Çankaya GCRIS Standart veritabanının içerik oluşturulması ve kurulumu Research Ecosystems (https://www.researchecosystems.com) tarafından devam etmektedir. Bu süreçte gördüğünüz verilerde eksikler olabilir.
Citation Count: Ergör, Z. B. (2013). Efficient market hypothesis: new evidence from Euro area countries. Yayımlanmamış yüksek lisans tezi. Ankara. Çankaya Üniversitesi Sosyal Bilimler Enstitüsü.
The main purpose of this thesis is to analyze the Efficient Market Hypothesis
for a group of European Monetary Union (EMU) countries by providing a new
empirical framework through employing recently developed methodologies. In this
respect, we have tested the stock exchange price indices of the EMU countries to
detect their market efficiencies in weak and semi-strong forms by conducting linear
and nonlinear panel unit root tests, and a panel causality test. In general, our results
show that the stock markets of the selected EMU countries are weak and semistrong
form efficient, and thereby corroborate the findings of the previous studies in
the literature.