Finansal oranların ve makro faktörlerin BİSTt-30 endeks getirileri üzerine etkisi
2017
0 views
0 downloads
Advisor: Yrd. Doç. Dr. Sıtkı Sönmezer
Abstract (EN)
In this study deals whether there is any relationship between stock returns and the financial ratios and to determine which macro factors are the most effective on stock returns by using Multiple Regression Analysis Model.Financial ratios including return on equity, debt to equity ratio and current ratio. Volatility index, gold price, inflation, brent oil price, money supply, Bovespa index, gross domestic product and industrial production index are used as macro factors that are expected to affect stock returns.According to the results of the analysis, Bovespa index affects stock returns and also the financial ratios can predict stock returns as the Debt to equity has the higher predictive power than Current ratio and Return on equity. Key Words: Stock Returns, BIST-30 Index, Financial Ratios, Macro Factors
Author
Hüseyin Özdemir
How to Cite
Hüseyin Özdemir (Master Thesis). Finansal oranların ve makro faktörlerin BİSTt-30 endeks getirileri üzerine etkisi, 2017, Doğuş University.
Keywords
License
Tüm Hakları Saklıdır
This work is shared under the specified license terms.
More theses from Doğuş University
- Idealized design in a metal company(2005)
- Between tradition and liberalism: Identity crises in Henry James's "the ambassadors" and Halide Edib Adivar's "The Clown and His Daughter"(2006)
- A study on determining the important factors which effect follow-on milk preference and investigating the brand personalities of market leaders(2017)
- Stigma, trauma, and coping methods in women who treated infertility according to the factor(2023)
- "the evaluation of public space using post occupancy method: The case of Maltepe Republic Square(2024)
- Test of capital asset pricing model in Turkey(2005)