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TÜRKİYE’DEKİ İSLAMİ ENDEKSLERİN ZAYIF FORM BİLGİSEL ETKİNLİKLERİ

Year 2020, Volume: 38 Issue: 4, 805 - 822, 28.12.2020
https://doi.org/10.17065/huniibf.700420

Abstract

Günümüzde katılım ekonomileri hacmi ve ürünleri büyüme ve çeşitlenme eğilimindedir. Katılımlı ekonomik sistem içerisinde en önemli yatırım araçlarından birisi de katılım endeksleri ve bünyesindeki hisse senetleridir. Bu çalışmanın amacı Türkiye’deki İslami endekslerin zayıf form bilgisel etkinliklerini incelemektir. Bu amaç çerçevesi içerisinde Katılım 50, Katılım 30 ve Model Portföy endekslerinin 14.02.2014-02.03.2020 tarihleri arasındaki haftalık değerleri kullanılarak 1 yıllık örneklemli hareket eden pencereler ile birinci derece otokorelasyon analizleri gerçekleştirilmiştir. Analizler sonucunda Türkiye’deki İslami endekslerin genel olarak zayıf form bilgisel etkinliğe sahip olmakla birlikte belirli tarihlerde zayıf form bilgisel etkinlikten sapmalar gerçekleştiği ve zayıf form bilgisel etkinliğin zaman içerisinde değişim gösterdiği sonucuna ulaşılmıştır. Elde edilen bu sonuçlar Katılım 50, Katılım 30 ve Model Portföy endekslerine yatırım gerçekleştirmek isteyen yatırımcıların endekslerin geçmiş değerlerini kullanarak belirli tarihlerdeki değerlerini tahmin edebileceğini ve dolayısıyla anormal getiriler sağlayabileceklerini ortaya koymaktadır.

