The aim of this study is to examine the relationship between investors in the stock exchange and the brokerage house in the context of perceived risk and trust variables. In order to achieve this purpose, the data has been collected from the individuals who interested in stock exchange in Kayseri. Total 241 questionnaires was used in the analyses. The analyses were performed using SPSS 20.0 (Statistical Package for the Social Sciences). As a result of the analyses, it has been found that the performance risk variable is the sub-dimension of the perceived risk has significant and negative effect on trust. In addition, other sub-dimensions of perceived risk (financial risk, social risk, physical risk, psychological risk and time risk) have no effect on trust.