Please use this identifier to cite or link to this item: https://hdl.handle.net/11499/7426
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dc.contributor.authorGozbasi, O.-
dc.contributor.authorKüçükkaplan, İlhan-
dc.contributor.authorNazlıoğlu, Şaban-
dc.date.accessioned2019-08-16T12:29:33Z
dc.date.available2019-08-16T12:29:33Z
dc.date.issued2014-
dc.identifier.issn0264-9993-
dc.identifier.urihttps://hdl.handle.net/11499/7426-
dc.identifier.urihttps://doi.org/10.1016/j.econmod.2014.01.021-
dc.description.abstractThis paper re-examines the efficient market hypothesis (EMH) in the Turkish stock market by utilizing the recent developments in nonlinear unit root tests. To this end, we first employ the linearity test developed by Harvey et al. (2008) and then carry out the nonlinear ESTAR unit root test recently developed by Kruse (2011). The results show that Borsa Istanbul stock price index series have nonlinear behavior and follow the random walk (non-stationary) process, supporting the EMH in Turkish stock market which has weak-form efficiency. © 2014 Elsevier B.V.en_US
dc.language.isoenen_US
dc.relation.ispartofEconomic Modellingen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectEfficient market hypothesisen_US
dc.subjectEmerging marketsen_US
dc.subjectNonlinearityen_US
dc.subjectTurkish stock marketen_US
dc.titleRe-examining the Turkish stock market efficiency: Evidence from nonlinear unit root testsen_US
dc.typeArticleen_US
dc.identifier.volume38en_US
dc.identifier.startpage381
dc.identifier.startpage381en_US
dc.identifier.endpage384en_US
dc.identifier.doi10.1016/j.econmod.2014.01.021-
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopus2-s2.0-84894041679en_US
dc.identifier.wosWOS:000334137900044en_US
dc.identifier.scopusqualityQ2-
dc.ownerPamukkale University-
item.grantfulltextnone-
item.fulltextNo Fulltext-
item.cerifentitytypePublications-
item.openairetypeArticle-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.languageiso639-1en-
crisitem.author.dept08.07. International Trade and Finance-
crisitem.author.dept08.07. International Trade and Finance-
Appears in Collections:İktisadi ve İdari Bilimler Fakültesi Koleksiyonu
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection
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