Bankacılık Sektörü Hisse Senedi Piyasasının Etkinliği: Yapısal Kırılma ve Güçlü Hafıza = Efficiency of Banking Sector Stock Market: Structural Break and Long Memory

Bankacılık Sektörü Hisse Senedi Piyasasının Etkinliği: Yapısal Kırılma ve Güçlü Hafıza = Efficiency of Banking Sector Stock Market: Structural Break and Long Memory

This study provides empirical evidence on weak form efficiency of the stock market in the banking sector after 2001 economic crisis in Turkey over a period of 1990-2007. It has been investigated with structural break test and long memory models. The results obtained ignoring the structural breaks po...

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Bibliographic Details
Main Authors: Emrah İsmail ÇEVİK, Sedat ERDOĞAN
Format: Article
Language:English
Published: Dogus University 2009-01-01
Series:Doğuş Üniversitesi Dergisi
Subjects:
Etkin Piyasa Hipotezi
Bankacılık Sektörü
Yapısal Kırılma
Güçlü Hafıza
Efficient Market Hypothesis
Banking Sector
Structural Breaks
Long Memory
Online Access:http://journal.dogus.edu.tr/index.php/duj/article/view/56

Internet

http://journal.dogus.edu.tr/index.php/duj/article/view/56

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