Re-examining the Turkish stock market efficiency : evidence from nonlinear unit root tests
Year of publication: |
2014
|
---|---|
Authors: | Gozbasi, Onur ; Kucukkaplan, Ilhan ; Nazlıoğlu, Şaban |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 38.2014, p. 381-384
|
Subject: | Efficient market hypothesis | Turkish stock market | Nonlinearity | Emerging markets | Effizienzmarkthypothese | Türkei | Turkey | Einheitswurzeltest | Unit root test | Aktienmarkt | Stock market | Nichtlineare Regression | Nonlinear regression | Schwellenländer | Emerging economies | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
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