Atıf Sayısı
38
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62
İndirme
23
The increasing of profit seeking in the stock markets of developing countries has attracted the attention of researhers for the market efficiency. The aim of this study is to test the weak form of market efficiency for the national stock market. In accordance with this purpose, ISE 100 index is analysed for the 1 November 1987 and 30 November 2012 period within the random walk model framework. We employed a unit root test with structural breaks provided by Lanne et al. (2002) and Saikkonen and Lutkepohl (2002). The results indicate the nonstationary of ISE 100 index. Thus, it is seen that the Turkish stock market is efficient
Alan : Ziraat, Orman ve Su Ürünleri; Spor Bilimleri
Dergi Türü : Uluslararası
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