References

  • Ali, S., S.J.H. Shahzad, N. Raza, K.H. Al-Yahyaee (2018), “Stock Market Efficiency: A Comparative Analysis of Islamic and Conventional Stock Markets”, Physica A: Statistical Mechanics and its Applications, 503, 139-153.
  • Al-Khazali, O., A. Mirzaei (2017), “Stock Market Anomalies, Market Efficiency and the Adaptive Market Hypothesis: Evidence from Islamic Stock Indices”, Journal of International Financial Markets, Institutions and Money, 51, 190-208.
  • Al-Khazali, O.M., G. Leduc, M.S. Alsayed (2016), “A Market Efficiency Comparison of Islamic and non-Islamic Stock Indices”, Emerging Markets Finance and Trade, 52(7), 1587-1605.
  • Altın, H., N. Caba (2016), “Borsa İstanbul’da İşlem Gören Katılım Endekslerinin Performanslarının Değerlendirilmesi”, Finansal Araştırmalar ve Çalışmalar Dergisi, 8(15), 229-248.
  • Altunöz, U. (2016), “Borsa İstanbul da Zayıf Formda Etkin Piyasa Hipotezinin Testi: Bankacılık Sektörü Örneği”, Journal of International Social Research, 9(43), 1619-1625.
  • Álvarez-Díaz, M., S. Hammoudeh, R. Gupta (2014), “Detecting Predictable Non-Linear Dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average Indices Using Nonparametric Regressions”, The North American Journal of Economics and Finance, 29, 22-35.
  • Ardiansyah, M., A. Qoyum (2012), “Testing the Semi-strong Form Efficiency of Islamic Capital Market With Response to Information Content of Dividend Announcement: A Study in Jakarta Islamic Index”, Journal of Modern Accounting and Auditing, 8(7), 1025-1041.
  • Balaban, E. (1995), Informational Efficiency of the Istanbul Securities Exchange and Some Rationale For Public Regulation, The Central Bank of Republic of Turkey, Research Department, Discussion Paper, No: 9502.
  • Bayraktar, A. (2012), “Etkin Piyasalar Hipotezi”, Aksaray Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 4(1), 37-47.
  • Bouoiyour, J., R. Selmi, M.E. Wohar (2018), “Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis”, Finance Research Letters, 26, 100-105.
  • Buğan, M.F., E.İ. Çevik, N.K. Çevik (2019), “Katılım 30 Endeksi İçin Zayıf Formda Etkin Piyasa Hipotezinin ARFIMA-FIEGARCH Model ile Analizi”, Iğdır Üniversitesi Sosyal Bilimler Dergisi, 5, 219-241.
  • Camgöz, M., B. Ülengin (2018), “İslami Endekslerin Çeşitlendirme Potansiyeli: Koentegrasyon Yaklaşımı”, Kırklareli Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 7(2), 68-83.
  • Charles, A., O. Darné, J.H. Kim (2017), “Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices”, International Economics, 151, 100-112.
  • Demireli, E., G.C. Akkaya, E. İbaş (2010), “Finansal piyasa etkinliği: S&P 500 üzerine bir uygulama”, CÜ İktisadi ve İdari Bilimler Dergisi, 11(2), 53-67.
  • Eken, H., S. Adalı (2008), “Piyasa Etkinliği ve İMKB: Zayıf Formda Etkinliğe İlişkin Ekonometrik Bir Analiz”, Muhasebe ve Finansman Öğretim Üyeleri Bilim ve Araştırma Derneği (MUFAD) Dergisi, 37, 1-16.
  • El Khamlichi, A., K. Sarkar, M. Arouri, F. Teulon (2014), “Are Islamic Equity Indices More Efficient than their Conventional Counterparts? Evidence from Major Global Index Families”, Journal of Applied Business Research, 30(4), 1137-1150.
  • Ergül, N. (2009), “Ulusal Hisse Senetleri Piyasası’nda Etkinlik”, Yönetim Bilimleri Dergisi, 7(1), 101-118.
  • Fama, E.F. (1970), “Efficient Capital Markets: A Review of Theory and Empirical Works”, The Journal of Finance, 25(2), 383-417.
  • Ghazani, M.M., M.K. Araghi (2014), “Evaluation of the Adaptive Market Hypothesis as an Evolutionary Perspective on Market Efficiency: Evidence from the Tehran Stock Exchange”, Research in International Business and Finance, 32, 50-59.
  • Gujarati, D.N., D.C. Porter (2012), Temel Ekonometri (Beşinci Basımdan Çeviri), Çeviren: Ümit Şenesen ve Gülay Günlük Şenesen, İstanbul: Literatür.
  • Gupta, R., S. Hammoudeh, B.D. Simo-Kengne, S. Sarafrazi (2014), “Can the Sharia-based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?”, Applied Financial Economics, 24(17), 1147-1157.
