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dc.contributor.advisorŞengül, Gülnuren_US
dc.contributor.authorOktay, F. Türkayen_US
dc.date.accessioned2016-01-08T20:11:06Z
dc.date.available2016-01-08T20:11:06Z
dc.date.issued1993
dc.identifier.urihttp://hdl.handle.net/11693/17530
dc.descriptionAnkara : Department of Management and the Graduate School of Business Administration of Bilkent University, 1993.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 1993.en_US
dc.descriptionIncludes bibliographical references leaves 36-38en_US
dc.description.abstractA securities market in which market prices fully reflect all relevant information is called efficient. The Weak Form Efficient Market Hypothesis claims that there should not be any consistent patterns in security returns. In this study, the existence of return patterns which is a indicator of weak form inefficiency of the market, are analyzed in Istanbul Stock Exchange. The period covered is in between January 4, 1988 and December 31, 1992 and studies are done through dividing the sample period into two parts. The results of the analysis indicate that Istanbul Stock Exchange Market tends to be inefficient as time goes. Significant Day of the Week and Weekend Effect are found in the 1990-1992 period. January Effect also exists in the market for the entire sample period. The reasons of effects do not fully explain the return patterns to exist which is also the same case in different security markets.en_US
dc.description.statementofresponsibilityOktay, F Türkayen_US
dc.format.extentvi, 61 leavesen_US
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subject.lccHG5706.5.I88 O38 1993en_US
dc.subject.lcshStock exchanges--Turkey.en_US
dc.titleCalendar anomalies at Istanbul Stock Exchangeen_US
dc.typeThesisen_US
dc.departmentDepartment of Managementen_US
dc.publisherBilkent Universityen_US
dc.description.degreeM.S.en_US
dc.identifier.itemidBILKUTUPB041203


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