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TÜRK HİSSE SENEDİ PİYASASINDA ZAYIF ETKİNLİK: TAKVİM ANOMALİLERİ

Year 1993, Volume: 11 , 51 - 62, 31.12.1993

Gülnur Muradoğlu Türkay Oktay

Abstract

Makaleye ait öz bulunmamaktadır.    

Keywords

hisse senedi

References

  • Alparslan, S., M. (1989.), "Tests of WVeak Form Efficiency in Istanbul Stock Exchange", Master Tezi, Sosyal Bilimler Enstitüsü, Bilkent Üniversitesi.
  • Ariel, R. (1987), "A monthly Effect in Stock Returns", Journal of Financial Bconomics, 18, s. 161-174.
  • Ariel, R (1990), "High Stock Returns Before Holidays: Existence and Evidence on Possible Causes", The Journal of Finance, VolXLV, S. 1611-1626.
  • Barnes, P. (1986), "Thin Tading and Stock Market Efficiency: The Case of Kuala Lumpur Stock Exchange", Journal of Business Finance and Accounting, 13/4, s.609-617.
  • Barone, E. (1990), 'The Italian Stock Market-Efficiency and Calendar Anomalies", Journal of Banking and Finance. vol 14, s. 483-509,
  • Bildersee, J. ve Khan, N. (1987), "A Preliminary Test of the Presence of Window Dressing", Journal of Accounting At2diting and Finance, Summer.
  • Condonyanni, La, O'Hanlon J. and Ward, C. W. R 'Day of the Week Effects on Stock Returns : International Evidence'", Journal of Business Finance and Accounting, Vol 14, s. 159-175.
  • Connoly, R (1989), "An Examination of the Robustness of the Weekend Effect", Journa.l of Financial and guantitative Analysis, Vol 4, s. 132-168. Erol, U. ve Aydoëan, K, (1991), "Asset Pricing in an Emerging Market: The Turkish Case", 18th Annual Meeting of the European Finance Association 'da leblig, RotterdamHollanda, Agustos, 29-31.
  • Famaø D.F. (1965), "The Behavior of Stock Market Prices", Journal of Business, 39, s.34-105,
  • Fama, EF. (1970), 'Efficient Capital Markets : A Review of the Theory and Emprical Work", Journal of Finance, 25, s.383-417,
  • French, R. K, (1980), "Stock Returns and The Weekend Effect", JournRl of Financial Economics, 8, s. 55-69. Gibbons, M. and Hess, P. (1981) "Day of Week Effects and Asset Returns", Journal of Business, 54. s, 483-509.
  • Givoly, D. and Ovadia, A (1983), 'Year End Tax Induced Sales and Stock Market Seasonality", of Finance, March 1983, s. 171-185.
  • Gultekin, M. and Gultekin, B. (1983), "Stock Market Seasonality: International Evidence", Journal of Financial Economics, Dec. 1985, s.469-481.
  • Istanbul Menkul Klymetler Borsas\, Aylåk Bülten, (1992).
  • Jacobs, B. and Levy, K. (1988) "Calendar Anomalies : Abnormal Returns At Calendar Thrning Points", Financial Analysts Journal, s. 28-39.
  • Jaffe, d. and Westerfiekd, R (1985a). 'The Weekend Effect in Common Stock Returns". Journal of Finance, 11/2, S. 433-455.
  • Jaffe, J. and Westerfield, R. (1985b), "Patterns in Japanese Common Stock Returns : Day of the Week and "fttrn of the Year Effects", Journal of Financial and guantitative Analysis, 20, s. 261-272.
  • Kato, K. and Schallheim, J. (1985), "Seasonal and Size Anomalies in the Japanese Stock Market", Journal of Financial and guantitative Analysis, June , s. 243-260.
  • Keim, B. and Stambaugh, R. (1984), "A Further Investigation of the Weekend Effect in Stock Markets", Journal of Finance, vol 39, No 3, s. 819-840.
  • Kripke, H. 1985 "Inside Information, Market Information and Efficient Markets", Financial Analysts Journal, March-April s.20-24.
  • Miller, E. (1988), 'Why a Weekend Effect", Journal of Portfolio Management, Summer 1988.
  • Muradoğlu, G. (1989), Factors Influencing Stock Demand in Turkey, Yayunlanmarms Doktora tezi, Sosyal Bilimler Enstitüsü, Bogaziçi Üniversitesi.
  • Muradoğlu G. ve Önkal, D. (1992), 'Türk hisse senedi piyasasmda yarı güçlü etkinlik". ODTÜ Gelşme Dergisi, 19, 197-207.
  • Muradoğlu, G.ve Ünal M. , (1993), 'Weak Forrn Efficiency in the Thinly Traded Istanbul Securities Exchange", teblig, The International Conference on Business and Economic Development in Middle Eastern and Mediterranean Countries, Istanbul, Temmuz, 1993. Panas, E.E. (1990), The Behavior of Athens Stock Prices", Applied Economics 22 s. 1715 -127.
  • Penman, s. (1987), 'The Distribution of Earnings News Over Time and Seasonalities in Aggregate Stock Retums", Journal of Financial Economics, 18, s. 199-228,
  • Radcliffe, R. (1989), Investment : Concepts Analysis Strategy 3rd Edition.
  • Sermaye Piyasası Kurulu, Ayllk Büteni Ocak 1993.
  • Solnik, B. and Bousquet. L. (1990), "Day of the Week Effect on Paris Bourse", Journal of Banking and Finance, Voi 14, s,461-468.

