-
1
-
-
0035562894
-
The impact of the disinflation program on the structure of the Turkish Banking Sector
-
Alper, E., Berument, H. and Malatyali, K. (2001) The impact of the disinflation program on the structure of the Turkish Banking Sector. Russian and East European Finance and Trade, 37, pp. 81-95.
-
(2001)
Russian and East European Finance and Trade
, vol.37
, pp. 81-95
-
-
Alper, E.1
Berument, H.2
Malatyali, K.3
-
4
-
-
84881847928
-
Recursive and sequential tests of the unit-root and trend-break hypotheses: Theory and international evidence
-
Banerjee, A., Lumsdaine, RL and Stock, JH (1992) Recursive and sequential tests of the unit-root and trend-break hypotheses: Theory and international evidence. Journal of Business and Economic Statistics, 10, pp. 271-287.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 271-287
-
-
Banerjee, A.1
Lumsdaine, R.L.2
Stock, J.H.3
-
5
-
-
0242618277
-
The day of the week effect on stock market volatility
-
Berument, H. and Kiymaz, H. (2001) The day of the week effect on stock market volatility. Journal of Economics and Finance, 25, pp. 181-193.
-
(2001)
Journal of Economics and Finance
, vol.25
, pp. 181-193
-
-
Berument, H.1
Kiymaz, H.2
-
6
-
-
4344709483
-
Do capital flows improve macroeconomic performance in emerging markets?: The Turkish experience
-
Berument, H. and Dincer, N. (2004) Do capital flows improve macroeconomic performance in emerging markets?: The Turkish experience. Emerging Markets Finance and Trade, 40, pp. 20-32.
-
(2004)
Emerging Markets Finance and Trade
, vol.40
, pp. 20-32
-
-
Berument, H.1
Dincer, N.2
-
7
-
-
10844294344
-
The effects of exchange rate risk on economic performance: The Turkish experience
-
Berument, H. and Dincer, N. (2004) The effects of exchange rate risk on economic performance: The Turkish experience. Applied Economics, 36, pp. 2429-2441.
-
(2004)
Applied Economics
, vol.36
, pp. 2429-2441
-
-
Berument, H.1
Dincer, N.2
-
8
-
-
0001397560
-
Pitfalls and opportunities: What macroeconomists should know about unit roots
-
MIT Press, Cambridge, MA
-
Campbell, JY and Perron, P. (1991) Pitfalls and opportunities: What macroeconomists should know about unit roots. NBER Macroeconomics Annual 1991, pp. 141-201. MIT Press, Cambridge, MA
-
(1991)
NBER Macroeconomics Annual 1991
, pp. 141-201
-
-
Campbell, J.Y.1
Perron, P.2
-
10
-
-
40549126507
-
2001 Crisis, before and after: An interpretation of macroeconomic and fiscal
-
(in Turkish), VII. (14-17 September) Ankara
-
Celasun, M. (2002) 2001 Crisis, before and after: An interpretation of macroeconomic and fiscal, (in Turkish), VII. METU International Conference in Economics (14-17 September) Ankara
-
(2002)
METU International Conference in Economics
-
-
Celasun, M.1
-
11
-
-
0032062124
-
Testing for a unit root in variables with a double change in the mean
-
Clemente, J., Montanes, A. and Reyes, M. (1998) Testing for a unit root in variables with a double change in the mean. Economics Letters, 59, pp. 175-182.
-
(1998)
Economics Letters
, vol.59
, pp. 175-182
-
-
Clemente, J.1
Montanes, A.2
Reyes, M.3
-
12
-
-
0037375007
-
Random walk versus breaking trend in stock prices: Evidence from emerging markets
-
Chaudhuri, K. and Wu, Y. (2003) Random walk versus breaking trend in stock prices: Evidence from emerging markets. Journal of Banking and Finance, 27, pp. 575-592.
-
(2003)
Journal of Banking and Finance
, vol.27
, pp. 575-592
-
-
Chaudhuri, K.1
Wu, Y.2
-
13
-
-
0001533488
-
A search for long memory in international stock market returns
-
Cheung, YW and Lai, KS (1995) A search for long memory in international stock market returns. Journal of International Money and Finance, 14, pp. 597-615.
