{"id":3053,"date":"2015-04-18T20:50:45","date_gmt":"2015-04-18T17:50:45","guid":{"rendered":"http:\/\/www.berjournal.com\/?p=3053"},"modified":"2015-04-18T20:50:45","modified_gmt":"2015-04-18T17:50:45","slug":"turkiyede-yatirimcilarin-ongoru-performanslarinin-rassal-yuruyus-modeli-cercevesinde-analizi","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/turkiyede-yatirimcilarin-ongoru-performanslarinin-rassal-yuruyus-modeli-cercevesinde-analizi","title":{"rendered":"T\u00fcrkiye\u2019de Yat\u0131r\u0131mc\u0131lar\u0131n \u00d6ng\u00f6r\u00fc Performanslar\u0131n\u0131n Rassal Y\u00fcr\u00fcy\u00fc\u015f Modeli \u00c7er\u00e7evesinde Analizi"},"content":{"rendered":"\n\n\n\n
Makale Bilgileri<\/td>\n<\/tr>\n
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Dergi:<\/td>\n\u0130\u015fletme ve Ekonomi Ara\u015ft\u0131rmalar\u0131 Dergisi<\/td>\n<\/tr>\n
Makalenin Ba\u015fl\u0131\u011f\u0131:<\/td>\nT\u00fcrkiye\u2019de Yat\u0131r\u0131mc\u0131lar\u0131n \u00d6ng\u00f6r\u00fc Performanslar\u0131n\u0131n
\nRassal Y\u00fcr\u00fcy\u00fc\u015f Modeli \u00c7er\u00e7evesinde Analizi<\/td>\n<\/tr>\n
Yazar(lar):<\/td>\nBanu Tanr\u0131\u00f6ver,\u00a0Duygu Arslant\u00fcrk \u00c7\u00f6ll\u00fc<\/td>\n<\/tr>\n
Cilt:<\/td>\n6<\/td>\n<\/tr>\n
Say\u0131:<\/td>\n2<\/td>\n<\/tr>\n
Y\u0131l:<\/td>\n2015<\/td>\n<\/tr>\n
Sayfa:<\/td>\n127-139<\/td>\n<\/tr>\n
ISSN:<\/td>\n1309-2448<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\u00d6z<\/td>\n<\/tr>\n
Bu \u00e7al\u0131\u015fmada BIST-100 endeksine ili\u015fkin fiyat hareketlerinin rassal y\u00fcr\u00fcy\u00fc\u015f modeli \u00e7er\u00e7evesinde zay\u0131f formda etkinli\u011finin s\u0131nanmas\u0131 ve bu yolla T\u00fcrkiye\u2019deki hisse senedi piyasas\u0131ndaki yat\u0131r\u0131mc\u0131lar\u0131n \u00f6ng\u00f6r\u00fc performanslar\u0131n\u0131n de\u011ferlendirilmesi ama\u00e7lanm\u0131\u015ft\u0131r. T\u00fcrkiye\u2019deki 1990:01-2014:06 d\u00f6nemine ait hisse senedi fiyat hareketlerinin ve yat\u0131r\u0131mc\u0131 beklentilerinin rassal y\u00fcr\u00fcy\u00fc\u015f izleyip izlemedi\u011finin belirlenerek, hisse senedi piyasas\u0131ndaki yat\u0131r\u0131mc\u0131lar\u0131n normalin \u00fczerinde kar elde edebilmelerinin m\u00fcmk\u00fcn olup olmad\u0131\u011f\u0131 ortaya konulmu\u015ftur. Bu ama\u00e7la \u00f6ncelikle BIST-100 endeksine ili\u015fkin fiyat hareketleri de\u011fi\u015fkeninin rassall\u0131\u011f\u0131 Ljung-Box ve LM analizleri yard\u0131m\u0131yla test edilmi\u015ftir. Rassal y\u00fcr\u00fcy\u00fc\u015f\u00fcn ikinci varsay\u0131m\u0131 olan yat\u0131r\u0131mc\u0131 beklentilerinin ve piyasaya giren her bir bilginin rassall\u0131\u011f\u0131 ise BDS testi ile analiz edilmi\u015ftir. T\u00fcrk sermaye piyasas\u0131ndaki yat\u0131r\u0131mc\u0131lar\u0131n ge\u00e7mi\u015f d\u00f6nemdeki fiyat hareketlerini kullanarak gelece\u011fe y\u00f6nelik \u00f6ng\u00f6r\u00fc yapmalar\u0131n\u0131n m\u00fcmk\u00fcn oldu\u011fu, yat\u0131r\u0131mc\u0131lar\u0131n piyasaya girmesi muhtemel olan bilgiye \u00f6nceden sahip olabildi\u011fi ve bu bilgiye g\u00f6re yat\u0131r\u0131m karar\u0131 alarak ortalaman\u0131n \u00fczerinde bir getiri elde edebildi\u011fi y\u00f6n\u00fcnde bulgulara ula\u015f\u0131lm\u0131\u015ft\u0131r.<\/td>\n<\/tr>\n
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Anahtar Kelimeler:<\/td>\nRassal y\u00fcr\u00fcy\u00fc\u015f modeli, zay\u0131f formda piyasa etkinli\u011fi, otokorelasyon analizi, BDS testi<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\n\n\n\n
JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/td>\nC12, C22, C58, G14<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/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> 3009)<\/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: T\u00fcrkiye\u2019de Yat\u0131r\u0131mc\u0131lar\u0131n \u00d6ng\u00f6r\u00fc Performanslar\u0131n\u0131n Rassal Y\u00fcr\u00fcy\u00fc\u015f Modeli \u00c7er\u00e7evesinde Analizi Yazar(lar): Banu Tanr\u0131\u00f6ver,\u00a0Duygu Arslant\u00fcrk \u00c7\u00f6ll\u00fc Cilt: 6 Say\u0131: 2 Y\u0131l: 2015 Sayfa: 127-139 ISSN: 1309-2448 \u00d6z Bu \u00e7al\u0131\u015fmada BIST-100 endeksine ili\u015fkin fiyat hareketlerinin rassal y\u00fcr\u00fcy\u00fc\u015f modeli \u00e7er\u00e7evesinde zay\u0131f formda etkinli\u011finin s\u0131nanmas\u0131 ve bu yolla T\u00fcrkiye\u2019deki hisse […]<\/p>\n

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