Stock market and investment in Turkey: Evidence from cointegration and causality tests
| dc.contributor.author | Feridun, Mete | |
| dc.contributor.author | Sawhney, Bansi L. | |
| dc.contributor.author | Jalil, Abdul | |
| dc.date.accessioned | 2026-02-06T17:54:22Z | |
| dc.date.issued | 2009 | |
| dc.department | Doğu Akdeniz Üniversitesi | |
| dc.description.abstract | The objective of this paper is to investigate the causal effect of business investments on stock returns in Turkey for the period following the liberalization of capital flows (1987:01-2006:03). According to results of the cointegration tests and error correction model (ECM) causality is found to run from stock returns to business investments and not vice versa. | |
| dc.identifier.doi | 10.1080/1331677X.2009.11517388 | |
| dc.identifier.endpage | 29 | |
| dc.identifier.issn | 1331-677X | |
| dc.identifier.issue | 4 | |
| dc.identifier.scopus | 2-s2.0-77749328152 | |
| dc.identifier.scopusquality | Q1 | |
| dc.identifier.startpage | 17 | |
| dc.identifier.uri | https://doi.org/10.1080/1331677X.2009.11517388 | |
| dc.identifier.uri | https://search.trdizin.gov.tr/tr/yayin/detay/ | |
| dc.identifier.uri | https://hdl.handle.net/11129/7341 | |
| dc.identifier.volume | 22 | |
| dc.indekslendigikaynak | Scopus | |
| dc.language.iso | en | |
| dc.publisher | Faculty of Economics and Tourism 'Dr. Mijo Mirkovic' michael.wagreich@univie.ac.at | |
| dc.relation.ispartof | Economic Research-Ekonomska Istrazivanja | |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.snmz | KA_Scopus_20260204 | |
| dc.subject | Granger-causality | |
| dc.subject | Investments | |
| dc.subject | Stock market | |
| dc.title | Stock market and investment in Turkey: Evidence from cointegration and causality tests | |
| dc.type | Article |
