Seçilmiş firmaların temettü indirim modeli ile değerlemesi: Borsa İstanbul'da bir uygulama

This thesis study aims to calculate the deviations between the intrinsic values and the market prices of selected firms, quoted in Turkish Exchange marketsin 2022 to detect if there is mispricing due to small firm anomaly, as the investor sentiment theory suggests so. Intrinsic values are calculated with the dividend discount model and the significance of differences between the two groups are analyzed by Welch's t-Test. Although the difference in means and variances can be seen in the descriptive statistics, the difference in means seemed insignificant when Welch's t-test was employed.