İMKB`de Fiyat-Hacim İlişkisi: Granger Nedensellik Testi

Authors : Atilla GÖKÇE

Pages : 43-48

View : 19 | Download : 13

Publication Date : 2002-12-01

Article Type : Research Paper

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 insert ignore into journalissuearticles values(3251 bservatins);. Granger test has indicated statistical-ly significant unidirectinal causality frm stck prices t vlume.
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