Evaluation of Borsa İstanbul with Social Network Analysis Method
DOI:
https://doi.org/10.5281/zenodo.5136443Аннотация
Stock markets are one of the most important markets in the financial field. Evaluating stock data in these markets is important for investors to make decisions about portfolio diversity. At this decision point, visualizing the data and presenting it in a practical and interesting way provides great convenience to investors. Social network analysis is one of the methods used effectively in the visualization of data in a short time. The purpose of this study is to reveal the relations between stocks in Borsa Istanbul 100 (BIST 100) and also to identify the stocks that have a potential role and importance in BIST 100 with social network analysis method. The centralities of degree, betweenness and pagerank of stocks were established according to their degree of correlation. According to different threshold values, stocks that are effective, strong and popular were determined in the BIST 100. And also stocks were evaluated on sectorial basis. As a result of the study, it was observed that the sequence of the stocks with different threshold values changed according to the centrality metrics. Stocks in BIST 100 are interpreted according to each centrality criterion. All findings shows, BIST 100 is not under the influence of a limited number of stocks therefore BIST 100 does not have a fragile structure.
Загрузки
Опубликован
Как цитировать
Выпуск
Раздел
Лицензия
The Author(s) must make formal transfer of copyright for each article prior to publication in the International Journal of Contemporary Economics and Administrative Sciences. Such transfer enables the Journal to defend itself against plagiarism and other forms of copyright infringement. Your cooperation is appreciated. You agree that copyright of your article to be published in the International Journal of Contemporary Economics and Administrative Sciences is hereby transferred, throughout the World and for the full term and all extensions and renewals thereof, to International Journal of Contemporary Economics and Administrative Sciences.
The Author(s) reserve(s): (a) the trademark rights and patent rights, if any, and (b) the right to use all or part of the information contained in this article in future, non-commercial works of the Author's own, or, if the article is a "work-for-hire" and made within the scope of the Author's employment, the employer may use all or part of the information contained in this article for intra-company use, provided the usual acknowledgements are given regarding copyright notice and reference to the original publication.
The Author(s) warrant(s) that the article is Author's original work, and has not been published before. If excerpts from copyrighted works are included, the Author will obtain written permission from the copyright owners and shall credit the sources in the article. The author also warrants that the article contains no libelous or unlawful statements, and does not infringe on the rights of others. If the article was prepared jointly with other Author(s), the Author agrees to inform the co-Author(s) of the terms of the copyright transfer and to sign on their behalf; or in the case of a "work-for-hire" the employer or an authorized representative of the employer.
The journal is registered with the ISSN : 1925-4423.
IJCEAS is licensed under a Creative Commons Attribution 4.0 International License.
This license lets others distribute, remix, tweak, and build upon your work, even commercially, as long as they credit you for the original creation. This is the most accommodating of licenses offered. Recommended for maximum dissemination and use of licensed materials.
