Hisse Getirilerinin Modellenmesi: F/K FD/FAVÖK Kıyaslaması
Yazarlar (3)
| Makale Türü | Özgün Makale (Uluslararası alan indekslerindeki dergilerde yayınlanan tam makale) | ||
| Dergi Adı | Journal of Economics, Finance and Accounting (JEFA) | ||
| Dergi ISSN | 2148-6689 | ||
| Dergi Tarandığı Indeksler | EconLit, EBSCO-Host, Ulrich’s Directiroy, ProQuest, Open J-Gate | ||
| Makale Dili | İngilizce | Basım Tarihi | 09-2017 |
| Kabul Tarihi | 12-04-2026 | Yayınlanma Tarihi | – |
| Cilt / Sayı / Sayfa | 4 / 3 / 262–274 | DOI | 10.17261/Pressacademia.2017.694 |
| Makale Linki | http://www.pressacademia.org/journals/jefa | ||
| Özet |
| Purpose – The aim of this work is to pinpoint the association between stock retuns and financial dynamics, market dynamics and regional and firm-specific uncertainties. While dividend yield, P/E, EV/EBITDA, P/B, Investment Ratio, Leverage, Intangible Assets, Topline Growth, Country Risk, Standard Deviation, Geopolitical Uncertainties, and Liquidity are taken into consideration as factors affecting stock returuns, lagged value of dependent variable is also accepted as independent variable. Methodology- All the equations are figured out by Generalized Method of Moments (GMM) while 2.549 data of 204 companies from 24 sectors traded at BİST between 1998-2014 are used in the study. Findings- According to the outcomes of the model, the rise in Expected Dividend Yield, Investment Ratio, Sales Growth and Liquidity influence positively stock returns, whereas the uptrend in geopolitical risks, country risks … |
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BM Sürdürülebilir Kalkınma Amaçları
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| Google Scholar | 2 |