- Gazi Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
- Vol: 4 Issue: 3
- İMKB'de Fiyat-Hacim İlişkisi: Granger Nedensellik Testi
İMKB'de Fiyat-Hacim İlişkisi: Granger Nedensellik Testi
Authors : Atilla Gökçe
Pages : 43-48
View : 11 | Download : 14
Publication Date : 2002-12-01
Article Type : Other
Abstract :This paper investigates the relatinship between stck prices and trading vlume in the stck market. Granger causality test is used t examine the relatinship betvveen daily İSE stck prices data and the trading vlume (3251 bservatins). Granger test has indicated statistical-ly significant unidirectinal causality frm stck prices t vlume.Keywords :