Yayın:
Detecting the long term cyclical behaviour of the Turkish stock market by means of spectral analysis

Basit Görünüm
dc.contributor.authorAkar, Cüneyt
dc.contributor.authorBaşkaya, Zehra
dc.contributor.buuauthorBaşkaya, Zehra
dc.contributor.departmentİktisadi ve İdari Bilimler Fakültesi
dc.contributor.departmentİşletme Bölümü
dc.contributor.scopusid39261129700
dc.date.accessioned2025-08-06T23:29:45Z
dc.date.issued2011-05-01
dc.description.abstractThis 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. © EuroJournals Publishing, Inc. 2011.
dc.identifier.endpage167
dc.identifier.issn1450-2887
dc.identifier.scopus2-s2.0-79958065359
dc.identifier.startpage160
dc.identifier.urihttps://hdl.handle.net/11452/53900
dc.identifier.volume67
dc.indexed.scopusScopus
dc.language.isoen
dc.relation.journalInternational Research Journal of Finance and Economics
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.subjectStock returns
dc.subjectSpectral analysis
dc.subjectLong term cycles
dc.subject.scopusSynchronization of Business Cycles in Global Economies
dc.titleDetecting the long term cyclical behaviour of the Turkish stock market by means of spectral analysis
dc.typeArticle
dspace.entity.typePublication
local.contributor.departmentİktisadi ve İdari Bilimler Fakültesi/İşletme Bölümü
local.indexed.atScopus

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