✦ LIBER ✦

Re-examining the Turkish stock market efficiency: Evidence from nonlinear unit root tests

✍ Scribed by Gozbasi, Onur; Kucukkaplan, Ilhan; Nazlioglu, Saban

Book ID: 121658843
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 219 KB
Volume: 38
Category: Article
ISSN: 0264-9993
DOI: 10.1016/j.econmod.2014.01.021

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Is South Korea's stock market efficient?

Is South Korea's stock market efficient? Evidence from a nonlinear unit root test

✍ Hasanov, Mübariz 📂 Article 📅 2009 🏛 Taylor and Francis Group 🌐 English ⚖ 186 KB

Re-examining forward market efficiency E

Re-examining forward market efficiency Evidence from fractional and Harris-Inder cointegration tests

✍ Taufiq Choudhry 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 195 KB

Are Chinese stock markets efficient? Fur

Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests

✍ Lim, Kian-Ping; Brooks, Robert 📂 Article 📅 2009 🏛 Taylor and Francis Group 🌐 English ⚖ 148 KB

A re-examination of stationarity of ener

A re-examination of stationarity of energy consumption: Evidence from new unit root tests

✍ Mübariz Hasanov; Erdinc Telatar 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 314 KB

Nonlinear behaviour of the Chinese SSEC

Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests

✍ Xi-Yuan Qian; Fu-Tie Song; Wei-Xing Zhou 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 349 KB

We have investigated the behaviour of the Shanghai Stock Exchange Composite (SSEC) index for the period from 1990:12 to 2007:06 using an unconstrained two-regime threshold autoregressive (TAR) model with a unit root developed by Caner and Hansen. The method allows us to simultaneously consider nonst

Testing weak-form market efficiency: Evi

Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange

✍ Cumhur Buguk; B Wade Brorsen 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 131 KB