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Measuring The Sensitivity Of Turkish And Romanian Stock Markets To European Stock Markets: A Comparative Analysis

Author

Listed:
  • Yusuf KADERLİ

    (Adnan Menders University, The Faculty of Economics)

  • Ismet ATES

    (Adnan Menders University, The Faculty of Economics)

Abstract

Since the process of globalization accelerates all over the world, trade and economic relations among countries become very intensive and the stock markets in these countries started to integrate to each other quickly. As a result of this, world wide stoc

Suggested Citation

  • Yusuf KADERLİ & Ismet ATES, 2009. "Measuring The Sensitivity Of Turkish And Romanian Stock Markets To European Stock Markets: A Comparative Analysis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 503-509, May.
    • Handle: RePEc:ora:journl:v:1:y:2009:i:1:p:503-509
    as

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    File URL: http://steconomice.uoradea.ro/anale/volume/2009/v1-international-relations-and-european-integration/80.pdf
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    References listed on IDEAS

    as
    1. Eugene F. Fama & Kenneth R. French, 2004. "The Capital Asset Pricing Model: Theory and Evidence," Journal of Economic Perspectives, American Economic Association, vol. 18(3), pages 25-46, Summer.
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    More about this item

    Keywords

    Beta Coefficient; Istanbul Stock Exchange (ISE; ) Bucharest Stock Exchange (BSE); ISE100 Index; BET10 Index; FTS Eurofirst 300 Index;
    All these keywords.

    JEL classification:

    • F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration

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