Ekonofizik ve finans: İMKB üzerine görgül bir çalışma

No Thumbnail Available

Date

2008

Journal Title

Journal ISSN

Volume Title

Publisher

Sosyal Bilimler Enstitüsü

Abstract

Finance has a Physics as important working team. Literature named this team as Econophysics and every research about this field named as it. In this reseach sub-studies are cited and argued whether econophysics is prosperous or not when using for Turkish Financial Markets. Research is tested Econophysics, which is a proof of Economics and Physics, in applicabilitiy or non- applicabilitiy in Turkey and Turkish Financial Environment. Econophysics is an interdiciplinary researrh field applying theories and methods originally developed by physicsts in order to solve prblems in economics. The most important area of Econophyics is to improve and re-simulated financial markets as phycisal models. In this point of view, econophysics is characterized and explained first and second every models is outlined theoritically and explained dynamics of models. Important factor shown in every simulation examples, is first investors imposed each other and then imposed the market.In this research in general ideas of statistical infrastructure in Econophyics are shown and then pointed Turkish Investor and Turkish Investment decision in which has a statistical distribution and why it has. In this phase political developments are omitted.As Turkish Investor and investment behaviours are characterised, important and original researches are used rather frequently In some sections evaluation of Bose-Einstein Statistics is placed and some technical words like temperature of market and entropy of market are widely used which are acquaintanced with physics bu not with economics. From the point of previous studies, a model improved outside is applicated in Turkish Financial Environment and discussed whether strongly applicable or not.

Description

Keywords

Borsa Endeksi, Finans

Citation