KRİZ DÖNEMLERİNDE HİSSE SENEDİ FİYATI İLE İŞLEM HACMİ İLİŞKİSİ: İMKB’DE İŞLEM GÖREN BANKACILIK SEKTÖR HİSSELERİ ÜZERİNE BİR UYGULAMA

In this study, due to be rapid and significant effect of financial crisis, the banking sector is chosen as the research subject. for processing in the istanbul stock exchange (ise), the ise-bank causality relationship between price and volume was examined. data set at this study taken as the sessions observations for 2001, 2006 and 2008 years. study using granger causality test; into practice within the 3 periods price (return) towards the trading volume was determined the one-way causality. in according to this results, positive feedback hypothesis's is valid in the ise. in addition, investors show rational behavior in terms of this relation.