Interdependency between Istanbul Stock Exchange and New York Stock Exchange

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buir.advisorMuradoğlu, Gülnur
dc.contributor.authorBökesoy, Aslı
dc.date.accessioned2016-01-08T20:20:54Z
dc.date.available2016-01-08T20:20:54Z
dc.date.issued1994
dc.departmentDepartment of Managementen_US
dc.descriptionAnkara : The Department of Management and the Graduate School of Business administration of Bilkent University, 1994.en_US
dc.descriptionThesis -- Bilkent University, 1994.en_US
dc.descriptionIncludes bibliographical references leaves 20-22.en_US
dc.description.abstractGlobalization of world stock markets and international diversification of securities portfolios are topics that are widely discussed in the recent years. Many markets were analyzed for interdependencies in the literature. This study tests the interdependence between Istanbul Stock Exchange and New York Stock Exchange for the period between April 1992 and December 1993 using daily return indexes. Results of the tests showed that stock price indexes in both markets were nonstationary and that they are interdependent. Therefore, they point out the possibility that the price movements in Istanbul Stock Exchange are affected from the price movements in NewYork Stock Exchange.en_US
dc.description.degreeM.B.Aen_US
dc.description.statementofresponsibilityBökesoy, Aslıen_US
dc.format.extent22, [39] leaves, tablesen_US
dc.identifier.itemidBILKUTUPB027003
dc.identifier.urihttp://hdl.handle.net/11693/18617
dc.language.isoEnglishen_US
dc.publisherBilkent Universityen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subject.lccHG5706.5.I88 B65 1994en_US
dc.subject.lcshStock exchanges--Turkey.en_US
dc.titleInterdependency between Istanbul Stock Exchange and New York Stock Exchangeen_US
dc.typeThesisen_US
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