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Sendikasyon ve seküritizasyon kredileri anlaşmalarının borçlanan bankaların hisse fiyatlarına etkileri

Listed author(s):
  • Sadık ÇUKUR

    (Abant İzzet Baysal Üniversitesi)

  • Mehmet ERYİĞİT

    (Abant İzzet Baysal Üniversitesi)

  • Seda DURAN

    (Abant İzzet Baysal Üniversitesi)

Son yıllarda hızla artış gösteren sendikasyon ve seküritizasyon kredilerinin borsadaki etkisinin olay çalışmasıyla analizin amaçlandığı bu çalışmada, sonuçlar olay bazında (-10,+10) penceresinde önemli sayıda pozitif veya negatif Anormal Getiri (AG) gözlemlenmiştir. Ancak banka bazında toplulaştırılmış verilerle yapılan analizlerde özellikle sendikasyon kredilerinde yüksek oranda bir AG veya Kümülatif Anormal Getiri (KAG) tespit edilememiştir. Seküritizasyon anlaşmalarının ilan edildiği günde ise pozitif ve anlamlı AG tespit edilmiştir. Ayrıca, (-1,+1) olay penceresinde pozitif ve anlamlı KAG tespit edilmiştir. Yıllar bazında toplulaştırılarak yapılan analizlerde ise, verilen tepkinin zamana göre farklı olabileceği gözlemlenmiştir.

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Article provided by Bilgesel Yayincilik in its journal İktisat İşletme ve Finans.

Volume (Year): 23 (2008)
Issue (Month): 264 ()
Pages: 58-78

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Handle: RePEc:iif:iifjrn:v:23:y:2008:i:264:p:58-78
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