Özet:

Information effectiveness is defined as the fact that market prices correctly and quickly reflect information and thus form the correct value of the asset. In this study, between 2017-2018 years, the information impact on the price and volume of shares traded in the BIST U 30 Index is examined. According to the results of the study, the new information reached the market has an impact on the price and volume of the stock exchanges. The stock prices are rising on the basis of the day, on the date of announcement in positive information, and on the negative information. The volume of the transaction increases in positive information, the date of announcement and the date of announcement after the process. In negative information, it is a limited increase.

Özet:

Information efficiency is defined as market prices reflecting information accurately and quickly and thus, creating the correct value of the asset. In this study, the effect of the information on the price and transaction volume of stocks traded in BIST U 30 Index between 2017-2018 is examined. According to the results of the study, new information on the market has an impact on the price and transaction volume of stocks. Stocks prices, on the basis of days, increase in positive information on announcement dates and decrease in negative information. The transaction volume is increasing in the positive information, the date of announcement and the period after the announcement date. On the other hand, there is a limited increase in negative information.

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