-
(1995)
Journal of International Money and Finance
, vol.14
, pp. 597-615
-
-
Cheung, Y.W.1
Lai, K.S.2
-
14
-
-
85036258669
-
Distribution of the estimators for autoregressive time series with a unit root
-
Dickey, DA and Fuller, WA (1979) Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74, pp. 427-431.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
15
-
-
84936823605
-
Permanent and temporary components of stock prices
-
Fama, EF and French, KR (1988) Permanent and temporary components of stock prices. Journal of Political Economy, 96, pp. 246-273.
-
(1988)
Journal of Political Economy
, vol.96
, pp. 246-273
-
-
Fama, E.F.1
French, K.R.2
-
16
-
-
0038461764
-
Random walk tests for Latin American equity indexes and individual firms
-
Grieb, TA and Reyes, MG (1999) Random walk tests for Latin American equity indexes and individual firms. Journal of Financial Research, 22, pp. 371-383.
-
(1999)
Journal of Financial Research
, vol.22
, pp. 371-383
-
-
Grieb, T.A.1
Reyes, M.G.2
-
19
-
-
84993009800
-
An empirical examination of financial liberalization and the efficiency of emerging market stock prices
-
Kawakatsu, H. and Morey, MR (1999) An empirical examination of financial liberalization and the efficiency of emerging market stock prices. Journal of Financial Research, 22, pp. 385-411.
-
(1999)
Journal of Financial Research
, vol.22
, pp. 385-411
-
-
Kawakatsu, H.1
Morey, M.R.2
-
20
-
-
85011398977
-
Mean reversion of stock prices: A reappraisal of the empirical evidence
-
Kim, MJ, Nelson, CR and Startz, R. (1991) Mean reversion of stock prices: A reappraisal of the empirical evidence. Review of Economic Studies, 58, pp. 5151-5280.
-
(1991)
Review of Economic Studies
, vol.58
, pp. 5151-5280
-
-
Kim, M.J.1
Nelson, C.R.2
Startz, R.3
-
21
-
-
0002484986
-
Stock market prices do not follow random walks: Evidence from a simple specification test
-
Lo, AW and MacKinlay, AC (1988) Stock market prices do not follow random walks: Evidence from a simple specification test. Review of Financial Studies, 1, pp. 41-66.
-
(1988)
Review of Financial Studies
, vol.1
, pp. 41-66
-
-
Lo, A.W.1
MacKinlay, A.C.2
-
22
-
-
84977729848
-
A variance-ratio test of random walks on Foreign exchange rates
-
Liu, CY and He, J. (1991) A variance-ratio test of random walks on Foreign exchange rates. Journal of Finance, 46, pp. 773-785.
-
(1991)
Journal of Finance
, vol.46
, pp. 773-785
-
-
Liu, C.Y.1
He, J.2
-
23
-
-
0006127101
-
Are Chinese stock markets efficient? A cointegration and causality analysis
-
Liu, CY, Song, SH and Romilley, P. (1997) Are Chinese stock markets efficient? A cointegration and causality analysis. Applied Economic Letters, 4, pp. 511-515.
-
(1997)
Applied Economic Letters
, vol.4
, pp. 511-515
-
-
Liu, C.Y.1
Song, S.H.2
Romilley, P.3
-
26
-
-
0030144890
-
Efficiency of the Turkish stock exchange with respect to monetary variables: A cointegration analysis
-
Muradoǧlu, G. and Metin, K. (1996) Efficiency of the Turkish stock exchange with respect to monetary variables: A cointegration analysis. European Journal of Operational Research, 90, pp. 566-575.
-
(1996)
European Journal of Operational Research
, vol.90
, pp. 566-575
-
-
Muradoǧlu, G.1
Metin, K.2
-
27
-
-
40549083597
-
An analysis of the day of the week effect on the Istanbul Stock Exchange
-
Metin, K., Muradoǧlu, G. and Yazici, B. (1997) An analysis of the day of the week effect on the Istanbul Stock Exchange. ISE Review, 1, pp. 15-25.
-
(1997)
ISE Review
, vol.1
, pp. 15-25
-
-
Metin, K.1
Muradoǧlu, G.2
Yazici, B.3
-
28
-
-
4644220306
-
Is South Korea's stock market efficient?
-
Narayan, PK and Smyth, R. (2004) Is South Korea's stock market efficient?. Applied Economics Letters, 11, pp. 707-710.
