Efficient Market Hypothesis and Comovement Among Emerging Markets = Etkin Piyasa Hipotezi ve Gelişmekte Olan Piyasaların Birlikte Hareketi

Efficient Market Hypothesis and Comovement Among Emerging Markets = Etkin Piyasa Hipotezi ve Gelişmekte Olan Piyasaların Birlikte Hareketi

The main purpose of this study is to investigate stock market cointegration from the market efficiency perspective. Therefore, eleven emerging stock market indices are tested by using weekly data for the period of January 1998-December 2008 and for the sub period of January 2002-December 2008. Comov...

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Bibliographic Details
Main Authors: Oktay TAŞ, Kaya TOKMAKÇIOĞLU
Format: Article
Language:English
Published: Dogus University 2010-06-01
Series:Doğuş Üniversitesi Dergisi
Subjects:
Efficient Market Hypothesis
Unit Root
Johansen Cointegration Test
Vector Error Correction Model
Etkin Piyasa Hipotezi
Birim Kök
Johansen Eşbütünleşim Testi
Vektör Hata Düzeltme Modeli
Online Access:http://journal.dogus.edu.tr/index.php/duj/article/view/26

Internet

http://journal.dogus.edu.tr/index.php/duj/article/view/26

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