2003•International Review of Financial AnalysisRequires access

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

Cumhur Buguk, B. Wade Brorsen

Open publisher page 122 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

OpenAlex reports 122 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Key concepts: Random walk, Stock exchange, Random walk hypothesis, Closing (real estate), Efficient-market hypothesis, Econometrics, Financial economics, Composite index

Back to paper search Browse research topics Original source

Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange — Research Paper | ScholarLens