Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi

Ersan, Oguz; EKİNCİ, Cumhur Enis

Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi

Yürütücü

Cumhur Enis EKİNCİ (İstanbul Teknik Üniversitesi, İşletme Fakültesi, İşletme Mühendisliği Bölümü, İstanbul, Türkiye)

Araştırmacı(lar)

Oğuz ERSAN (Kadir Has Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümü, İstanbul, Türkiye)

35 26

Proje Grubu: SOBAG Sayfa Sayısı: 69 Proje No: 117K908 Proje Bitiş Tarihi: 01.06.2019 Metin Dili: Türkçe İndeks Tarihi: 10-02-2020

Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi

Öz:

Bu proje finans piyasalarında faaliyet gösteren yatırımcı ve işlemci türlerini sınıflandırmakta, verilerden yola çıkarak tespit etmekte ve birbirleriyle ilişkilerini ve piyasaya olan etkilerini ortaya koymaktadır. Bu amaçla, önce geniş bir internet taramasıyla bu yatırımcı/işlemci türleri listelenmiş, literatüre de atıfla tanımları yapılmış ve gruplanmıştır. İkinci olarak, Borsa İstanbul?da önemli yatırımcı gruplarından bireysel ve tüzel yatırımcıların, aracı kurumların ve yerel fonların günlük ve gün içi sergilediği sürü davranışı derinlemesine incelenmiştir. Son kısımda, gün içi verilerden yola çıkarak ve belli algoritmalar geliştirilerek, ?özel bilgili? işlemciler, yüksek frekanslı işlem (HFT) yapanlar, sürü davranışı sergileyenler, küçük/büyük işlemciler, yerli/yabancı yatırımcılar işlem bazında tanımlanmış, bunların işlemlerdeki payı günlük ve gün içi olarak ölçülmüş ve birbirlerini ve piyasayı etkileme durumu bir vektör otoregresyon (VAR) modeli çerçevesinde incelenmiştir.

Anahtar Kelime: yabancı yatırımcı yüksek frekanslı işlemler sürü davranışı işlemci yatırımcı işlem büyüklüğü

Konular: İşletme İşletme Finans

Erişim Türü: Erişime Açık

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APA	EKİNCİ C, Ersan O (2019). Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi. , 1 - 69.
Chicago	EKİNCİ Cumhur Enis,Ersan Oguz Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi. (2019): 1 - 69.
MLA	EKİNCİ Cumhur Enis,Ersan Oguz Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi. , 2019, ss.1 - 69.
AMA	EKİNCİ C,Ersan O Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi. . 2019; 1 - 69.
Vancouver	EKİNCİ C,Ersan O Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi. . 2019; 1 - 69.
IEEE	EKİNCİ C,Ersan O "Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi." , ss.1 - 69, 2019.
ISNAD	EKİNCİ, Cumhur Enis - Ersan, Oguz. "Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi". (2019), 1-69.

APA	EKİNCİ C, Ersan O (2019). Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi. , 1 - 69.
Chicago	EKİNCİ Cumhur Enis,Ersan Oguz Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi. (2019): 1 - 69.
MLA	EKİNCİ Cumhur Enis,Ersan Oguz Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi. , 2019, ss.1 - 69.
AMA	EKİNCİ C,Ersan O Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi. . 2019; 1 - 69.
Vancouver	EKİNCİ C,Ersan O Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi. . 2019; 1 - 69.
IEEE	EKİNCİ C,Ersan O "Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi." , ss.1 - 69, 2019.
ISNAD	EKİNCİ, Cumhur Enis - Ersan, Oguz. "Finans Piyasalarındaki Yatırımcı ve İşlemcilerin Sınıflandırılması, Tespiti ve Analizi". (2019), 1-69.