Year 1993, Volume: 11 , 51 - 62, 31.12.1993

Gülnur Muradoğlu Türkay Oktay

Abstract

References

  • Alparslan, S., M. (1989.), "Tests of WVeak Form Efficiency in Istanbul Stock Exchange", Master Tezi, Sosyal Bilimler Enstitüsü, Bilkent Üniversitesi.
  • Ariel, R. (1987), "A monthly Effect in Stock Returns", Journal of Financial Bconomics, 18, s. 161-174.
  • Ariel, R (1990), "High Stock Returns Before Holidays: Existence and Evidence on Possible Causes", The Journal of Finance, VolXLV, S. 1611-1626.
  • Barnes, P. (1986), "Thin Tading and Stock Market Efficiency: The Case of Kuala Lumpur Stock Exchange", Journal of Business Finance and Accounting, 13/4, s.609-617.
  • Barone, E. (1990), 'The Italian Stock Market-Efficiency and Calendar Anomalies", Journal of Banking and Finance. vol 14, s. 483-509,
  • Bildersee, J. ve Khan, N. (1987), "A Preliminary Test of the Presence of Window Dressing", Journal of Accounting At2diting and Finance, Summer.
  • Condonyanni, La, O'Hanlon J. and Ward, C. W. R 'Day of the Week Effects on Stock Returns : International Evidence'", Journal of Business Finance and Accounting, Vol 14, s. 159-175.
  • Connoly, R (1989), "An Examination of the Robustness of the Weekend Effect", Journa.l of Financial and guantitative Analysis, Vol 4, s. 132-168. Erol, U. ve Aydoëan, K, (1991), "Asset Pricing in an Emerging Market: The Turkish Case", 18th Annual Meeting of the European Finance Association 'da leblig, RotterdamHollanda, Agustos, 29-31.
  • Famaø D.F. (1965), "The Behavior of Stock Market Prices", Journal of Business, 39, s.34-105,
  • Fama, EF. (1970), 'Efficient Capital Markets : A Review of the Theory and Emprical Work", Journal of Finance, 25, s.383-417,
  • French, R. K, (1980), "Stock Returns and The Weekend Effect", JournRl of Financial Economics, 8, s. 55-69. Gibbons, M. and Hess, P. (1981) "Day of Week Effects and Asset Returns", Journal of Business, 54. s, 483-509.
  • Givoly, D. and Ovadia, A (1983), 'Year End Tax Induced Sales and Stock Market Seasonality", of Finance, March 1983, s. 171-185.
  • Gultekin, M. and Gultekin, B. (1983), "Stock Market Seasonality: International Evidence", Journal of Financial Economics, Dec. 1985, s.469-481.
  • Istanbul Menkul Klymetler Borsas\, Aylåk Bülten, (1992).
  • Jacobs, B. and Levy, K. (1988) "Calendar Anomalies : Abnormal Returns At Calendar Thrning Points", Financial Analysts Journal, s. 28-39.
  • Jaffe, d. and Westerfiekd, R (1985a). 'The Weekend Effect in Common Stock Returns". Journal of Finance, 11/2, S. 433-455.
  • Jaffe, J. and Westerfield, R. (1985b), "Patterns in Japanese Common Stock Returns : Day of the Week and "fttrn of the Year Effects", Journal of Financial and guantitative Analysis, 20, s. 261-272.
  • Kato, K. and Schallheim, J. (1985), "Seasonal and Size Anomalies in the Japanese Stock Market", Journal of Financial and guantitative Analysis, June , s. 243-260.
  • Keim, B. and Stambaugh, R. (1984), "A Further Investigation of the Weekend Effect in Stock Markets", Journal of Finance, vol 39, No 3, s. 819-840.
  • Kripke, H. 1985 "Inside Information, Market Information and Efficient Markets", Financial Analysts Journal, March-April s.20-24.
  • Miller, E. (1988), 'Why a Weekend Effect", Journal of Portfolio Management, Summer 1988.
  • Muradoğlu, G. (1989), Factors Influencing Stock Demand in Turkey, Yayunlanmarms Doktora tezi, Sosyal Bilimler Enstitüsü, Bogaziçi Üniversitesi.
  • Muradoğlu G. ve Önkal, D. (1992), 'Türk hisse senedi piyasasmda yarı güçlü etkinlik". ODTÜ Gelşme Dergisi, 19, 197-207.
  • Muradoğlu, G.ve Ünal M. , (1993), 'Weak Forrn Efficiency in the Thinly Traded Istanbul Securities Exchange", teblig, The International Conference on Business and Economic Development in Middle Eastern and Mediterranean Countries, Istanbul, Temmuz, 1993. Panas, E.E. (1990), The Behavior of Athens Stock Prices", Applied Economics 22 s. 1715 -127.
  • Penman, s. (1987), 'The Distribution of Earnings News Over Time and Seasonalities in Aggregate Stock Retums", Journal of Financial Economics, 18, s. 199-228,
  • Radcliffe, R. (1989), Investment : Concepts Analysis Strategy 3rd Edition.
  • Sermaye Piyasası Kurulu, Ayllk Büteni Ocak 1993.
  • Solnik, B. and Bousquet. L. (1990), "Day of the Week Effect on Paris Bourse", Journal of Banking and Finance, Voi 14, s,461-468.
There are 28 citations in total.

