{"id":4980,"date":"2020-04-01T23:31:38","date_gmt":"2020-04-01T20:31:38","guid":{"rendered":"https:\/\/www.berjournal.com\/?p=4980"},"modified":"2020-04-04T00:55:31","modified_gmt":"2020-04-03T21:55:31","slug":"impact-of-changes-in-foreign-investors-ownership-on-return-volatility-and-liquidity-a-panel-data-analysis-for-bist-reit-market","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/impact-of-changes-in-foreign-investors-ownership-on-return-volatility-and-liquidity-a-panel-data-analysis-for-bist-reit-market","title":{"rendered":"Yabanc\u0131 Yat\u0131r\u0131mc\u0131 Sahipli\u011fi Oran\u0131ndaki De\u011fi\u015fimin Getiri, Volatilite ve Likidite \u00dczerindeki Etkisi: BIST GYO Sekt\u00f6r\u00fc \u0130\u00e7in Panel Veri Analizi"},"content":{"rendered":"

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Makale Bilgileri<\/td>\n<\/tr>\n
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Dergi:<\/td>\nBusiness and Economics Research Journal<\/td>\n<\/tr>\n
Makalenin Ba\u015fl\u0131\u011f\u0131:<\/td>\nYabanc\u0131 Yat\u0131r\u0131mc\u0131 Sahipli\u011fi Oran\u0131ndaki De\u011fi\u015fimin Getiri, Volatilite ve Likidite \u00dczerindeki Etkisi: BIST GYO Sekt\u00f6r\u00fc \u0130\u00e7in Panel Veri Analizi<\/td>\n<\/tr>\n
Yazar(lar):<\/td>\nSaim K\u0131l\u0131\u00e7, \u0130hsan U\u011fur Delikanl\u0131, Ali Alp<\/td>\n<\/tr>\n
Cilt:<\/td>\n11<\/td>\n<\/tr>\n
Say\u0131:<\/td>\n2<\/td>\n<\/tr>\n
Y\u0131l:<\/td>\n2020<\/td>\n<\/tr>\n
Sayfa:<\/td>\n397-411<\/td>\n<\/tr>\n
ISSN:<\/td>\n2619-9491<\/td>\n<\/tr>\n
DOI Numaras\u0131:<\/td>\n10.20409\/berj.2020.257<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\u00d6z<\/td>\n<\/tr>\n
Bu \u00e7al\u0131\u015fmada, 2010-2018 d\u00f6neminde pay senetleri Borsa \u0130stanbul\u2019da (BIST) i\u015flem g\u00f6ren gayrimenkul yat\u0131r\u0131m ortakl\u0131klar\u0131n\u0131n (GYO) pay senetlerindeki yabanc\u0131 yat\u0131r\u0131mc\u0131 pay sahipli\u011fi oran\u0131nda meydana gelen de\u011fi\u015fimin s\u00f6z konusu pay senetlerinin getirisine, volatilitesine ve likiditesine etkisi panel regresyon analizi yoluyla incelenerek taban geni\u015flemesi hipotezinin ge\u00e7erlili\u011fi ampirik olarak test edilmi\u015ftir. Ara\u015ft\u0131rma sonucunda, yabanc\u0131 sahiplik oran\u0131ndaki ani de\u011fi\u015fimler ile pay senetlerinin getirisi, likiditesi ve volatilitesi aras\u0131nda k\u0131sa vade i\u00e7in (\u00fc\u00e7 aya kadar) istatistiksel olarak anlaml\u0131 ili\u015fkiler tespit edilmi\u015ftir. Bu sonu\u00e7lara g\u00f6re, taban geni\u015flemesi hipotezinin uzun vadede ge\u00e7erli olmad\u0131\u011f\u0131 bulgusuna ula\u015f\u0131lm\u0131\u015ft\u0131r. Ayr\u0131ca, k\u0131sa vade i\u00e7in ortaya \u00e7\u0131kan anlaml\u0131 ili\u015fki nedeniyle fiyat bask\u0131s\u0131 hipotezinin ge\u00e7erli olabilece\u011fi iddia edilse bile, bu durumun yabanc\u0131 yat\u0131r\u0131mc\u0131lar\u0131n i\u015flemlerinin sonucu olarak de\u011fil, yabanc\u0131 yat\u0131r\u0131mc\u0131lar\u0131n pay sahipli\u011findeki de\u011fi\u015fimin bir \u201cbilgi i\u00e7ermesi\u201d ve bu bilginin piyasada \u00f6\u011frenildi\u011finde yerli yat\u0131r\u0131mc\u0131lar\u0131n piyasaya ilgi g\u00f6sterip daha fazla i\u015flem yapmas\u0131ndan kaynakland\u0131\u011f\u0131 anla\u015f\u0131lm\u0131\u015ft\u0131r.<\/td>\n<\/tr>\n
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Anahtar Kelimeler:<\/td>\nYabanc\u0131 Yat\u0131r\u0131mc\u0131, Taban Geni\u015flemesi, Fiyat Bask\u0131s\u0131, GYO, BIST<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
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JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/td>\nF32, G14, G16<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n
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Makale Bilgileri Dergi: Business and Economics Research Journal Makalenin Ba\u015fl\u0131\u011f\u0131: Yabanc\u0131 Yat\u0131r\u0131mc\u0131 Sahipli\u011fi Oran\u0131ndaki De\u011fi\u015fimin Getiri, Volatilite ve Likidite \u00dczerindeki Etkisi: BIST GYO Sekt\u00f6r\u00fc \u0130\u00e7in Panel Veri Analizi Yazar(lar): Saim K\u0131l\u0131\u00e7, \u0130hsan U\u011fur Delikanl\u0131, Ali Alp Cilt: 11 Say\u0131: 2 Y\u0131l: 2020 Sayfa: 397-411 ISSN: 2619-9491 DOI Numaras\u0131: 10.20409\/berj.2020.257 \u00d6z Bu \u00e7al\u0131\u015fmada, 2010-2018 d\u00f6neminde pay […]<\/p>\n

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