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dc.contributor.authorVarlı, Yusuf
dc.contributor.authorŞahin, Ebubekir Sıddık
dc.date.accessioned2019-06-25T08:04:15Z
dc.date.available2019-06-25T08:04:15Z
dc.date.issued2018
dc.identifier.citationVarlı, Y. ve Şahin, E. S. (2018). Determinants of market efficiency: evidence from Borsa Istanbul. ICOAEF’18 IV. International Conference on Applied Economics and Finance, 28-30 November 2018en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12154/781
dc.description.abstractFollowing the last global financial crisis, efficiencies of stock markets have come to sight as a novel area of research. The question of what factors shape the efficiency of the stock market is naturally always of a curiosity in theory and practice. In line with the framework of this curiosity, this study examines the determinants that play a crucial role in the efficiency of a certain stock market, Borsa Istanbul. Our study contributes to the literature by using five years and daily data for both individual and institutional investors. We here aim to specify the nine determinants of efficiency which are categorized under investor-based, market-based and country-based determinants. According to the three different regressions and VAR analysis, the model indicates the strong relationship between the efficiency and the specified determinants. The results illustrate that market efficiency has a statistically significant relationship with turnover, market volatility, the share of foreigners and interest rateen_US
dc.language.isoengen_US
dc.publisherT.C. Merkez Bankasıen_US
dc.relation.ispartofICOAEF’18 IV. International Conference on Applied Economics and Finance, 28-30 November 2018en_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectStock Market Efficiencyen_US
dc.subjectBorsa Istanbulen_US
dc.subjectDeterminants of Efficiencyen_US
dc.subjectAdjusted Returnen_US
dc.titleDeterminants of market efficiency: evidence from Borsa Istanbulen_US
dc.typeconferenceObjecten_US
dc.departmentİHÜ, İnsan ve Toplum Bilimleri Fakültesi, İktisat Bölümüen_US
dc.authorid0000-0003-3305-7209en_US
dc.ihuauthorid0000-0003-3305-7209en_US
dc.relation.ihupublicationcategory130en_US
dc.relation.publicationcategoryKonferans Öğesi - Uluslararası - Kurum Öğretim Elemanıen_US
dc.contributor.institutionauthorVarlı, Yusuf


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