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dc.contributor.advisorAydoğan, Kürşat
dc.contributor.authorCaglı, R. T. Kartal
dc.date.accessioned2016-01-08T20:09:09Z
dc.date.available2016-01-08T20:09:09Z
dc.date.issued1990
dc.identifier.urihttp://hdl.handle.net/11693/17314
dc.descriptionAnkara : The Department of Management and the Graduate School of Business Administration of Bilkent University, 1990.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 1990.en_US
dc.descriptionIncludes bibliographical references leaves 48-50.en_US
dc.description.abstractThis study investigates the existence of a relaticriship cet^^ıc-eгı returris or. conmon stccks and expected inflation i' lurke.. Ihie relationship: is tested within the fram£?v^ork of Fishe- Effect wising a single ei.i£^tion rezression mcDdel. The regressior» pa.raniete'~E are tested tc see whether an increase in expectez inflatizn is accoTip£vnjer by an ec-ic.l increase in nominal returrs. leavi-i the real rate cznstarit. T^x? test results sho-j that, when actual inflation rates are used to proxy expected inflaticr. hypothesis of existence c* Fisher Effect on stock returns is rejected; arc that it fails to be rejected whien Box Jenkins red^esentatizr. of inflatioTi IS used as the proxy. The dichotoory is Sviderice c' t^ie fact that ihz test results for Fisher Effect c"e n)ctr-cco3ogy dependent, and thiat inferences on Fisher's Theor~y snould t>z made with cauticr..en_US
dc.description.statementofresponsibilityCaglı, R T Kartalen_US
dc.format.extentvii, 68 leaves, illustrationsen_US
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjecten_US
dc.subjectFisher Effecten_US
dc.subjectExpected Inflationen_US
dc.subjectAdaptive Expectationsen_US
dc.subjectNominal vs real returnsen_US
dc.subjectBox Jenkins hfethodologyen_US
dc.subjectStationeren_US
dc.subject.lccHG5706.5 .C131 1990en_US
dc.subject.lcshStock exchanges--Turkey.en_US
dc.subject.lcshInflation (Finance)--Turkey.en_US
dc.titleCommon stock returns and inflation : an investigation of İstanbul Securities Exchangeen_US
dc.typeThesisen_US
dc.departmentDepartment of Managementen_US
dc.publisherBilkent Universityen_US
dc.description.degreeM.S.en_US


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