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Kutluk Kaðan SÜMER (2015)
Journal: Eurasian Eononometrics, Statistics and Emprical Economics Journal
Types: Article
Subjects: Stock Exchange; BIST; Technical Analysis; Technical Analysis Indicators, Panel Data, Banking Sector, econometrics, econometric models, financial econometrics
jel: jel:C23, jel:C58, jel:G14, jel:G17
Technical analysis aims on visually identifying geometrical patterns and indicators in price charts in order to anticipate price “trends”. This paper investigates the relations between return and technical analysis indicators of Turkish commercial banking sector in BIST-BANKING index for the period 1-1-2000- 31-12-2013. Technical analysis indicators are generated by taking into account the daily stock prices. The general steps go through the identification of the relations for the securities returns and technical analysis indicators. We illustrate the proposed with a panel data methodology including several securities of banking sector. Our investigation shows that there is a statistically significant relation between technical analysis indicators and stock returns as panel.
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    • FAMA F.E. (1970). Efficient capital markets: a review of theory and empirical work.
    • The Journal of Finance, 25(2), 383-417. SÜMER K.K. (2013) "An Early Warning Model with Technical Indicators: The Case of Ise (Istanbul Stock Exchange)," iBusiness, Vol. 5 No. 4, pp. 173-183. doi: 10.4236/ib.2013.54022.
    • TARI Recep (2010) Ekonometri Umuttepe Yayınları 10. Baskı, 2010 TATOĞLU, Ferda (2012) Yerdelen Panel Veri Ekonometrisi; Beta Basım A.Ş.; Istanbul; 2012 GREENE, W.H. (2003), Econometric Analysis, Prentice Hall, New Jersey GRIFFITS, W. E. R & CARTE H. (1993). Learning and Practicing Econometrics, John Wiley, New York, HSIAO C. (1986) Analysis of Panel Data, Cambridge University Press PAZARLIOĞLU, .M.V. (2001) 1980-1990 Döneminde Türkiye'de İç Göç Üzerine Ekonometrik Model Çalışması, V.Ulusal Ekonometri ve İstatistik Sempozyumu, 19- 22 Eylül 2001, Adana PAZARLIOĞLU V., GÜRLER; (2007) Telekomünikasyon yatırımları ve ekonomik büyüme: panel veri yaklaşımı; 8. Türkiye Ekonometri ve İstatistik Kongresi 24-25 Mayıs 2007 - İnönü Üniversitesi Malatya BALTAGI B.H., (1995), Econometric Analysis of Panel Data, John Wiley & Sons Ltd, England
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