Macroeconomic factors that affect stock prices: An application in the automotive and construction firms on the BİST

In the study, during Economic Crisis the automotive and construction firms traded on the BIST on the relationship between stock prices and macroecomonic factors, including the comparative period of crisis and non-crisis period studied. The 2008 Global Economic Crisis is based on. The depented variables of the study in the automotive and construction firms in the BIST stock quotes, whilw the indepented variables; gold prices, the deposit interest rate, industrial production index, the dollar, the euro, the consumer price index, capacity utilization rate and the current account balance of exports to imports rate.The study used Multiple Linear Regression analysis, the period of crisis and non-crisis period is applied separately on the automotive end construction sectors.According to the results obtained from the automotive industry to be in stock prices during the crisis period of variable capacity utilization the relationship between macroeconomic factors and the construction industry stock prices were affected by the crisis period, the current account balance variable. Key words: Stock, Macroeconomic Factors, Multiple Linear Regression.