ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ

Eray GEMİCİ (Gaziantep Üniversitesi, İslahiye İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümü, Gaziantep, Türkiye)
Finansal Araştırmalar ve Çalışmalar Dergisi
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Yıl: 2021 Cilt: 13 Sayı: 24 Sayfa Aralığı: 129 - 142 Metin Dili: Türkçe DOI: 10.14784/marufacd.880619 İndeks Tarihi: 29-07-2022

ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ

Öz:
Bu çalışma, Asya Pasifik ülkelerinde Adaptif Piyasa Hipotezinin geçerliliğini araştırmayı amaçlamaktadır. Bu amaçla, 31 Aralık 1992'den 31 Ocak 2020'ye kadar olan aylık dönem, Otomatik Portmanteau Q testi, Genelleştirilmiş Spektral test ve Wild-Bootstrap Otomatik Varyans Oran testi kullanılarak analiz edilmiştir. Ayrıca, getirilerin zamana bağlı olarak tahmin edilebilirliği kayan pencereler yaklaşımı kullanılarak incelenmiştir. Elde edilen bulgular, ülke borsalarının Adaptif Piyasa Hipotezini doğruladığını göstermektedir.
Anahtar Kelime:

TESTING THE ADAPTIVE MARKET HYPOTHESIS IN ASIA-PACIFIC COUNTRIES

Öz:
This study aims to investigate the validity of the Adaptive Market Hypothesis in Asia Pacific countries. For this purpose, the monthly period from December 31, 1992 to January 31, 2020 are analyzed using Automatic Portmanteau Q test, Generalized Spectral test and Wild-bootstrapped Automatic Variance Ratio test. Furthermore, the rolling window approach is used to examine whether the time varying returns are predictable. The findings show that the country’s stock markets confirm the Adaptive Market Hypothesis.
Anahtar Kelime:

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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APA Gemici E (2021). ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ. , 129 - 142. 10.14784/marufacd.880619
Chicago Gemici Eray ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ. (2021): 129 - 142. 10.14784/marufacd.880619
MLA Gemici Eray ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ. , 2021, ss.129 - 142. 10.14784/marufacd.880619
AMA Gemici E ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ. . 2021; 129 - 142. 10.14784/marufacd.880619
Vancouver Gemici E ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ. . 2021; 129 - 142. 10.14784/marufacd.880619
IEEE Gemici E "ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ." , ss.129 - 142, 2021. 10.14784/marufacd.880619
ISNAD Gemici, Eray. "ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ". (2021), 129-142. https://doi.org/10.14784/marufacd.880619
APA Gemici E (2021). ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ. Finansal Araştırmalar ve Çalışmalar Dergisi, 13(24), 129 - 142. 10.14784/marufacd.880619
Chicago Gemici Eray ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ. Finansal Araştırmalar ve Çalışmalar Dergisi 13, no.24 (2021): 129 - 142. 10.14784/marufacd.880619
MLA Gemici Eray ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ. Finansal Araştırmalar ve Çalışmalar Dergisi, vol.13, no.24, 2021, ss.129 - 142. 10.14784/marufacd.880619
AMA Gemici E ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ. Finansal Araştırmalar ve Çalışmalar Dergisi. 2021; 13(24): 129 - 142. 10.14784/marufacd.880619
Vancouver Gemici E ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ. Finansal Araştırmalar ve Çalışmalar Dergisi. 2021; 13(24): 129 - 142. 10.14784/marufacd.880619
IEEE Gemici E "ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ." Finansal Araştırmalar ve Çalışmalar Dergisi, 13, ss.129 - 142, 2021. 10.14784/marufacd.880619
ISNAD Gemici, Eray. "ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ". Finansal Araştırmalar ve Çalışmalar Dergisi 13/24 (2021), 129-142. https://doi.org/10.14784/marufacd.880619
Sayfa Oluşturulma Tarihi
23-04-2024 18:58

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