2020
DOI: 10.18026/cbayarsos.695125
|View full text |Cite
|
Sign up to set email alerts
|

Hisse Senedi Piyasalarının Zayıf Form Piyasa Etkinliğinin Küresel Ölçekte Karşılaştırılması: G-20 Üyeleri Üzerine Ampirik Bir Çalışma

Abstract: Bu çalışma,G-20 üyelerini hisse senedi endekslerinin 07.06.2009 ve 09.02.2020 tarihleri arasındaki haftalık verilerini kullanarak G-20 üyelerinin hisse senedi piyasalarının getiri öngörülebilirliğini, diğer bir ifadeyle zayıf formdaki piyasa etkinliğini karşılaştırma açısından analiz etmektedir. Kim ( 2009) tarafından geliştirilen doğal bootstrap otomatik varyans oranı testi analizleri neticesinde, Brezilya, Güney Afrika ve Almanya hisse senedi piyasalarının çalışma kapsamındaki tarih aralığında zayıf formda e… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1

Citation Types

0
1
0

Year Published

2022
2022
2023
2023

Publication Types

Select...
2

Relationship

0
2

Authors

Journals

citations
Cited by 2 publications
(1 citation statement)
references
References 29 publications
(18 reference statements)
0
1
0
Order By: Relevance
“…The efficiency of the Turkish Stock Market was investigated in detail through the studies conducted by Ozkan (2020aOzkan ( , 2020bOzkan ( , 2020cOzkan ( , 2021aOzkan ( , 2021b. Each of the studies focused on different set of markets and through varying tests and timeframes taken the results pointed the Turkish Stock Market having different efficiency levels which varied with time.…”
Section: Literature Reviewmentioning
confidence: 99%
“…The efficiency of the Turkish Stock Market was investigated in detail through the studies conducted by Ozkan (2020aOzkan ( , 2020bOzkan ( , 2020cOzkan ( , 2021aOzkan ( , 2021b. Each of the studies focused on different set of markets and through varying tests and timeframes taken the results pointed the Turkish Stock Market having different efficiency levels which varied with time.…”
Section: Literature Reviewmentioning
confidence: 99%