VOLATİLİTE BEKLENTİSİNE DAYALI YÖNSÜZ OPSİYON STRATEJİLERİNİN KULLANIMI: BİST’ TE AMPİRİK BİR UYGULAMA

VOLATİLİTE BEKLENTİSİNE DAYALI YÖNSÜZ OPSİYON STRATEJİLERİNİN KULLANIMI: BİST’ TE AMPİRİK BİR UYGULAMA

Bu çalışmanın amacı, opsiyon sözleşmeleri ile oluşturulan yönsüz stratejilerden elde edilen kar veya zarar bakımından, mali kuruluşlar sektörlerinde yer alan ve yer almayan firmalar grubu arasında anlamlı bir fark olup olmadığını araştırmaktır. 30.11.2017–31.12.2018 dönemini kapsayan çalışmada, Vade...

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Bibliographic Details
Main Authors:	Arif Sezgi̇n, Osman Tuğay
Format:	Article
Language:	English
Published:	Afyon Kocatepe University 2020-12-01
Series:	Afyon Kocatepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
Subjects:	opsiyonlar mann whitney u opsiyon stratejileri options option strategies
Online Access:	https://dergipark.org.tr/tr/pub/akuiibfd/issue/58785/662152?publisher=aku

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