  • Güçlü, F. (2019), “İslami Hisse Senedi Endekslerinde Yer Alan Şirketlerin Sektör Bazlı İncelenmesi: Katılım 50 ve Ziraat Portföy Katılım Endeksi Örneği”, Business and Organization Research Conference, 4-6 Eylül 2019.
  • Hassan, M.K. (2001), “Risk, Return and Volatility of Faith-based Investing: The Case of the Dow Jones Islamic Index”, the Fifth Harvard University Forum on Islamic Finance, October 6-7, 43-67.
  • Hatipoğlu, M. (2019), “İslami Borsalarda Fiyat Hareketleri”, Sakarya İktisat Dergisi, 8(2), 148-159.
  • Jawadi, F., N. Jawadi, A.I. Cheffou (2015), “Are Islamic Stock Markets Efficient: A Time-Series Analysis”, Applied Economics, 47(16), 1686-1697.
  • Kabbani, A.L. (2016), Efficiency of Bursa Malaysia: Analysing Islamic Indices and Their Counterparties, https://repositorio.ucp.pt/bitstream/10400.14/21720/1/FEG_MFA_Abdul%20Latif%20Kabbani_May2016.pdf, E.T.: 07.03.2020.
  • Keleş, P. (2003), Etkin Pazar Kuramı ve İstanbul Menkul Kıymetler Borsası’nın Zayıf Formda Etkinliğinin Test Edilmesi, Marmara Üniversitesi Bankacılık ve Sigortacılık Enstitüsü, Sermaye Piyasası ve Borsa Anabilim Dalı, Basılmamış Yüksek Lisans Tezi, İstanbul.
  • Khamlichi, A., K. Sarkar, M. Arouri, F. Teulon (2014), “Are Islamic Equity Indices More Efficient Than Their Conventional Counterparts? Evidence From Major Global Index Families”, The Journal of Applied Business Research, 30(4), 1137-1150.
  • Koyuncu, T., A. Aslan (2017), “Etkin Piyasa Hipotezi ve Gelişmiş Borsalar Üzerine Bir Uygulama: Panel Veri Analizi”, Kapadokya Akademik Bakış, 1(1), 17-30.
  • Lazăr, D., A. Todea, D. Filip (2012), “Martingale Difference Hypothesis and Financial Crisis: Empirical Evidence from European Emerging Foreign Exchange Markets”, Economic Systems, 36(3), 338-350.
  • Lo, A.W. (2004), “The Adaptive Markets Hypothesis”, The Journal of Portfolio Management, 30(5), 15-29.
  • Lo, A.W. (2005), “Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis”, Journal of Investment Consulting, 7(2), 21-44.
  • Malkiel, B.G. (2003), “The Efficient Market Hypothesis and Its Critics”, Journal of Economic Perspectives, 17(1), 59-82.
  • Mensi, W., A.K. Tiwari, S.M. Yoon (2017), “Global Financial crisis and weak-form efficiency of Islamic sectoral Stock Markets: An MF-DFA analysis”, Physica A: Statistical Mechanics and its Applications, 471, 135-146.
  • Rejeb, A.B., M. Arfaoui, (2016), Conventional and Islamic Stock Markets: what about Financial Performance?, MPRA Paper No. 73495. https://mpra.ub.uni-muenchen.de/73495/. E.T.: 06.03.2020.
  • Rizvi, S A.R., G. Dewandaru, O.I. Bacha, M. Masih (2014), “An Analysis of Stock Market Efficiency: Developed vs Islamic stock markets using MF-DFA”, Physica A: Statistical Mechanics and its Applications, 407, 86-99.
  • Sakarya, Ş., F. Zeren, H.T. Akkuş (2018), “Zayıf Formda Piyasa Etkinliğinin Katılım Endekslerinde Test Edilmesi: Türkiye Üzerine Bir Uygulama”, Afyon Kocatepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 20(1), 101-113.
  • Sensoy, A., G. Aras, E. Hacihasanoglu, (2015), “Predictability Dynamics of Islamic and Conventional Equity Markets”, The North American Journal of Economics and Finance, 31, 222-248.
  • Šonje, V., D. Alajbeg, Z. Bubaš, (2011), “Efficient Market Hypothesis: Is the Croatian Stock Market as (In)Efficient as the US Market”, Financial Theory and Practice, 35, 301-326. TESAD (2020), İslami Endeks, https://www.tesadernegi.org/islami-endeks.html?a0e979&a0e979 E.T.: 05.03.2020.
  • Thomson Reuters (2018), Islamic Finance Development Report, https://ceif.iba.edu.pk/pdf/Reuters-Islamic-finance-development-report2018.pdf, E.T.: 05.03.2020 TKBB (2019), Yaşayan ve Gelişen Katılım Bankacılığı, İstanbul: TKBB Yayınları.
  • Verheyden, T., L.D. Moor, F.V.D. Bossche (2015), “Towards a New Framework on Efficient Markets”, Research in International Business and Finance, 34, 294-308.
  • Yıldız, S. (2015), “Katılım 30 Endeksi ile BİST 100 Endeksi’nin Performanslarının Değerlendirilmesi”, Finans Politik ve Ekonomik Yorumlar, 52(606), 41-53.

