The testing of efficient market hypothesis in Borsa Istanbul
Annals Constantin Brancusi U. Targu Jiu, Letters & Soc. Sci. Series, 2017•HeinOnline
The purpose of this study is to investigate the existence of the efficient market hypothesis in
BIST 100, BIST Industry, BIST Service and BIST Financial indexes located in Stock
Exchange Istanbul. The data related to the indices used in the study were taken as daily
closing prices between 04.01. 2010-02.11. 2017 and the daily returns of the indices were
calculated taking the closing prices into consideration. In the study, the volatility of the index
returns will be tested with unit root tests and structural breaked unit root tests and the results …
BIST 100, BIST Industry, BIST Service and BIST Financial indexes located in Stock
Exchange Istanbul. The data related to the indices used in the study were taken as daily
closing prices between 04.01. 2010-02.11. 2017 and the daily returns of the indices were
calculated taking the closing prices into consideration. In the study, the volatility of the index
returns will be tested with unit root tests and structural breaked unit root tests and the results …
Abstract
The purpose of this study is to investigate the existence of the efficient market hypothesis in BIST 100, BIST Industry, BIST Service and BIST Financial indexes located in Stock Exchange Istanbul. The data related to the indices used in the study were taken as daily closing prices between 04.01. 2010-02.11. 2017 and the daily returns of the indices were calculated taking the closing prices into consideration. In the study, the volatility of the index returns will be tested with unit root tests and structural breaked unit root tests and the results will be evaluated in terms of the efficient market hypothesis.
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