Çukur, SadıkEryiğit, MehmetEryiğit, Resul2021-06-232021-06-2320070378-43711873-2119https://doi.org/10.1016/j.physa.2006.10.074https://hdl.handle.net/20.500.12491/6100We report the results of a study of the spectral properties of the correlation matrix of price fluctuations in the stock prices in an emerging market (Istanbul Stock Exchange Market) by using random matrix theory. Although properties such as the distributions of correlation matrix elements, eigenvalue spacings and components of the eigenvectors show similar trends to those observed for the other markets, the eigenvalue distribution is found to be markedly different compared to similar studies. (c) 2006 Elsevier B.V. All rights reserved.eninfo:eu-repo/semantics/openAccessfinancial cross-correlationsrandom matrixemerging marketsIstanbul Stock Exchange MarketArticle10.1016/j.physa.2006.10.0743765555642-s2.0-33846138718Q2WOS:000244398100052Q2