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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Dogus University
2009-01-01
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| Series: | Doğuş Üniversitesi Dergisi |
| Subjects: | |
| Online Access: | http://journal.dogus.edu.tr/index.php/duj/article/view/56 |