WEAK FORM INFORMATIONAL EFFICIENCY OF ISLAMIC INDICES IN TURKEY

Year 2020, Volume: 38 Issue: 4, 805 - 822, 28.12.2020
https://doi.org/10.17065/huniibf.700420

Abstract

Today, participation economies volume and products tend to grow and diversify. One of the most important investment tools in the participatory economic system is the participation indices and the shares in its body. The aim of this study is to evaluate the weak form informational efficiency of Islamic indices in Turkey. Within this framework of purpose, first-degree autocorrelation analyses were carried out with 1-year moving windows using weekly values of Katılım 50, Katılım 30, and Model Portfolio indices between 14.02.2014-02.03.2020. As a result of the analyses, it was reached that Islamic indices in Turkey have weak form informational efficiency generally although there are deviations from weak form informational efficiency on certain dates and weak form informational efficiency changes over time. These results reveal that investors who want to invest in the Katılım 50, Katılım 30, and Model Portfolio indices can estimate their values at certain dates by using the historical values of the indices and thus can provide abnormal returns.

References

  • Ali, S., S.J.H. Shahzad, N. Raza, K.H. Al-Yahyaee (2018), “Stock Market Efficiency: A Comparative Analysis of Islamic and Conventional Stock Markets”, Physica A: Statistical Mechanics and its Applications, 503, 139-153.
  • Al-Khazali, O., A. Mirzaei (2017), “Stock Market Anomalies, Market Efficiency and the Adaptive Market Hypothesis: Evidence from Islamic Stock Indices”, Journal of International Financial Markets, Institutions and Money, 51, 190-208.
  • Al-Khazali, O.M., G. Leduc, M.S. Alsayed (2016), “A Market Efficiency Comparison of Islamic and non-Islamic Stock Indices”, Emerging Markets Finance and Trade, 52(7), 1587-1605.
  • Altın, H., N. Caba (2016), “Borsa İstanbul’da İşlem Gören Katılım Endekslerinin Performanslarının Değerlendirilmesi”, Finansal Araştırmalar ve Çalışmalar Dergisi, 8(15), 229-248.
  • Altunöz, U. (2016), “Borsa İstanbul da Zayıf Formda Etkin Piyasa Hipotezinin Testi: Bankacılık Sektörü Örneği”, Journal of International Social Research, 9(43), 1619-1625.
  • Álvarez-Díaz, M., S. Hammoudeh, R. Gupta (2014), “Detecting Predictable Non-Linear Dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average Indices Using Nonparametric Regressions”, The North American Journal of Economics and Finance, 29, 22-35.
  • Ardiansyah, M., A. Qoyum (2012), “Testing the Semi-strong Form Efficiency of Islamic Capital Market With Response to Information Content of Dividend Announcement: A Study in Jakarta Islamic Index”, Journal of Modern Accounting and Auditing, 8(7), 1025-1041.
  • Balaban, E. (1995), Informational Efficiency of the Istanbul Securities Exchange and Some Rationale For Public Regulation, The Central Bank of Republic of Turkey, Research Department, Discussion Paper, No: 9502.
  • Bayraktar, A. (2012), “Etkin Piyasalar Hipotezi”, Aksaray Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 4(1), 37-47.
  • Bouoiyour, J., R. Selmi, M.E. Wohar (2018), “Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis”, Finance Research Letters, 26, 100-105.
  • Buğan, M.F., E.İ. Çevik, N.K. Çevik (2019), “Katılım 30 Endeksi İçin Zayıf Formda Etkin Piyasa Hipotezinin ARFIMA-FIEGARCH Model ile Analizi”, Iğdır Üniversitesi Sosyal Bilimler Dergisi, 5, 219-241.
  • Camgöz, M., B. Ülengin (2018), “İslami Endekslerin Çeşitlendirme Potansiyeli: Koentegrasyon Yaklaşımı”, Kırklareli Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 7(2), 68-83.
  • Charles, A., O. Darné, J.H. Kim (2017), “Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices”, International Economics, 151, 100-112.
  • Demireli, E., G.C. Akkaya, E. İbaş (2010), “Finansal piyasa etkinliği: S&P 500 üzerine bir uygulama”, CÜ İktisadi ve İdari Bilimler Dergisi, 11(2), 53-67.
  • Eken, H., S. Adalı (2008), “Piyasa Etkinliği ve İMKB: Zayıf Formda Etkinliğe İlişkin Ekonometrik Bir Analiz”, Muhasebe ve Finansman Öğretim Üyeleri Bilim ve Araştırma Derneği (MUFAD) Dergisi, 37, 1-16.
  • El Khamlichi, A., K. Sarkar, M. Arouri, F. Teulon (2014), “Are Islamic Equity Indices More Efficient than their Conventional Counterparts? Evidence from Major Global Index Families”, Journal of Applied Business Research, 30(4), 1137-1150.
  • Ergül, N. (2009), “Ulusal Hisse Senetleri Piyasası’nda Etkinlik”, Yönetim Bilimleri Dergisi, 7(1), 101-118.
  • Fama, E.F. (1970), “Efficient Capital Markets: A Review of Theory and Empirical Works”, The Journal of Finance, 25(2), 383-417.
