Trading based manipulation of the stock investors, and the negative effects on the economy. Therefore, this kind of manipulation on the research needs to be done, will be the subject of significant benefit. Between the years 2008-2011 weekly bulletins by the capital markets Board based on 2007, by examining the crime exposed Bisas Tekstil Sanayi ve Ticaret Anonim Şirketi, Pera real estate investment trust Company, trust and investment companies, Financial Leasing joint stock company joint stock company. 28.03.2007-15.11.2007 17 daily maximum and minimum prices for the period of oranlanarak vector Autoregressive model in this series examined whether created with durağanlaştırılarak, the model's projections are obtained as a result of the actionreaction analysis and variance decomposition, among the companies discussed causality relationship