Varlı, Yusuf
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Araştırma projeleri
Organizasyon Birimleri
Yönetim Bilimleri Fakültesi, İktisat Bölümü
İktisat Bölümü, başta Türkiye ve çevre ülkeler olmak üzere küresel ekonomileri anlayan, var olan sorunları analiz ederken, iktisadi kuramları ve kavramları yetkin ve özgün bir şekilde kullanma becerisine sahip bireyler yetiştirmeyi amaçlamaktadır.
Adı Soyadı
Yusuf Varlı
İlgi Alanları
İş ekonomisi, Fizik, Din
Kurumdaki Durumu
Pasif Personel
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Yayın An empirical investigation of the determinants of market efficiency in Borsa Istanbul(Springer, 2021) Şahin, Ebubekir Sıddık; Varlı, Yusuf; Yönetim Bilimleri Fakültesi, İktisat BölümüFollowing the last global financial crisis, efficiencies of stock markets have come to sight as a novel area of research. The question of what factors shape the efficiency of the stock market is naturally always of a curiosity in theory and practice. In line with the framework of this curiosity, this study examines the main determinants that play a crucial role in the efficiency of a certain stock market, Borsa Istanbul. Our study contributes to the literature by using five years and daily data belonging to both individual and institutional investors. We here aim to specify the ten determinants of market efficiency which are categorized under investor-based, market-based and country-based determinants. According to the three different regressions and VAR analysis, the results indicate the strong relationship between the market efficiency and the specified determinants such as turnover, market volatility, the share of foreign investors and interest rate.Yayın Evaluation of market efficiency and trading behavior of investors: Evidence from Borsa Istanbul(Marmara Üniversitesi, 2018) Varlı, Yusuf; Varlı, Yusuf; Yönetim Bilimleri Fakültesi, İktisat BölümüAfter the financial crisis of 2007-08, debates on structures and characteristics of financial markets have become the subject of much concern in both industry and academia. One of the most debated issues related to financial markets is whether they are efficient or not. With an intent to enter into discussions, this paper evaluates the market efficiency by using individual and institutional trade data from a specific stock exchange, namely Borsa Istanbul. To do so, we first form several measures of market efficiency through daily investor data covering five years. By using these measures, we show that there is a negative relationship between market efficiency and turnover. That is, the more efficient the market, the lower the turnover. This result contributes to the debate of irrationality of investor behavior. The data also suggests that the efficiency in Borsa Istanbul has been increasing after the crisis, showing that the effect of the crisis has been vanishing as time passes.Yayın Determinants of market efficiency: evidence from Borsa Istanbul(T.C. Merkez Bankası, 2018) Şahin, Ebubekir Sıddık; Varlı, Yusuf; Yönetim Bilimleri Fakültesi, İktisat BölümüFollowing the last global financial crisis, efficiencies of stock markets have come to sight as a novel area of research. The question of what factors shape the efficiency of the stock market is naturally always of a curiosity in theory and practice. In line with the framework of this curiosity, this study examines the determinants that play a crucial role in the efficiency of a certain stock market, Borsa Istanbul. Our study contributes to the literature by using five years and daily data for both individual and institutional investors. We here aim to specify the nine determinants of efficiency which are categorized under investor-based, market-based and country-based determinants. According to the three different regressions and VAR analysis, the model indicates the strong relationship between the efficiency and the specified determinants. The results illustrate that market efficiency has a statistically significant relationship with turnover, market volatility, the share of foreigners and interest rate
