A study towards affects of behavioral finance on borsa istanbul of trading volume
Özet
Recent studies about finance has showed that the efficient marketing hypothesis has been inefficient to explain changes at current markets and behavioral finance, that has been popular recently, has played big role about this deficiency. In this study; trading volume of Borsa Istanbul have been tried to explain by using over confidence, optimism, pessimism and rational expectation are bias type of behavioral finance. Daily data set of this study are between 1995-2014 and have involved totally 19 years. By using least squares method often prefered to regression analysis, we have found out that changes of trading volume of Borsa Istanbul 100 Index have been significantly affected generally from types of behavioral finance are not rational. Only rational expectation hasn’t had insignificant results. Results have showed that the rationality hypothesis doesn’t exist at Borsa Istanbul. Because of this result, we have determined that Borsa Istanbul is efficient at weak form
Anahtar Kelimeler
Tam Kayıt
| Alan | Değer | Dil |
|---|---|---|
| dc.contributor.author | Horasan, Mukadder | |
| dc.contributor.author | Bozkurt, Ramazan | |
| dc.date.accessioned | 2026-10-20T11:04:17.180776781Z | |
| dc.date.available | 2026-10-20T11:04:17.180776781Z | |
| dc.date.issued | 2016 | |
| dc.description.abstract | Recent studies about finance has showed that the efficient marketing hypothesis has been inefficient to explain changes at current markets and behavioral finance, that has been popular recently, has played big role about this deficiency. In this study; trading volume of Borsa Istanbul have been tried to explain by using over confidence, optimism, pessimism and rational expectation are bias type of behavioral finance. Daily data set of this study are between 1995-2014 and have involved totally 19 years. By using least squares method often prefered to regression analysis, we have found out that changes of trading volume of Borsa Istanbul 100 Index have been significantly affected generally from types of behavioral finance are not rational. Only rational expectation hasn’t had insignificant results. Results have showed that the rationality hypothesis doesn’t exist at Borsa Istanbul. Because of this result, we have determined that Borsa Istanbul is efficient at weak form | |
| dc.identifier.eissn | 2148-029X | |
| dc.identifier.endpage | 36 | |
| dc.identifier.issue | 1 | |
| dc.identifier.startpage | 23 | |
| dc.identifier.uri | https://rdlopen.rawdatalibrary.net/r/ebyu/21058 | |
| dc.identifier.volume | 14 | |
| dc.language.iso | tr | |
| dc.relation.ispartof | Yönetim ve Ekonomi Araştırmaları Dergisi | |
| dc.rights | info:eu-repo/semantics/closedAccess | |
| dc.subject | İktisat | |
| dc.subject | İşletme Finans | |
| dc.title | A study towards affects of behavioral finance on borsa istanbul of trading volume | |
| dc.type | Article | |
| dspace.entity.type | Publication | |
| rdl.citation.trdizin | 2 | |
| rdl.source.index | TRDIZIN |