Details

Primary Language Turkish
Journal Section Articles
Authors

Gülnur Muradoğlu This is me

Türkay Oktay This is me

Publication Date December 31, 1993
Submission Date January 1, 1993
Published in Issue Year 1993 Volume: 11

Cite

APA Muradoğlu, G., & Oktay, T. (1993). TÜRK HİSSE SENEDİ PİYASASINDA ZAYIF ETKİNLİK: TAKVİM ANOMALİLERİ. Hacettepe Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi, 11, 51-62.
AMA Muradoğlu G, Oktay T. TÜRK HİSSE SENEDİ PİYASASINDA ZAYIF ETKİNLİK: TAKVİM ANOMALİLERİ. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. December 1993;11:51-62.
Chicago Muradoğlu, Gülnur, and Türkay Oktay. “TÜRK HİSSE SENEDİ PİYASASINDA ZAYIF ETKİNLİK: TAKVİM ANOMALİLERİ”. Hacettepe Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi 11, December (December 1993): 51-62.
EndNote Muradoğlu G, Oktay T (December 1, 1993) TÜRK HİSSE SENEDİ PİYASASINDA ZAYIF ETKİNLİK: TAKVİM ANOMALİLERİ. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 11 51–62.
IEEE G. Muradoğlu and T. Oktay, “TÜRK HİSSE SENEDİ PİYASASINDA ZAYIF ETKİNLİK: TAKVİM ANOMALİLERİ”, Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, vol. 11, pp. 51–62, 1993.
ISNAD Muradoğlu, Gülnur - Oktay, Türkay. “TÜRK HİSSE SENEDİ PİYASASINDA ZAYIF ETKİNLİK: TAKVİM ANOMALİLERİ”. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 11 (December 1993), 51-62.
JAMA Muradoğlu G, Oktay T. TÜRK HİSSE SENEDİ PİYASASINDA ZAYIF ETKİNLİK: TAKVİM ANOMALİLERİ. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 1993;11:51–62.
MLA Muradoğlu, Gülnur and Türkay Oktay. “TÜRK HİSSE SENEDİ PİYASASINDA ZAYIF ETKİNLİK: TAKVİM ANOMALİLERİ”. Hacettepe Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi, vol. 11, 1993, pp. 51-62.
Vancouver Muradoğlu G, Oktay T. TÜRK HİSSE SENEDİ PİYASASINDA ZAYIF ETKİNLİK: TAKVİM ANOMALİLERİ. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 1993;11:51-62.

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