Cyclical Behavior of Stock ExchangeIndex By Sectors: A Case From Turkey

Bayrak, Özlem Türker; Yüksel, Ebru

DSpace Home
→
Mühendislik Fakültesi
→
Endüstri Mühendisliği Bölümü
→
Endüstri Mühendisliği Bölümü Yayın Koleksiyonu
→
View Item

dc.contributor.author	Bayrak, Özlem Türker
dc.contributor.author	Yüksel, Ebru
dc.date.accessioned	2020-04-08T18:16:36Z
dc.date.available	2020-04-08T18:16:36Z
dc.date.issued	2012
dc.identifier.citation	Yuksel, Ebru; Bayrak, "Ozlem Turker, Cyclical behavior of stock exchange index by sectors: a case from Turkey", World Conference On Business, Economics and Management (Bem-2012), Vol. 62, pp. 947-951, (2012)	tr_TR
dc.identifier.issn	1877-0428
dc.identifier.uri	http://hdl.handle.net/20.500.12416/2984
dc.description.abstract	In this study, the relation between the cyclical behaviors of stock market indices of industry, service, finance and technology sectors at Istanbul Stock Exchange and gross domestic product of Turkey between the 1998 January and 2011 September, is analyzed. The results suggest that stock exchange indices move in the same direction with economic activity and stock market leads the economy by about one quarter. However, when the sectoral differences are considered, movements in technology sector index are transmitted to economy in two months whereas it is three months for the industrial and service sector. The slowest sector is the financial sector for which pass-through speed is four months. (C) 2012 Published by Elsevier Ltd. Selection and/or peer review under responsibility of Prof. Dr. Huseyin Arasli	tr_TR
dc.language.iso	eng	tr_TR
dc.publisher	Elsevier Science BV	tr_TR
dc.relation.isversionof	10.1016/j.sbspro.2012.09.161	tr_TR
dc.rights	info:eu-repo/semantics/openAccess	tr_TR
dc.subject	Business Cycle	tr_TR
dc.subject	Co-Movement	tr_TR
dc.subject	Financial Cycle	tr_TR
dc.subject	Granger Causality	tr_TR
dc.subject	Hodrick-Prescott Filter	tr_TR
dc.subject	Istanbul Stock Exchange	tr_TR
dc.subject	Turkey	tr_TR
dc.title	Cyclical Behavior of Stock ExchangeIndex By Sectors: A Case From Turkey	tr_TR
dc.type	workingPaper	tr_TR
dc.relation.journal	World Conference On Business, Economics and Management (Bem-2012)	tr_TR
dc.contributor.authorID	18500	tr_TR
dc.identifier.volume	62	tr_TR
dc.identifier.startpage	947	tr_TR
dc.identifier.endpage	951	tr_TR
dc.contributor.department	Çankaya Üniversitesi, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümü	tr_TR