  • Ghazani, M.M., M.K. Araghi (2014), “Evaluation of the Adaptive Market Hypothesis as an Evolutionary Perspective on Market Efficiency: Evidence from the Tehran Stock Exchange”, Research in International Business and Finance, 32, 50-59.
  • Gujarati, D.N., D.C. Porter (2012), Temel Ekonometri (Beşinci Basımdan Çeviri), Çeviren: Ümit Şenesen ve Gülay Günlük Şenesen, İstanbul: Literatür.
  • Gupta, R., S. Hammoudeh, B.D. Simo-Kengne, S. Sarafrazi (2014), “Can the Sharia-based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?”, Applied Financial Economics, 24(17), 1147-1157.
  • Güçlü, F. (2019), “İslami Hisse Senedi Endekslerinde Yer Alan Şirketlerin Sektör Bazlı İncelenmesi: Katılım 50 ve Ziraat Portföy Katılım Endeksi Örneği”, Business and Organization Research Conference, 4-6 Eylül 2019.
  • Hassan, M.K. (2001), “Risk, Return and Volatility of Faith-based Investing: The Case of the Dow Jones Islamic Index”, the Fifth Harvard University Forum on Islamic Finance, October 6-7, 43-67.
  • Hatipoğlu, M. (2019), “İslami Borsalarda Fiyat Hareketleri”, Sakarya İktisat Dergisi, 8(2), 148-159.
  • Jawadi, F., N. Jawadi, A.I. Cheffou (2015), “Are Islamic Stock Markets Efficient: A Time-Series Analysis”, Applied Economics, 47(16), 1686-1697.
  • Kabbani, A.L. (2016), Efficiency of Bursa Malaysia: Analysing Islamic Indices and Their Counterparties, https://repositorio.ucp.pt/bitstream/10400.14/21720/1/FEG_MFA_Abdul%20Latif%20Kabbani_May2016.pdf, E.T.: 07.03.2020.
  • Keleş, P. (2003), Etkin Pazar Kuramı ve İstanbul Menkul Kıymetler Borsası’nın Zayıf Formda Etkinliğinin Test Edilmesi, Marmara Üniversitesi Bankacılık ve Sigortacılık Enstitüsü, Sermaye Piyasası ve Borsa Anabilim Dalı, Basılmamış Yüksek Lisans Tezi, İstanbul.
  • Khamlichi, A., K. Sarkar, M. Arouri, F. Teulon (2014), “Are Islamic Equity Indices More Efficient Than Their Conventional Counterparts? Evidence From Major Global Index Families”, The Journal of Applied Business Research, 30(4), 1137-1150.
  • Koyuncu, T., A. Aslan (2017), “Etkin Piyasa Hipotezi ve Gelişmiş Borsalar Üzerine Bir Uygulama: Panel Veri Analizi”, Kapadokya Akademik Bakış, 1(1), 17-30.
  • Lazăr, D., A. Todea, D. Filip (2012), “Martingale Difference Hypothesis and Financial Crisis: Empirical Evidence from European Emerging Foreign Exchange Markets”, Economic Systems, 36(3), 338-350.
  • Lo, A.W. (2004), “The Adaptive Markets Hypothesis”, The Journal of Portfolio Management, 30(5), 15-29.
  • Lo, A.W. (2005), “Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis”, Journal of Investment Consulting, 7(2), 21-44.
  • Malkiel, B.G. (2003), “The Efficient Market Hypothesis and Its Critics”, Journal of Economic Perspectives, 17(1), 59-82.
  • Mensi, W., A.K. Tiwari, S.M. Yoon (2017), “Global Financial crisis and weak-form efficiency of Islamic sectoral Stock Markets: An MF-DFA analysis”, Physica A: Statistical Mechanics and its Applications, 471, 135-146.
  • Rejeb, A.B., M. Arfaoui, (2016), Conventional and Islamic Stock Markets: what about Financial Performance?, MPRA Paper No. 73495. https://mpra.ub.uni-muenchen.de/73495/. E.T.: 06.03.2020.
  • Rizvi, S A.R., G. Dewandaru, O.I. Bacha, M. Masih (2014), “An Analysis of Stock Market Efficiency: Developed vs Islamic stock markets using MF-DFA”, Physica A: Statistical Mechanics and its Applications, 407, 86-99.
  • Sakarya, Ş., F. Zeren, H.T. Akkuş (2018), “Zayıf Formda Piyasa Etkinliğinin Katılım Endekslerinde Test Edilmesi: Türkiye Üzerine Bir Uygulama”, Afyon Kocatepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 20(1), 101-113.
  • Sensoy, A., G. Aras, E. Hacihasanoglu, (2015), “Predictability Dynamics of Islamic and Conventional Equity Markets”, The North American Journal of Economics and Finance, 31, 222-248.
  • Šonje, V., D. Alajbeg, Z. Bubaš, (2011), “Efficient Market Hypothesis: Is the Croatian Stock Market as (In)Efficient as the US Market”, Financial Theory and Practice, 35, 301-326. TESAD (2020), İslami Endeks, https://www.tesadernegi.org/islami-endeks.html?a0e979&a0e979 E.T.: 05.03.2020.
  • Thomson Reuters (2018), Islamic Finance Development Report, https://ceif.iba.edu.pk/pdf/Reuters-Islamic-finance-development-report2018.pdf, E.T.: 05.03.2020 TKBB (2019), Yaşayan ve Gelişen Katılım Bankacılığı, İstanbul: TKBB Yayınları.
  • Verheyden, T., L.D. Moor, F.V.D. Bossche (2015), “Towards a New Framework on Efficient Markets”, Research in International Business and Finance, 34, 294-308.
  • Yıldız, S. (2015), “Katılım 30 Endeksi ile BİST 100 Endeksi’nin Performanslarının Değerlendirilmesi”, Finans Politik ve Ekonomik Yorumlar, 52(606), 41-53.
There are 42 citations in total.

