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The sensitivity to market index and non-systematic risk measurement of sector indices ın Borsa İstanbul

Author

Listed:
  • Yusuf Kaderli
  • Ali Petek
  • Mustafa Doganer
  • Gokce Babayigit

    (Adnan Menderes University
    Adnan Menderes University
    Adnan Menderes University
    Adnan Menderes University)

Abstract

In Turkey, in recent years, capital market is constantly continued to develop in the Turkish stock exchange, representing the market index has reached very high levels. Market index, it changes in all the sectors of the same sensitivity reaction. The purpose of this study, Borsa İstanbul (BIST), the sector of the indices, the market index of the susceptibility of the measure, and in this way the stock market, investors are more informed about investing in the direction in order to provide important findings is to expose. For this purpose, using monthly data for previous years, beta coefficients of the sector indices representing sectors in Borsa İstanbul were calculated and evaluated and the findings are presented.

Suggested Citation

  • Yusuf Kaderli & Ali Petek & Mustafa Doganer & Gokce Babayigit, 2013. "The sensitivity to market index and non-systematic risk measurement of sector indices ın Borsa İstanbul," Anadolu University Journal of Social Sciences, Anadolu University, vol. 13(3), pages 55-64, September.
    • Handle: RePEc:and:journl:v:13:y:2013:i:3:p:55-64
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    More about this item

    Keywords

    Borsa İstanbul; Market Index; Sector Indices; Beta Coefficient;
    All these keywords.

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G19 - Financial Economics - - General Financial Markets - - - Other

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