Borsada hisse senetlerinin kısa vadeli güç göstergeleri ile analizi
dc.contributor.advisor | Çakmur Yıldırtan, Zeynep Dina | |
dc.contributor.author | Ozkaya, Oylum | |
dc.date.accessioned | 2021-05-08T08:05:04Z | |
dc.date.available | 2021-05-08T08:05:04Z | |
dc.date.submitted | 2010 | |
dc.date.issued | 2018-08-06 | |
dc.identifier.uri | https://acikbilim.yok.gov.tr/handle/20.500.12812/640963 | |
dc.description.abstract | Bu çalışmada, İMKB bankacılık sektöründe işlem gören lokomotif bir hisse senedinin momentum, stokastik gösterge ve işlem hacmi arasındaki nedensellik ilişkisi incelenmiştir. 01.07.2010-28.10.2010 dönemini kapsayan çalışmada veri seti olarak 83 seans gözlemi kullanılmıştır. Granger nedensellik testinin kullanıldığı çalışmada, uygulamaya konu olan momentum-stokastik gösterge ve işlem hacmi arasında nedensellik tespit edilememiştir | |
dc.description.abstract | In this study, the locomotive of a stock traded on the Istanbul Stock Exchange of momentum in the banking sector, stochastic indicator and causal relationship between trading volume was investigated. Study data set covering the period 01.07.2010-28.10.2010 as the 83 observation sessions were used. Granger causality test used in study, practice-stochastic momentum indicator which is the subject of causality between trading volume could not be identified. | en_US |
dc.language | Turkish | |
dc.language.iso | tr | |
dc.rights | info:eu-repo/semantics/openAccess | |
dc.rights | Attribution 4.0 United States | tr_TR |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | |
dc.subject | İşletme | tr_TR |
dc.subject | Business Administration | en_US |
dc.title | Borsada hisse senetlerinin kısa vadeli güç göstergeleri ile analizi | |
dc.title.alternative | Shares in the stock marketindicators and analysis of short-term power | |
dc.type | masterThesis | |
dc.date.updated | 2018-08-06 | |
dc.contributor.department | İşletme Ana Bilim Dalı | |
dc.subject.ytm | Stocks | |
dc.subject.ytm | Granger Causality Test | |
dc.subject.ytm | Trading volume | |
dc.subject.ytm | Stock exchange | |
dc.subject.ytm | Banking sector | |
dc.subject.ytm | Momentum | |
dc.subject.ytm | Stochastic volatility | |
dc.subject.ytm | Causality | |
dc.subject.ytm | İstanbul Stock Exchange | |
dc.identifier.yokid | 393964 | |
dc.publisher.institute | Sosyal Bilimler Enstitüsü | |
dc.publisher.university | KADİR HAS ÜNİVERSİTESİ | |
dc.identifier.thesisid | 279941 | |
dc.description.pages | 93 | |
dc.publisher.discipline | Diğer |