{"id":5093,"date":"2020-07-19T23:11:43","date_gmt":"2020-07-19T20:11:43","guid":{"rendered":"https:\/\/www.berjournal.com\/?p=5093"},"modified":"2020-07-23T01:30:56","modified_gmt":"2020-07-22T22:30:56","slug":"in-which-sectors-can-historical-prices-be-used-for-return-predictability-an-empirical-study-on-istanbul-stock-exchange-with-automatic-portmanteau-test","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/in-which-sectors-can-historical-prices-be-used-for-return-predictability-an-empirical-study-on-istanbul-stock-exchange-with-automatic-portmanteau-test","title":{"rendered":"Hangi Sekt\u00f6rlerde Getiri \u00d6ng\u00f6r\u00fclebilirli\u011fi \u0130\u00e7in Tarihsel Fiyatlar Kullan\u0131labilir? Otomatik Portmanteau Testi ile Borsa \u0130stanbul \u00dczerine Ampirik Bir \u00c7al\u0131\u015fma"},"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>\nHangi Sekt\u00f6rlerde Getiri \u00d6ng\u00f6r\u00fclebilirli\u011fi \u0130\u00e7in Tarihsel Fiyatlar Kullan\u0131labilir? Otomatik Portmanteau Testi ile Borsa \u0130stanbul \u00dczerine Ampirik Bir \u00c7al\u0131\u015fma<\/td>\n<\/tr>\n
Yazar(lar):<\/td>\nOktay \u00d6zkan<\/td>\n<\/tr>\n
Cilt:<\/td>\n11<\/td>\n<\/tr>\n
Say\u0131:<\/td>\n3<\/td>\n<\/tr>\n
Y\u0131l:<\/td>\n2020<\/td>\n<\/tr>\n
Sayfa:<\/td>\n703-712<\/td>\n<\/tr>\n
ISSN:<\/td>\n2619-9491<\/td>\n<\/tr>\n
DOI Numaras\u0131:<\/td>\n10.20409\/berj.2020.278<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\u00d6z<\/td>\n<\/tr>\n
Bu \u00e7al\u0131\u015fman\u0131n amac\u0131 T\u00fcrkiye\u2019deki farkl\u0131 sekt\u00f6rlerin getiri \u00f6ng\u00f6r\u00fclebilirli\u011fini di\u011fer bir ifadeyle zay\u0131f formdaki piyasa etkinli\u011fini kar\u015f\u0131la\u015ft\u0131rmakt\u0131r. Bu ama\u00e7la Borsa \u0130stanbul b\u00fcnyesinde bulunan 19 birincil sekt\u00f6r endeksinin 04.07.2000-07.02.2020 tarihleri aras\u0131ndaki g\u00fcnl\u00fck verileri kullan\u0131larak 2 y\u0131ll\u0131k alt \u00f6rneklem b\u00fcy\u00fckl\u00fc\u011f\u00fc ile otomatik portmanteau testi ile analizler ger\u00e7ekle\u015ftirilmi\u015ftir. Analizler sonucunda Ula\u015ft\u0131rma, Sigorta, Elektrik ve Metal \u00dcr\u00fcnler ve Makineler sekt\u00f6rlerinin getiri \u00f6ng\u00f6r\u00fclebilirlik d\u00f6nemlerinin daha fazla oldu\u011fu ve dolay\u0131s\u0131yla zay\u0131f formdaki etkinliklerinin di\u011fer sekt\u00f6rlere g\u00f6re daha d\u00fc\u015f\u00fck oldu\u011fu anla\u015f\u0131lm\u0131\u015ft\u0131r. Ayr\u0131ca getiri \u00f6ng\u00f6r\u00fclebilirlik d\u00f6nemlerinin en az oldu\u011fu di\u011fer bir ifadeyle di\u011fer sekt\u00f6rlere g\u00f6re daha fazla zay\u0131f formda etkinli\u011fe sahip olan sekt\u00f6rlerin ise Yiyecek ve \u0130\u00e7ecek, Bankalar, Toptan Sat\u0131\u015f ve Perakende Ticaret ve Odun, Ka\u011f\u0131t ve Bask\u0131 oldu\u011fu belirlenmi\u015ftir.<\/td>\n<\/tr>\n
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Anahtar Kelimeler:<\/td>\nGetiri \u00d6ng\u00f6r\u00fclebilirli\u011fi, Otomatik Portmanteau Testi, Getiri, Etkin Piyasalar Hipotezi, Hisse Senedi Piyasas\u0131<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
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JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/td>\nC12, C22, G11, G14<\/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: Hangi Sekt\u00f6rlerde Getiri \u00d6ng\u00f6r\u00fclebilirli\u011fi \u0130\u00e7in Tarihsel Fiyatlar Kullan\u0131labilir? Otomatik Portmanteau Testi ile Borsa \u0130stanbul \u00dczerine Ampirik Bir \u00c7al\u0131\u015fma Yazar(lar): Oktay \u00d6zkan Cilt: 11 Say\u0131: 3 Y\u0131l: 2020 Sayfa: 703-712 ISSN: 2619-9491 DOI Numaras\u0131: 10.20409\/berj.2020.278 \u00d6z Bu \u00e7al\u0131\u015fman\u0131n amac\u0131 T\u00fcrkiye\u2019deki farkl\u0131 sekt\u00f6rlerin getiri \u00f6ng\u00f6r\u00fclebilirli\u011fini di\u011fer bir […]<\/p>\n

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