Information efficiency is defined as market prices reflecting information accurately and quickly and thus, creating the correct value of the asset. In this study, the effect of the information on the price and transaction volume of stocks traded in BIST U 30 Index between 2017-2018 is examined. According to the results of the study, new information on the market has an impact on the price and transaction volume of stocks. Stocks prices, on the basis of days, increase in positive information on announcement dates and decrease in negative information. The transaction volume is increasing in the positive information, the date of announcement and the period after the announcement date. On the other hand, there is a limited increase in negative information.
Keywords
Price and Volume, Information Effect, Efficient Market Hypothesis
@article{2019,title={THE EFFECT OF INFORMATION IN CAPITAL MARKETS:BİST 30 APPLICATION},abstractNode={Information efficiency is defined as market prices reflecting information accurately and quickly and thus, creating the correct value of the asset. In this study, the effect of the information on the price and transaction volume of stocks traded in BIST U 30 Index between 2017-2018 is examined. According to the results of the study, new information on the market has an impact on the price and transaction volume of stocks. Stocks prices, on the basis of days, increase in positive information on announcement dates and decrease in negative information. The transaction volume is increasing in the positive information, the date of announcement and the period after the announcement date. On the other hand, there is a limited increase in negative information.},author={Ahmet BAYRAKTAR},year={2019},journal={The Journal of Academic Social Science}}
Ahmet BAYRAKTAR . 2019 . THE EFFECT OF INFORMATION IN CAPITAL MARKETS:BİST 30 APPLICATION . The Journal of Academic Social Science.DOI:10.16992/ASOS.14662
Ahmet BAYRAKTAR.(2019).THE EFFECT OF INFORMATION IN CAPITAL MARKETS:BİST 30 APPLICATION.The Journal of Academic Social Science
Ahmet BAYRAKTAR,"THE EFFECT OF INFORMATION IN CAPITAL MARKETS:BİST 30 APPLICATION" , The Journal of Academic Social Science (2019)
Ahmet BAYRAKTAR . 2019 . THE EFFECT OF INFORMATION IN CAPITAL MARKETS:BİST 30 APPLICATION . The Journal of Academic Social Science . 2019. DOI:10.16992/ASOS.14662
Ahmet BAYRAKTAR .THE EFFECT OF INFORMATION IN CAPITAL MARKETS:BİST 30 APPLICATION. The Journal of Academic Social Science (2019)
Ahmet BAYRAKTAR .THE EFFECT OF INFORMATION IN CAPITAL MARKETS:BİST 30 APPLICATION. The Journal of Academic Social Science (2019)
Format:
Ahmet BAYRAKTAR. (2019) .THE EFFECT OF INFORMATION IN CAPITAL MARKETS:BİST 30 APPLICATION The Journal of Academic Social Science
Ahmet BAYRAKTAR . THE EFFECT OF INFORMATION IN CAPITAL MARKETS:BİST 30 APPLICATION . The Journal of Academic Social Science . 2019 doi:10.16992/ASOS.14662
Ahmet BAYRAKTAR."THE EFFECT OF INFORMATION IN CAPITAL MARKETS:BİST 30 APPLICATION",The Journal of Academic Social Science(2019)