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Internet in Turkey (X) Çati Yayincilik (X)

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Zitlik Ve Momentum Stratejileri - Teori Ve Uygulama

By: Selçuk Bali

...ın ortaya attığı tarihte neredeyse unutulmaya yüz tutmuş olan Louis Bachelier’in 1900 yılında savunduğu Théorie de la Spéculation (21-86) adındaki d... ...re ulaşabilmekte ve bunları kullanarak piyasada oynayabilmektedirler. Ayrıca, internet ortamında yapılabilen alım satım işlemlerinin sağladığı avant... ...atırım veya alım satım stratejisinde dikkate alınan bir unsurdu. Günümüzdeyse internet üzerinden yapılan alım satımların sağladığı avantajla, komisy... ... değişimlerinin bağımsızlığının bir testidir. Lo ve MacKinlay (1990: 175-205)’in çalışmasından bu yana, sapma oranı testi rassal yürüyüş hipotezi iç... ...all Street’te Rassal Olmayan Bir Yürüyüş adlı Lo ve MacKinlay (1990: 175-205)’in kitabı, 1973’de basılan ve bir klasik olan Malkiel’in aynı isimli k... ... T.; Ke, M. (2001); “Daily Limits and Stock Price Behavior: Evidence from the Turkey Stock Exchange”, International Review of Economics & Finance, V... ...); “An Empirical Investigation of Trading Volume and Return Volatility of the Turkey Stock Market”, Global Finance Journal, Vol. 12/1, s.55-77. Hum... ...cs, Vol. 37/4, s.3-26. Liao, T.L. (2005); “Size Anomaly on the Turkey Stock Exchange: An Alternative Test”, Journal of Emerging Marke...

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