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Pay Vadeli Islem Sözlesmeleri ile Finansal Oranlar Arasındaki Iliski

Author

Listed:
  • Yasemin Karatas Elcicek

    (Siirt University)

Abstract

Yatırımcıların kararlarını etkileyen en önemli faktörlerden birisi kuskusuz yatırım yapacakları finansal enstrümandan elde edecekleri getirilerin maksimizasyonudur. Dolayısıyla yatırımcıların dogru karar verebilmesi için söz konusu yatırım araçlarının getirilerini etkileyen faktörlerin neler oldugunu bilmesi gerekmektedir. Bu çalışmanın amacı Borsa İstanbul Vadeli İşlem ve Opsiyon Piyasasında islem gören EREGL, SAHOL, TCELL, THYAO, TUPRS pay vadeli işlem sözleşme getirileri ile seçilen farklı türdeki finansal oranlar arasındaki iliskinin adımsal regresyon analizi yöntemiyle incelenmesidir. Çalısmada bu amaç dogrultusunda 2014Q1-2019Q4 dönemi analiz edilmistir. Çalısmanın sonuçlarında EREGL, SAHOL, THYAO ve TUPRS pay vadeli islem sözlesme getirilerinin piyasa degeri defter degeri oranından pozitif yönde; TCELL pay vadeli islem sözlesme getirisinin ise piyasa değeri defter degeri oranından pozitif, kısa vadeli borç/aktifler oranından negatif yönde etkilendigi bulgulanmıstır.

Suggested Citation

  • Yasemin Karatas Elcicek, 2021. "Pay Vadeli Islem Sözlesmeleri ile Finansal Oranlar Arasındaki Iliski," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 5(2), pages 13-39, December.
    • Handle: RePEc:bgo:journl:v:5:y:2021:i:2:p:13-39repec/bgo/
    DOI: https://doi.org/10.33399/biibfad.839967
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    More about this item

    Keywords

    Vadeli islem sözlesmeleri; finansal oranlar; adımsal regresyon; piyasa degeri; defter degeri;
    All these keywords.

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • L25 - Industrial Organization - - Firm Objectives, Organization, and Behavior - - - Firm Performance

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