Dergiler / Ankara Hacı Bayram Veli Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi / 2002 / Cilt: 4 - Sayı: 3
İMKB'de Fiyat-Hacim İlişkisi: Granger Nedensellik Testi
- Sayfa
- 43–48
- DOI
- —
Abstract
This paper investigates the relatinship between stck prices and trading vlume in the stck market. Granger causality test is used t examine the relatinship betvveen daily İSE stck prices data and the trading vlume (3251 bservatins). Granger test has indicated statistical-ly significant unidirectinal causality frm stck prices t vlume.