Stock investments in financial markets have retained their importance throughout history. When making investment decisions, savers may exhibit different attitudes, particularly in uncertain environments and situations of trust. Investments shaped by investors' attitudes cause changes in the prices of securities. This study attempts to analyse whether the investment attitudes of stock market investors during periods of high uncertainty and confidence affect index prices. Based on behavioural finance theories, which form the fundamental basis of the research, the model incorporates the Financial Services Confidence Index (FHGE), Real Sector Confidence Index (RKGE), Consumer Confidence Index (TGE), which measure investors' confidence in financial markets, and the Volatility Index (VIX), which measures uncertainty and variability, were included in the model as independent variables. The data on closing prices of the BIST 30 index, which includes strong companies, was evaluated as the dependent variable. Monthly data for the period 2012:01-2025:10 was used for the analysis. In the model, it was concluded that conducting an ARDL bounds test based on the results of the Unit Root Tests would be appropriate for identifying relationships, and long-term and short-term relationships were evaluated. Subsequently, causality relationships were evaluated using the Toda-Yamamoto causality test. According to the results obtained, a positive relationship was found between LNFHGE and LNRKGE and LNFIYAT in the long term, while a negative relationship was found between LNGE and LNVIX and LNFIYAT. In the short term, a positive relationship was found between LNRKGE and LNFIYAT, while a negative relationship, as expected, was found between LNVIX and LNFIYAT. However, no short-term relationship was detected between LNFHGE and LNTGE and LNFIYAT. According to the Toda-Yamamoto causality test, a relationship was detected from all variables towards the LNFIYAT index.