Detecting the long term cyclical behaviour of the Turkish stock market by means of spectral analysis
| dc.contributor.author | Akar, Cüneyt | |
| dc.contributor.author | Başkaya, Zehra | |
| dc.date.accessioned | 2019-11-01T07:48:57Z | |
| dc.date.available | 2019-11-01T07:48:57Z | |
| dc.date.issued | 2011 | en_US |
| dc.department | Fakülteler, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümü | en_US |
| dc.description | Akar, Cüneyt (Balikesir Author) | en_US |
| dc.description.abstract | This paper explores long term cycles in Turkish stock market returns. Weekly data for five indices (ISE-100, Industrial Index, Financial Index, Services Index and Technology Index) in the Istanbul Stock Exchange were examined using a spectral analysis during the period of February 1986-March 2010. The results illustrate that the 40 month (Kitchin) cycle is the dominant long term cycle for the investigated indices. | en_US |
| dc.identifier.endpage | 167 | en_US |
| dc.identifier.issn | 1450-2887 | |
| dc.identifier.scopus | 2-s2.0-79958065359 | |
| dc.identifier.scopusquality | N/A | |
| dc.identifier.startpage | 160 | en_US |
| dc.identifier.uri | https://hdl.handle.net/20.500.12462/9454 | |
| dc.identifier.volume | 67 | en_US |
| dc.indekslendigikaynak | Scopus | |
| dc.language.iso | en | en_US |
| dc.relation.ispartof | International Research Journal of Finance and Economics | en_US |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject | Long Term Cycles | en_US |
| dc.subject | Spectral Analysis | en_US |
| dc.subject | Stock Returns | en_US |
| dc.title | Detecting the long term cyclical behaviour of the Turkish stock market by means of spectral analysis | en_US |
| dc.type | Article | en_US |