Details

Primary Language Turkish
Journal Section Articles
Authors

Oktay Özkan 0000-0001-9419-8115

Recep Çakar 0000-0002-4069-7653

Publication Date December 28, 2020
Submission Date March 7, 2020
Published in Issue Year 2020 Volume: 38 Issue: 4

Cite

APA Özkan, O., & Çakar, R. (2020). TÜRKİYE’DEKİ İSLAMİ ENDEKSLERİN ZAYIF FORM BİLGİSEL ETKİNLİKLERİ. Hacettepe Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi, 38(4), 805-822. https://doi.org/10.17065/huniibf.700420
AMA Özkan O, Çakar R. TÜRKİYE’DEKİ İSLAMİ ENDEKSLERİN ZAYIF FORM BİLGİSEL ETKİNLİKLERİ. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. December 2020;38(4):805-822. doi:10.17065/huniibf.700420
Chicago Özkan, Oktay, and Recep Çakar. “TÜRKİYE’DEKİ İSLAMİ ENDEKSLERİN ZAYIF FORM BİLGİSEL ETKİNLİKLERİ”. Hacettepe Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi 38, no. 4 (December 2020): 805-22. https://doi.org/10.17065/huniibf.700420.
EndNote Özkan O, Çakar R (December 1, 2020) TÜRKİYE’DEKİ İSLAMİ ENDEKSLERİN ZAYIF FORM BİLGİSEL ETKİNLİKLERİ. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 38 4 805–822.
IEEE O. Özkan and R. Çakar, “TÜRKİYE’DEKİ İSLAMİ ENDEKSLERİN ZAYIF FORM BİLGİSEL ETKİNLİKLERİ”, Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, vol. 38, no. 4, pp. 805–822, 2020, doi: 10.17065/huniibf.700420.
ISNAD Özkan, Oktay - Çakar, Recep. “TÜRKİYE’DEKİ İSLAMİ ENDEKSLERİN ZAYIF FORM BİLGİSEL ETKİNLİKLERİ”. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 38/4 (December 2020), 805-822. https://doi.org/10.17065/huniibf.700420.
JAMA Özkan O, Çakar R. TÜRKİYE’DEKİ İSLAMİ ENDEKSLERİN ZAYIF FORM BİLGİSEL ETKİNLİKLERİ. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 2020;38:805–822.
MLA Özkan, Oktay and Recep Çakar. “TÜRKİYE’DEKİ İSLAMİ ENDEKSLERİN ZAYIF FORM BİLGİSEL ETKİNLİKLERİ”. Hacettepe Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi, vol. 38, no. 4, 2020, pp. 805-22, doi:10.17065/huniibf.700420.
Vancouver Özkan O, Çakar R. TÜRKİYE’DEKİ İSLAMİ ENDEKSLERİN ZAYIF FORM BİLGİSEL ETKİNLİKLERİ. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 2020;38(4):805-22.

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