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dc.contributor.advisorMuradoğlu, Gülnuren_US
dc.contributor.authorChafra, Jamelen_US
dc.date.accessioned2016-01-08T20:13:28Z
dc.date.available2016-01-08T20:13:28Z
dc.date.issued1996
dc.identifier.urihttp://hdl.handle.net/11693/17794
dc.descriptionAnkara : The Faculty of Management and the Graduate School of Business Administration of Bilkent Univ., 1996.en_US
dc.descriptionThesis (Master's) -- İhsan Doğramacı Bilkent University, 1996.en_US
dc.descriptionIncludes bibliographical references (leaves 34-37).en_US
dc.description.abstractIn this study, the Weak Form Efficiency Flypothcsis of the Turkish gold market is examined. The period of the study runs from 01/01/1992 to 20/03/1996. This period is divided into four mutually exclusive sub-periods reflecting different stages of the Turkish gold market. Each sub-period's series of gold returns is examined for autocorrelation structure, randonmess, and normality. Furthermore, the Weak Form Efficiency hypothesis is conducted on the overall scries of gold returns. The result obtained is that the Efficient Market Hypothsis of the Turkish gold market does neither hold for the scries of gold returns of the sub-periods nor for that of the overall series. The implications of this result for the current state of the Turkish gold market and the Istanbul Gold Exchange (IGE) arc discussed.en_US
dc.description.statementofresponsibilityChafra, Jamelen_US
dc.format.extent38 leaves, tables ; 30 cmen_US
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectWeak Form Efficiencyen_US
dc.subjectTurkish Gold Marketen_US
dc.subjectIstanbul Gold Exchangeen_US
dc.subject.lccHG295.T8 C43 1996en_US
dc.subject.lcshGold market--Turkey.en_US
dc.subject.lcshStock exchange--Turkey.en_US
dc.subject.lcshStocks--Prices--Turkey.en_US
dc.subject.lcshMarketing research--Turkey.en_US
dc.subject.lcshEfficiency market theory.en_US
dc.titleWeak form efficiency of the Turkish gold marketen_US
dc.title.alternativeTürk Altın Pazarının zayıf pazar etkinliğien_US
dc.typeThesisen_US
dc.departmentDepartment of Managementen_US
dc.publisherBilkent Universityen_US
dc.description.degreeM.S.en_US


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