1. OAR@UM
  2. External Research Collection
  3. Social Sciences
  4. Finance
  5. Journal of Accounting, Finance and Auditing Studies
  6. 2016
  7. Journal of Accounting, Finance and Auditing Studies, Volume 2, Issue 1
Please use this identifier to cite or link to this item: https://www.um.edu.mt/library/oar/handle/123456789/25991
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dc.contributor.authorMalcioglu, Gurkan-
dc.contributor.authorAydin, Mucahit-
dc.date.accessioned2018-01-25T09:30:33Z-
dc.date.available2018-01-25T09:30:33Z-
dc.date.issued2016-
dc.identifier.citationMalcioglu, G., & Aydin, M. (2016). Analysis of market efficiency at Borsa Istanbul : Harvey linearity test. Journal of Accounting, Finance and Auditing Studies, 2(1), 112-123.en_GB
dc.identifier.urihttps://www.um.edu.mt/library/oar//handle/123456789/25991-
dc.description.abstractMarket efficiency is the most important factor affecting the situation as to whether to obtain excessive profits of the investors. Working in BIST-100 Index and sub-indices with the Industrial, Technology, and Financial Services Index of returns, whether it is a linear structure is examined via Harvey linearity test. Used Harvey linearity test, beside other tests analysis linearity without any pre-condition. This increases the power of the test. The data set used in this study is the period between 07.03.2000 and 09.22.2015 consists of 3723 observation. The results of the study say that the analyzed variables are nonlinear. The excess returns are concerned. Therefore, according to efficient market hypothesis, by using previous information excessive profits can be obtained in the markets.en_GB
dc.language.isootheren_GB
dc.publisherAhmet Gökgözen_GB
dc.rightsinfo:eu-repo/semantics/openAccessen_GB
dc.subjectMarkets -- Economic aspectsen_GB
dc.subjectStock exchanges -- Turkeyen_GB
dc.subjectFinancial services industryen_GB
dc.subjectEfficient market theoryen_GB
dc.titleAnalysis of market efficiency at Borsa Istanbul : Harvey linearity testen_GB
dc.title.alternativeBorsa Istanbul’da piyasa etkinliginin analizi : Harvey gogrusallik testien_GB
dc.typearticleen_GB
dc.rights.holderThe copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder.en_GB
dc.description.reviewedpeer-revieweden_GB
dc.publication.titleJournal of Accounting, Finance and Auditing Studiesen_GB
Appears in Collections:Journal of Accounting, Finance and Auditing Studies, Volume 2, Issue 1
Journal of Accounting, Finance and Auditing Studies, Volume 2, Issue 1

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