Common stock returns and inflation : an investigation of İstanbul Securities Exchange
| buir.advisor | Aydoğan, Kürşat | |
| dc.contributor.author | Caglı, R. T. Kartal | |
| dc.date.accessioned | 2016-01-08T20:09:09Z | |
| dc.date.available | 2016-01-08T20:09:09Z | |
| dc.date.issued | 1990 | |
| dc.department | Department of Management | en_US |
| dc.description | Ankara : The Department of Management and the Graduate School of Business Administration of Bilkent University, 1990. | en_US |
| dc.description | Thesis (Master's) -- Bilkent University, 1990. | en_US |
| dc.description | Includes bibliographical references leaves 48-50. | en_US |
| dc.description.abstract | This 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.degree | M.B.A | en_US |
| dc.description.provenance | Made available in DSpace on 2016-01-08T20:09:09Z (GMT). No. of bitstreams: 1 1.pdf: 78510 bytes, checksum: d85492f20c2362aa2bcf4aad49380397 (MD5) | en |
| dc.description.statementofresponsibility | Caglı, R T Kartal | en_US |
| dc.format.extent | vii, 68 leaves, illustrations | en_US |
| dc.identifier.uri | http://hdl.handle.net/11693/17314 | |
| dc.language.iso | English | en_US |
| dc.publisher | Bilkent University | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject | en_US | |
| dc.subject | Fisher Effect | en_US |
| dc.subject | Expected Inflation | en_US |
| dc.subject | Adaptive Expectations | en_US |
| dc.subject | Nominal vs real returns | en_US |
| dc.subject | Box Jenkins hfethodology | en_US |
| dc.subject | Stationer | en_US |
| dc.subject.lcc | HG5706.5 .C131 1990 | en_US |
| dc.subject.lcsh | Stock exchanges--Turkey. | en_US |
| dc.subject.lcsh | Inflation (Finance)--Turkey. | en_US |
| dc.title | Common stock returns and inflation : an investigation of İstanbul Securities Exchange | en_US |
| dc.type | Thesis | en_US |
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