BORSA İSTANBUL DA ZAYIF FORMDA ETKİN PİYASA HİPOTEZİNİN TESTİ BANKACILIKSEKTÖRÜ ÖRNEĞİ
Yazarlar (1)
Prof. Dr. Utku ALTUNÖZ Sinop Üniversitesi, Türkiye
| Makale Türü | Özgün Makale (Uluslararası alan indekslerindeki dergilerde yayınlanan tam makale) | ||
| Dergi Adı | Sosyal Araştırmalar dergisi | ||
| Dergi Tarandığı Indeksler | Ebsco | ||
| Makale Dili | Türkçe | Basım Tarihi | 04-2016 |
| Cilt / Sayı / Sayfa | 9 / 43 / 1620–1625 | DOI | – |
| UAK Araştırma Alanları |
Enflasyon
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| Özet |
| Bye the globalization, the theory of financial efficiency has become an important issue among market actors. The most important reason of this situation is to be believed that Markets which returns of share are reflected all information. Under the weakform efficiency assumptions all past price were reflected with current price and it isn’t acquiring upon the normal return to use with past price activity in markets. In this paper, weak form efficiency was tested for Borsa Istanbul by using Bankıng Index and selected bankıng shares. During the empirical analysis, random walk hypothesis was considered. According to findings, selected time series have a unit root at level which means existence of random walk theory was proven. |
| Anahtar Kelimeler |
