AVRUPA VE ASYA-PASİFİK HİSSE SENEDİ PAZARLARINDA ZAYIF FORMDA PAZAR ETKİNLİĞİ VE TAKVİM ANOMALİLERİ

Yıl 2016, Cilt: 16 Sayı: 3, 149 - 166, 27.09.2016

Meziyet Sema Erdem

https://doi.org/10.11616/basbed.vi.455306

Cited By: 2

Öz

Bu çalışmada, 01/01/2013 - 01/09/2016 tarih aralığında, Avrupa ve Asya-Pasifik bölgelerinde faaliyet gösteren belli başlı menkul kıymet pazarlarında Zayıf Formda Pazar Etkinliği test edilmiş, 01/01/2013 - 01/09/2016 tarih aralığında takvim anomalilerinden haftanın günü, Ocak 2004 ile Eylül 2016 tarih aralığında ise yılın ayı anomalilerinin bu pazarlarda mevcudiyeti araştırılmıştır. Elde edilen bulgulara göre; araştırmaya konu olan pazarların çoğunluğunun zayıf formda etkin pazarlar oldukları, bununla birlikte haftanın günü ve yılın ayı anomalilerinin bazı Avrupa ve Asya-Pasifik hisse senedi pazarlarında mevcudiyetini koruduğu tespit edilmiştir.

Anahtar Kelimeler

Etkin Pazar Hipotezi, Zayıf Formda Pazar Etkinliği, Takvim Anomalileri

Kaynakça

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