-
(2004)
Applied Economics Letters
, vol.11
, pp. 707-710
-
-
Narayan, P.K.1
Smyth, R.2
-
29
-
-
0032857997
-
A unit root test with multiple trend breaks: A theory with an application to US and Japanese macroeconomic time series
-
Ohara, HI (1999) A unit root test with multiple trend breaks: A theory with an application to US and Japanese macroeconomic time series. Japanese Economic Review, 50, pp. 266-290.
-
(1999)
Japanese Economic Review
, vol.50
, pp. 266-290
-
-
Ohara, H.I.1
-
30
-
-
84948891696
-
The behavior of Athens' stock prices
-
Panas, EE (1990) The behavior of Athens' stock prices. Applied Economics, 22, pp. 715-727.
-
(1990)
Applied Economics
, vol.22
, pp. 715-727
-
-
Panas, E.E.1
-
31
-
-
0000899296
-
The great crash, the oil price shock, and the unit root hypothesis
-
Perron, P. (1989) The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57, pp. 1361-1401.
-
(1989)
Econometrica
, vol.57
, pp. 1361-1401
-
-
Perron, P.1
-
32
-
-
33646790699
-
Nonstationarity and level shifts with an application to purchasing power parity
-
Perron, P. and Vogelsang, TJ (1992) Nonstationarity and level shifts with an application to purchasing power parity. Journal of Business and Economic Statistics, 10, pp. 301-320.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 301-320
-
-
Perron, P.1
Vogelsang, T.J.2
-
33
-
-
0002158052
-
Mean reversion in stock prices: Evidence and implications
-
Poterba, JM and Summers, LH (1988) Mean reversion in stock prices: evidence and implications. Journal of Financial Economics, 22, pp. 27-59.
-
(1988)
Journal of Financial Economics
, vol.22
, pp. 27-59
-
-
Poterba, J.M.1
Summers, L.H.2
-
34
-
-
19044371729
-
Testing for unit roots in autoregressive-moving average models of unknown order
-
Said, S. and Dickey, DA (1984) Testing for unit roots in autoregressive-moving average models of unknown order. Biometrika, 71, pp. 599-607.
-
(1984)
Biometrika
, vol.71
, pp. 599-607
-
-
Said, S.1
Dickey, D.A.2
-
35
-
-
3242741322
-
The Chinese stock exchange market: Operations and efficiency
-
Seddighi, HR and Nian, W. (2004) The Chinese stock exchange market: operations and efficiency. Applied Financial Economics, 14, pp. 785-797.
-
(2004)
Applied Financial Economics
, vol.14
, pp. 785-797
-
-
Seddighi, H.R.1
Nian, W.2
-
36
-
-
0036169823
-
Modelling volatility and testing for efficiency in emerging capital markets: The case of the Athens stock exchange
-
Siourounis, GD (2002) Modelling volatility and testing for efficiency in emerging capital markets: The case of the Athens stock exchange. Applied Financial Economics, 12, pp. 47-55.
-
(2002)
Applied Financial Economics
, vol.12
, pp. 47-55
-
-
Siourounis, G.D.1
-
37
-
-
0345060045
-
Variance-ratio tests of the random walk hypothesis for European emerging stock markets
-
Smith, G. and Ryoo, H-J (2003) Variance-ratio tests of the random walk hypothesis for European emerging stock markets. European Journal of Finance, 9, pp. 290-300.
-
(2003)
European Journal of Finance
, vol.9
, pp. 290-300
-
-
Smith, G.1
Ryoo, H.-J.2
-
38
-
-
0038322955
-
The random walk hypothesis and the behaviour of foreign capital portfolio flows: The Brazilian stock market case
-
Tabak, BM (2003) The random walk hypothesis and the behaviour of foreign capital portfolio flows: The Brazilian stock market case. Applied Financial Economics, 13, pp. 369-378.
-
(2003)
Applied Financial Economics
, vol.13
, pp. 369-378
-
-
Tabak, B.M.1
-
39
-
-
28444488750
-
Further evidence on the great crash, the oil price shock, and the unit root hypothesis
-
Zivot, E. and Andrews, DWK (1992) Further evidence on the great crash, the oil price shock, and the unit root hypothesis. Journal of Business and Economic Statistics, 10, pp. 251-270.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 251-270
-
-
Zivot, E.1
Andrews, D.W.K.2
|