An Empirical Analysis of Istanbul Stock Exchange Sub-Indexes

@article{citeulike:364363, abstract = {ABSTRACT: This paper analyzes possible cointegration relations among the sub-indexes of the Istanbul Stock Exchange series - services sector, industry sector and financial sector - for the period from February 1, 1997 to September 24, 2003. The data is analyzed by using various methods initiated by Engle and Granger (1987), Johansen (1988) and Akdi (1995). The basic finding of this study is that none of these methods suggest the presence of cointegrating relationships among these indexes.}, author = {Berument, Hakan and Akdi, Yilmaz and Atakan, Cemal }, citeulike-article-id = {364363}, journal = {Studies in Nonlinear Dynamics and Economertrics}, keywords = {econophysics}, number = {3}, posted-at = {2005-10-25 10:07:51}, priority = {3}, title = {An Empirical Analysis of Istanbul Stock Exchange Sub-Indexes}, url = {http://www.bepress.com/snde/vol9/iss3/art5/}, volume = {9} }

TY - JOUR ID - citeulike:364363 L3 - citeulike-article-id:364363 TI - An Empirical Analysis of Istanbul Stock Exchange Sub-Indexes JF - Studies in Nonlinear Dynamics and Economertrics VL - 9 IS - 3 N2 - ABSTRACT: This paper analyzes possible cointegration relations among the sub-indexes of the Istanbul Stock Exchange series - services sector, industry sector and financial sector - for the period from February 1, 1997 to September 24, 2003. The data is analyzed by using various methods initiated by Engle and Granger (1987), Johansen (1988) and Akdi (1995). The basic finding of this study is that none of these methods suggest the presence of cointegrating relationships among these indexes. KW - econophysics AU - Berument, Hakan AU - Akdi, Yilmaz AU - Atakan, Cemal UR - http://www.bepress.com/snde/vol9/iss3/art5/ ER -