{"id":2362,"date":"2013-07-22T22:47:34","date_gmt":"2013-07-22T19:47:34","guid":{"rendered":"http:\/\/www.berjournal.com\/?p=2362"},"modified":"2013-07-23T12:56:25","modified_gmt":"2013-07-23T09:56:25","slug":"istanbul-menkul-kiymetler-borsasinda-mevsimsel-anomaliler","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/istanbul-menkul-kiymetler-borsasinda-mevsimsel-anomaliler","title":{"rendered":"\u0130stanbul Menkul K\u0131ymetler Borsas\u0131nda Mevsimsel Anomaliler"},"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
\n<\/span>Makalenin Ba\u015fl\u0131\u011f\u0131:<\/b><\/span><\/span> \u0130stanbul Menkul K\u0131ymetler Borsas\u0131nda Mevsimsel Anomaliler
\n<\/span>Yazar(lar):<\/b><\/span><\/span> Zehra Abdio\u011flu, Nurdan De\u011firmenci
\n<\/span>Cilt: <\/b><\/span><\/span>4
\n<\/span>Say\u0131: <\/b><\/span><\/span>3
\n<\/span>Y\u0131l: <\/b><\/span><\/span>2013
\n<\/span>Sayfa:<\/b><\/span><\/span> 55-73
\n<\/span>ISSN: <\/b><\/span><\/span>1309-2448<\/span><\/td>\n<\/tr>\n
\u00d6zet<\/b><\/span><\/span><\/td>\n<\/tr>\n
\n

Etkin piyasa hipotezine g\u00f6re, yat\u0131r\u0131mc\u0131lar piyasadaki t\u00fcm mevcut bilgiyi ayn\u0131 \u015fekilde alg\u0131lamaktad\u0131r ve hi\u00e7bir yat\u0131r\u0131mc\u0131n\u0131n di\u011ferlerinden daha fazla kar elde etmesi m\u00fcmk\u00fcn de\u011fildir. Hisse senedi piyasalar\u0131nda g\u00f6zlenen \u00e7e\u015fitli anomaliler etkin piyasa hipotezinin ba\u015far\u0131s\u0131z olmas\u0131na neden olmaktad\u0131r. Anomaliler, her bir d\u00f6nem itibariyle hisse senedi getirilerinin farkl\u0131l\u0131k g\u00f6sterdi\u011fini ifade etmektedir. Hisse senedi piyasalar\u0131nda anomalilerin varl\u0131\u011f\u0131 yat\u0131r\u0131mc\u0131lar a\u00e7\u0131s\u0131ndan \u00f6nem arz etmektedir. Bu \u00e7al\u0131\u015fmada \u0130stanbul Menkul K\u0131ymetler Borsas\u0131nda mevsimsel anomalilerin ortaya \u00e7\u0131k\u0131p \u00e7\u0131kmad\u0131\u011f\u0131 ara\u015ft\u0131r\u0131lm\u0131\u015ft\u0131r. Bu ama\u00e7la 2003-2012 d\u00f6nemi itibariyle en k\u00fc\u00e7\u00fck kareler y\u00f6ntemi kullan\u0131larak g\u00fcn i\u00e7i, haftan\u0131n g\u00fcn\u00fc, Ocak ay\u0131, ay i\u00e7i, ay d\u00f6n\u00fcm\u00fc, y\u0131l d\u00f6n\u00fcm\u00fc ve tatil etkileri test edilmi\u015ftir. Edinilen bulgulara g\u00f6re ele al\u0131nan d\u00f6nem itibariyle \u0130stanbul Menkul K\u0131ymetler Borsas\u0131nda g\u00fcn i\u00e7i ve haftan\u0131n g\u00fcn\u00fc etkisi g\u00f6r\u00fclmektedir.<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Anahtar Kelimeler:<\/b><\/span><\/span> Mevsimsel anomaliler, Hisse senedi piyasas\u0131, Etkin piyasa hipotezi, En K\u00fc\u00e7\u00fck Kareler, Kukla de\u011fi\u015fkenli regresyon.<\/span><\/p>\n<\/td>\n<\/tr>\n

JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/b><\/span><\/span> G11, G14<\/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> 2989)<\/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: \u0130stanbul Menkul K\u0131ymetler Borsas\u0131nda Mevsimsel Anomaliler Yazar(lar): Zehra Abdio\u011flu, Nurdan De\u011firmenci Cilt: 4 Say\u0131: 3 Y\u0131l: 2013 Sayfa: 55-73 ISSN: 1309-2448 \u00d6zet Etkin piyasa hipotezine g\u00f6re, yat\u0131r\u0131mc\u0131lar piyasadaki t\u00fcm mevcut bilgiyi ayn\u0131 \u015fekilde alg\u0131lamaktad\u0131r ve hi\u00e7bir yat\u0131r\u0131mc\u0131n\u0131n di\u011ferlerinden daha fazla kar elde etmesi m\u00fcmk\u00fcn de\u011fildir. […]<\/p>\n

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