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| ISL4014 | Capital Market Analysis | 3+0+0 | ECTS:4 | | Year / Semester | Spring Semester | | Level of Course | First Cycle | | Status | Elective | | Department | DEPARTMENT of ECONOMETRICS | | Prerequisites and co-requisites | None | | Mode of Delivery | Face to face | | Contact Hours | 14 weeks - 3 hours of lectures per week | | Lecturer | Prof. Dr. Ahmet KURTARAN | | Co-Lecturer | | | Language of instruction | Turkish | | Professional practise ( internship ) | None | | | | The aim of the course: | | To teach the pricing of securities in the capital markets |
| Learning Outcomes | CTPO | TOA | | Upon successful completion of the course, the students will be able to : | | | | LO - 1 : | Describe the securities and institutions in the capital markets | 1 | 1, | | LO - 2 : | Explain the investment strategies in the capital markets | 1,2,3 | 1, | | LO - 3 : | Determine the market timing | 1,2 | 1, | | LO - 4 : | Select the profitable securities with various methods | 1,2,3 | 1, | | LO - 5 : | Combine the selected securities in a optimal portfolio | 1,2,3 | 1, | | CTPO : Contribution to programme outcomes, TOA :Type of assessment (1: written exam, 2: Oral exam, 3: Homework assignment, 4: Laboratory exercise/exam, 5: Seminar / presentation, 6: Term paper), LO : Learning Outcome | | |
| Capital markets, instruments,institutions, transactions, stock exchanges, ISE, indexes, bond analysis, equity analysis, fundamental analysis, technical analysis, efficient market analysis, portfolio analysis, prtfolio performance measurement |
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| Course Syllabus | | Week | Subject | Related Notes / Files | | Week 1 | Course outline | | | Week 2 | Capital markets instruments, equity securities, bonds, commercial papers, treasury bills, bankers' acceptance, other instruments | | | Week 3 | Capital markets institutions, Capital market board, banks, insurance companies | | | Week 4 | Capital markets institutions; securities investment trusts, venture capital trusts, real estate investment trusts, mutual funds, other instititutions | | | Week 5 | Capital markets transactions; public offering intermediary, secondary markets intermediary, portfolio management, investment advising, repo and reverse repo | | | Week 6 | Stock exchanges and ISE, economic functions of exchanges, price formation systems, members of stock exchanges, ISE | | | Week 7 | Equity indexes, index types, index calculation methods | | | Week 8 | Bond valuation, bond pricing, measuring of bond yield | | | Week 9 | Midterm exam | | | Week 10 | Bond price volatility, bond price theories, interest rates structures | | | Week 11 | Fundamental analysis, economic analysis, firm analysis | | | Week 12 | Fundamental analysis, Common stock valuation ( dividend discount model, price earning ratio model, market value book value ratio model) | | | Week 13 | Technical analysis, charts, moving averages, relative strength analysis, confidence index, short-selling ratios | | | Week 14 | Efficient markets hypothesis, efficient markets forms, efficient markets hypoyhesis and fundamendal analysis, efficient capital markets hypothesis and technical analysis | | | Week 15 | Portfolio analysis, risk and return in investments, risk and return in portfolio, portfolio selection | | | Week 16 | Final exam | | | |
| Method of Assessment | | Type of assessment | Week No | Date | Duration (hours) | Weight (%) | | Mid-term exam | 9 | 20/04/2018 | 1 | 50 | | End-of-term exam | 16 | 10/06/2018 | 1 | 50 | | |
| Student Work Load and its Distribution | | Type of work | Duration (hours pw) | No of weeks / Number of activity | Hours in total per term | | Yüz yüze eğitim | 3 | 14 | 42 | | Sınıf dışı çalışma | 4 | 14 | 56 | | Arasınav için hazırlık | 8 | 2 | 16 | | Arasınav | 1 | 1 | 1 | | Dönem sonu sınavı için hazırlık | 11 | 3 | 33 | | Dönem sonu sınavı | 2 | 1 | 2 | | Total work load | | | 150 |
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