Varant Yatırımcısının Volatilite Algısına Etki Eden Faktörler: BIST’de Ampirik Bir Uygulama(Factors Affecting the Volatility Perception of Warrant Investors: An Empirical Research on BIST)
The aim of the study is to determine the factors that affect the volatility perception of warrant investors. By using 3.187 daily data of 61 call warrants whose underlying asset is BIST-30 Index and traded on BIST in 2012, firstly efficient option pricing model for the related market is confirmed an...
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| Format: | Article |
| Language: | deu |
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Celal Bayar University
2013-12-01
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| Series: | Yönetim ve Ekonomi |
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| Online Access: | http://www2.cbu.edu.tr/yonetimekonomi/dergi/pdf/C20S22013/219-232.pdf |