Şeref KALAYCI, İbrahim Yaşar GÖK

181185

Endeks Futures ve Spot Piyasalarda Fiyat Keşfi:1982'den Günümüze Bir Literatür Araştırması

Bu çalışmanın amacı, endeks futures ve spot piyasalarda fiyat keşfi ile ilgili olarak 1982’den günümüze oluşturulan literatürü sunmak ve piyasaların fiyat keşfi rollerine etki eden faktörleri açıklamaktır. Bu bağlamda konu, gelişmiş ve gelişmekte olan ülke piyasaları açısından ele alınmıştır. Ayrıca endeks futures ve spot piyasalar yanında ETF ve opsiyon piyasalarının fiyat keşfi rolleri de incelenmiş, sonrasında uydu piyasaların fiyat keşfi rolleri araştırılmıştır.
Anahtar Kelimeler:

Fiyat Keşfi, Hisse Senedi Endeksi, Endeks Futures Piyasalar, ETF Piyasaları, Opsiyon Piyasaları

Endeks Futures ve Spot Piyasalarda Fiyat Keşfi:1982'den Günümüze Bir Literatür Araştırması

The purpose of this study is to introduce the literature of the price discovery in index futures and spot markets from 1982 to date and also to explain the factors affecting markets’ price discovery role. In this respect, the subject is handled in terms of developed and developing country markets. In addition to index futures and spot markets, the contributions of ETF and options markets to price discovery are examined and then the price discovery role of satellite markets are investigated
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Uluslararası Alanya İşletme Fakültesi Dergisi-Cover
  • ISSN: 1309-1522
  • Başlangıç: 2015
  • Yayıncı: Akdeniz Üniversitesi
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