a\u00e7\u0131klayabilmek amac\u0131yla risk fakt\u00f6r\u00fc olarak piyasan\u0131n fazla getirisi, portf\u00f6ydeki firma b\u00fcy\u00fckl\u00fc\u011f\u00fc ve firma piyasa de\u011feri\/defter de\u011feri de\u011fi\u015fkenlerinin etkileri incelenmi\u015ftir. Portf\u00f6ydeki firmalar\u0131n b\u00fcy\u00fckl\u00fc\u011f\u00fcn\u00fcn, orta ve k\u00fc\u00e7\u00fck firmalardan olu\u015fan portf\u00f6ylerin fazla getirilerinde etkili oldu\u011fu tespit edilirken b\u00fcy\u00fck firmalardan olu\u015fan portf\u00f6ylerin fazla getirilerinde etkisiz oldu\u011fu g\u00f6zlenmi\u015ftir. Piyasa de\u011feri\/defter de\u011feri oran\u0131 fakt\u00f6r\u00fc, y\u00fcksek piyasa de\u011feri\/defter de\u011feri oran\u0131na sahip firmalardan olu\u015fan portf\u00f6ylerde etkilidir. Bu model portf\u00f6ylerin fazla getirilerindeki farkl\u0131l\u0131klar\u0131 a\u00e7\u0131klama g\u00fcc\u00fcne sahip olsa da belirtilen d\u00f6nemde \u0130stanbul Menkul K\u0131ymetler Borsas\u0131\u2019ndaki ba\u015far\u0131s\u0131 s\u0131n\u0131rl\u0131d\u0131r.<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Anahtar Kelimeler:<\/b><\/span><\/span> Varl\u0131k fiyatlama, defter de\u011feri-piyasa de\u011feri oran\u0131, Fama ve French \u00fc\u00e7 fakt\u00f6r modeli, risk, fazla getiri.<\/span><\/p>\n<\/td>\n<\/tr>\n

JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/b><\/span><\/span> G, G1, G12<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

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\r\n \"https:\/\/www.berjournal.com\/tr\/wp-content\/uploads\/icons\/pdf.gif\"\r\n <\/td>\r\n \r\n \r\nTam Metin\r\n<\/b> ( \u2193<\/span> 3895)<\/a> <\/td>\r\n <\/tr>\r\n<\/table><\/p>\n
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Makale Bilgileri Dergi:\u0130\u015fletme ve Ekonomi Ara\u015ft\u0131rmalar\u0131 Dergisi Makalenin Ba\u015fl\u0131\u011f\u0131: Fama-French \u00dc\u00e7 Fakt\u00f6r Modeli: \u0130stanbul Menkul Kiymetler Borsas\u0131 \u00d6rne\u011fi Yazar(lar): Veysel Eraslan Cilt:4 Say\u0131:2 Y\u0131l:2013 Sayfa: 11-22 ISSN:1309-2448 \u00d6zet Bu \u00e7al\u0131\u015fmada Fama ve French\u2019 in \u00fc\u00e7 fakt\u00f6rl\u00fc finansal varl\u0131k fiyatlama modelinin \u0130stanbul Menkul K\u0131ymetler Borsas\u0131\u2019ndaki ge\u00e7erlili\u011fi test edilmektedir. Analizde kullan\u0131lan veriler 2003 ile 2010 y\u0131llar\u0131 aras\u0131nda […]<\/p>\n

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