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İşletme Bölümü Tezleri

Permanent URI for this collectionhttps://hdl.handle.net/20.500.12416/152

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Browsing İşletme Bölümü Tezleri by Subject "Birim Kök"

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    Master Thesis
    Citation Count: Omay, N. C. (2010). Testing weak form market efficiency for emerging economies: a nonlinear approach. Yayımlanmamış yüksek lisans tezi. Ankara. Çankaya Üniversitesi Sosyal Bilimler Enstitüsü.
    Testing weak form market efficiency for emerging economies: a nonlinear approach
    (2010) Omay, Nazlı Ceylan
    In this paper we address weak form stock market efficiency of European Monetary Zone and Transition Economies, by testing whether the price series of these markets contain unit root. For this purpose we employ the nonlinear unit root test procedure recently developed by Kapetanios et al. (2003) and nonlinear panel unit root test Ucar and Omay (2009) that has a better power than standard unit root tests when series under consideration are characterised by a slower speed of mean reversion.