İMKB’de Fiyat-Hacim İlişkisi - Asimetrik Etkileşim(Price-Volume Relationship in ISE – Asymmetric Interaction)
In this paper, we tried to examine whether the price-volume relationship exists in ISE, and if so whether or not it is asymmetric. Daily price and trading volume series of stocks, which have been traded in ISE-30 and ISE-50 on a continual basis between January 2001 and September 2008, were used in t...
| Main Authors: | , |
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| Format: | Article |
| Language: | deu |
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Celal Bayar University
2009-01-01
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| Series: | Yönetim ve Ekonomi |
| Subjects: | |
| Online Access: | http://www2.bayar.edu.tr/yonetimekonomi/dergi/pdf/C16S22009/49_62.pdf |
| _version_ | 1797913198214512640 |
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| author | Koray KAYALIDERE Hüseyin AKTAŞ |
| author_facet | Koray KAYALIDERE Hüseyin AKTAŞ |
| author_sort | Koray KAYALIDERE |
| collection | DOAJ |
| description | In this paper, we tried to examine whether the price-volume relationship exists in ISE, and if so whether or not it is asymmetric. Daily price and trading volume series of stocks, which have been traded in ISE-30 and ISE-50 on a continual basis between January 2001 and September 2008, were used in this study. The findings of the study support the asymmetric relationship between price and volume, and further confirm the Mixture of Distribution Hypothesis. Consequently, the positive relationship between return (return change and volatility) and volume is said to be validated. |
| first_indexed | 2024-04-10T12:08:10Z |
| format | Article |
| id | doaj.art-8277bc0e19524797bb4b7d3e8422562d |
| institution | Directory Open Access Journal |
| issn | 1302-0064 |
| language | deu |
| last_indexed | 2024-04-10T12:08:10Z |
| publishDate | 2009-01-01 |
| publisher | Celal Bayar University |
| record_format | Article |
| series | Yönetim ve Ekonomi |
| spelling | doaj.art-8277bc0e19524797bb4b7d3e8422562d2023-02-15T16:16:08ZdeuCelal Bayar UniversityYönetim ve Ekonomi1302-00642009-01-011624962İMKB’de Fiyat-Hacim İlişkisi - Asimetrik Etkileşim(Price-Volume Relationship in ISE – Asymmetric Interaction)Koray KAYALIDEREHüseyin AKTAŞIn this paper, we tried to examine whether the price-volume relationship exists in ISE, and if so whether or not it is asymmetric. Daily price and trading volume series of stocks, which have been traded in ISE-30 and ISE-50 on a continual basis between January 2001 and September 2008, were used in this study. The findings of the study support the asymmetric relationship between price and volume, and further confirm the Mixture of Distribution Hypothesis. Consequently, the positive relationship between return (return change and volatility) and volume is said to be validated.http://www2.bayar.edu.tr/yonetimekonomi/dergi/pdf/C16S22009/49_62.pdfHisse senedi fiyatıişlem hacmiasimetrik ilişkiKarışım Dağılımı HipoteziStock pricetrading volumeasymmetric relationshipMixture of Distribution Hypothesis |
| spellingShingle | Koray KAYALIDERE Hüseyin AKTAŞ İMKB’de Fiyat-Hacim İlişkisi - Asimetrik Etkileşim(Price-Volume Relationship in ISE – Asymmetric Interaction) Yönetim ve Ekonomi Hisse senedi fiyatı işlem hacmi asimetrik ilişki Karışım Dağılımı Hipotezi Stock price trading volume asymmetric relationship Mixture of Distribution Hypothesis |
| title | İMKB’de Fiyat-Hacim İlişkisi - Asimetrik Etkileşim(Price-Volume Relationship in ISE – Asymmetric Interaction) |
| title_full | İMKB’de Fiyat-Hacim İlişkisi - Asimetrik Etkileşim(Price-Volume Relationship in ISE – Asymmetric Interaction) |
| title_fullStr | İMKB’de Fiyat-Hacim İlişkisi - Asimetrik Etkileşim(Price-Volume Relationship in ISE – Asymmetric Interaction) |
| title_full_unstemmed | İMKB’de Fiyat-Hacim İlişkisi - Asimetrik Etkileşim(Price-Volume Relationship in ISE – Asymmetric Interaction) |
| title_short | İMKB’de Fiyat-Hacim İlişkisi - Asimetrik Etkileşim(Price-Volume Relationship in ISE – Asymmetric Interaction) |
| title_sort | imkb de fiyat hacim iliskisi asimetrik etkilesim price volume relationship in ise asymmetric interaction |
| topic | Hisse senedi fiyatı işlem hacmi asimetrik ilişki Karışım Dağılımı Hipotezi Stock price trading volume asymmetric relationship Mixture of Distribution Hypothesis |
| url | http://www2.bayar.edu.tr/yonetimekonomi/dergi/pdf/C16S22009/49_62.pdf |
| work_keys_str_mv | AT koraykayalidere imkbdefiyathacimiliskisiasimetriketkilesimpricevolumerelationshipiniseasymmetricinteraction AT huseyinaktas imkbdefiyathacimiliskisiasimetriketkilesimpricevolumerelationshipiniseasymmetricinteraction |