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Journals / Kafkas Üniversitesi Sosyal Bilimler Enstitüsü Dergisi / 2015 / Sayı: 15

Relationship between Trade Volume and Prices of Shares: An Investigating for Logistics and Civil Aviation Shares

HİSSE SENETLERİNİN FİYATLARI İLE İŞLEM HACİMLERİ ARASINDAKİ İLİŞKİ: LOJİSTİK VE SİVİL HAVACILIK SEKTÖRLERİ ÜZERİNE BİR UYGULAMA

HÜSEYİN ALİ KUTLU
Sibel İsmailçebi BAŞAR
Pages
91–111
DOI
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

According to the static and dynamic panel data analyses, it is concluded that trading volume affects the stock prices

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In this study, the relationship between prices and trading volumes of the shares of logistics and civil aviation sectors traded in Istanbul Stock Exchange is investigated.
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Key Findings & Data:For this purpose, logistics and civil aviation sectors in Turkey are briefly described.
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Conclusion & Impact:According to the static and dynamic panel data analyses, it is concluded that trading volume affects the stock prices
🔬Design:Research Article
📍Scope:Comprehensive Sample
⚙️Variables:Domain Parameters

Abstract

In this study, the relationship between prices and trading volumes of the shares of logistics and civil aviation sectors traded in Istanbul Stock Exchange is investigated. For this purpose, logistics and civil aviation sectors in Turkey are briefly described. Then, theoretical debates about relationship between prices and trading volume of the shares are given. Finally, the impacts of transaction volumes on prices have been discussed for stocks of seven logistics and civil aviation sector traded in Istanbul Stock Exchange. For this purpose stationary of data was examined and causality analysis was performed between the data. According to the static and dynamic panel data analyses, it is concluded that trading volume affects the stock prices

Özet

Bu çalışmada Borsa İstanbul'da işlem gören lojistik ve sivil havacılık sektörlerine ait hisse senetlerinin fiyatları ile işlem hacimleri arasındaki ilişkiler ele alınmaktadır. Bu amaçla, önce Türkiye'de lojistik ve sivil havacılık sektörleri hakkında bilgiler verilmiş, daha sonra hisse senetlerinin fiyatları ile işlem hacimleri arasındaki ilişkileri izah etmeye çalışan teoriler hakkında bilgi verilmiştir. Borsa İstanbul'da işlem gören lojistik ve sivil havacılık sektörlerine ait hisse senbetlerinin fiyat ve işlem hacimleri arasındaki iilişkileri araştırmak amacıyla once nedensellik analizi sonuçları verilmiştir. Daha sonra static ve dinamik panel yöntemleri ile tahmin yapılmıştır. Hem static hem de dinamik panel model tahmin sonuçlarına gore Borsa İstanbul'da işlem gören lojistik ve sivil havacılık hisselerinin işlem hacimlerinin fiyatlarını etkilediği sonucuna varılmıştır

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Cite This Article

KUTLU, H. A., BAŞAR, S. İ. (2015). Relationship between Trade Volume and Prices of Shares: An Investigating for Logistics and Civil Aviation Shares. Kafkas Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, Sayı: 15, 91–111. https://ajindex.com/articles/208786

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