Causality in mean and variance between ISE 100 and S&P 500: Turkcell case

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dc.contributor.authorKorkmaz, Turhan
dc.contributor.authorCevik, Emrah I.
dc.contributor.authorBirkan, Elif
dc.contributor.authorOzatac, Nesrin
dc.date.accessioned2026-02-06T18:22:30Z
dc.date.issued2011
dc.departmentDoğu Akdeniz Üniversitesi
dc.description.abstractThe article examines the causality between US stock market and Turkish stock market by using two-step method which is developed by Hong ( 2001). The returns of Turkcell securities that are traded as American Depository Receipt in the New York Stock Exchange and ISE 100 are used. The causality test results indicate that S&P 500 affects ISE 100 and Turkcell returns, moreover, Turkcell returns influence each other. Consequently, it can be seen that there is a spillover effect from US stock market to Turkish stock market.
dc.identifier.endpage1683
dc.identifier.issn1993-8233
dc.identifier.issue5
dc.identifier.orcid0000-0002-8155-1597
dc.identifier.scopusqualityN/A
dc.identifier.startpage1673
dc.identifier.urihttps://hdl.handle.net/11129/9856
dc.identifier.volume5
dc.identifier.wosWOS:000290800600018
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.language.isoen
dc.publisherAcademic Journals
dc.relation.ispartofAfrican Journal of Business Management
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_WoS_20260204
dc.subjectTurkcell
dc.subjectS&P 500
dc.subjectISE 100
dc.subjectADR
dc.subjectcausality
dc.titleCausality in mean and variance between ISE 100 and S&P 500: Turkcell case
dc.typeArticle

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