Bu çalışmada, 01/01/2013 - 01/09/2016 tarih aralığında, Avrupa ve Asya-Pasifik bölgelerinde faaliyet gösteren belli başlı menkul kıymet pazarlarında Zayıf Formda Pazar Etkinliği test edilmiş, 01/01/2013 - 01/09/2016 tarih aralığında takvim anomalilerinden haftanın günü, Ocak 2004 ile Eylül 2016 tarih aralığında ise yılın ayı anomalilerinin bu pazarlarda mevcudiyeti araştırılmıştır. Elde edilen bulgulara göre; araştırmaya konu olan pazarların çoğunluğunun zayıf formda etkin pazarlar oldukları, bununla birlikte haftanın günü ve yılın ayı anomalilerinin bazı Avrupa ve Asya-Pasifik hisse senedi pazarlarında mevcudiyetini koruduğu tespit edilmiştir.
In this study, Week Form Market Efficiency is tested in Europa and Asian-Pacific stock markets for the 01/01/2013 - 01/09/2016 time period. Existence of the Day of the Week effect is tested for 01/01/2013 - 01/09/2016 time period and Month of the Year Effect is tested in the some Europa and Asian-Pacific Stock Exchanges for January 2004 - September 2016 time period. According to the findings; it is found that some of the Europa and Asian-Pacific stock markets that are involved in the research are the week form efficient markets. It is also found that the day of the week and month of the year anomalies keep their existence in some of the Europe and Asian-Pacific stock markets. "> [PDF] AVRUPA VE ASYA-PASİFİK HİSSE SENEDİ PAZARLARINDA ZAYIF FORMDA PAZAR ETKİNLİĞİ VE TAKVİM ANOMALİLERİ | [PDF] THE WEEK FORM MARKET EFFICIENCY AND CALENDAR ANOMALIES IN EUROPE AND ASIANPACIFIC STOCK MARKETS Bu çalışmada, 01/01/2013 - 01/09/2016 tarih aralığında, Avrupa ve Asya-Pasifik bölgelerinde faaliyet gösteren belli başlı menkul kıymet pazarlarında Zayıf Formda Pazar Etkinliği test edilmiş, 01/01/2013 - 01/09/2016 tarih aralığında takvim anomalilerinden haftanın günü, Ocak 2004 ile Eylül 2016 tarih aralığında ise yılın ayı anomalilerinin bu pazarlarda mevcudiyeti araştırılmıştır. Elde edilen bulgulara göre; araştırmaya konu olan pazarların çoğunluğunun zayıf formda etkin pazarlar oldukları, bununla birlikte haftanın günü ve yılın ayı anomalilerinin bazı Avrupa ve Asya-Pasifik hisse senedi pazarlarında mevcudiyetini koruduğu tespit edilmiştir. "> Bu çalışmada, 01/01/2013 - 01/09/2016 tarih aralığında, Avrupa ve Asya-Pasifik bölgelerinde faaliyet gösteren belli başlı menkul kıymet pazarlarında Zayıf Formda Pazar Etkinliği test edilmiş, 01/01/2013 - 01/09/2016 tarih aralığında takvim anomalilerinden haftanın günü, Ocak 2004 ile Eylül 2016 tarih aralığında ise yılın ayı anomalilerinin bu pazarlarda mevcudiyeti araştırılmıştır. Elde edilen bulgulara göre; araştırmaya konu olan pazarların çoğunluğunun zayıf formda etkin pazarlar oldukları, bununla birlikte haftanın günü ve yılın ayı anomalilerinin bazı Avrupa ve Asya-Pasifik hisse senedi pazarlarında mevcudiyetini koruduğu tespit edilmiştir.
In this study, Week Form Market Efficiency is tested in Europa and Asian-Pacific stock markets for the 01/01/2013 - 01/09/2016 time period. Existence of the Day of the Week effect is tested for 01/01/2013 - 01/09/2016 time period and Month of the Year Effect is tested in the some Europa and Asian-Pacific Stock Exchanges for January 2004 - September 2016 time period. According to the findings; it is found that some of the Europa and Asian-Pacific stock markets that are involved in the research are the week form efficient markets. It is also found that the day of the week and month of the year anomalies keep their existence in some of the Europe and Asian-Pacific stock markets. ">
Meziyet Sema ERDEM

6418

AVRUPA VE ASYA-PASİFİK HİSSE SENEDİ PAZARLARINDA ZAYIF FORMDA PAZAR ETKİNLİĞİ VE TAKVİM ANOMALİLERİ

Bu çalışmada, 01/01/2013 - 01/09/2016 tarih aralığında, Avrupa ve Asya-Pasifik bölgelerinde faaliyet gösteren belli başlı menkul kıymet pazarlarında Zayıf Formda Pazar Etkinliği test edilmiş, 01/01/2013 - 01/09/2016 tarih aralığında takvim anomalilerinden haftanın günü, Ocak 2004 ile Eylül 2016 tarih aralığında ise yılın ayı anomalilerinin bu pazarlarda mevcudiyeti araştırılmıştır. Elde edilen bulgulara göre; araştırmaya konu olan pazarların çoğunluğunun zayıf formda etkin pazarlar oldukları, bununla birlikte haftanın günü ve yılın ayı anomalilerinin bazı Avrupa ve Asya-Pasifik hisse senedi pazarlarında mevcudiyetini koruduğu tespit edilmiştir.

THE WEEK FORM MARKET EFFICIENCY AND CALENDAR ANOMALIES IN EUROPE AND ASIANPACIFIC STOCK MARKETS

In this study, Week Form Market Efficiency is tested in Europa and Asian-Pacific stock markets for the 01/01/2013 - 01/09/2016 time period. Existence of the Day of the Week effect is tested for 01/01/2013 - 01/09/2016 time period and Month of the Year Effect is tested in the some Europa and Asian-Pacific Stock Exchanges for January 2004 - September 2016 time period. According to the findings; it is found that some of the Europa and Asian-Pacific stock markets that are involved in the research are the week form efficient markets. It is also found that the day of the week and month of the year anomalies keep their existence in some of the Europe and Asian-Pacific stock markets.
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Abant İzzet Baysal Üniversitesi Sosyal Bilimler Enstitüsü Dergisi-Cover
  • ISSN: 1303-0035
  • Yayın Aralığı: Yılda 4 Sayı
  • Yayıncı: Abant İzzet Baysal Üniversitesi Sosyal Bilimler Enstitüsü
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