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Zitlik Ve Momentum Stratejileri - Teori Ve Uygulama

By: Selçuk Bali

...yük) SPK : Sermaye Piyasası Kurulu SPSS : Statistical Package for the Social Sciences SSRN : The Social Science Research Network SVFM : Sermaye V... ...atistical Package for the Social Sciences SSRN : The Social Science Research Network SVFM : Sermaye Varlıkları Fiyatlama Modeli TAIEX : Technical ... ...llanılarak elde edilen WML oJ,K sonuçları Statistical Package for the Social Sciences (SPSS) programında işlenerek ortalama ile t-testi değerleri h... ...rian Strategy in Canadian Stock Markets”, Canadian Journal of Administrative Sciences, Vol. 20/4, s.311-319. Bachelier, L. (1900); “... ...l. 81/3, s. 607-636. Figlewski, S. (1979); “Subjective Information and Market Efficiency in a Betting Market”, Journal of Political Economy, Vol. 87... ... “Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency”, Journal of Finance, Vol. 48, s.65-91. Jega... ...56, s.699-721. Jensen, M. (1978); "Some Anomalous Evidence Regarding Market Efficiency", Journal of Financial Economic, Vol. 6, s.95-101. ...

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