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

By C. Buguk, B. Brorsen. 2003

127 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/de9c30c03399f06c37f4edb3b6117e2e65e0a3d9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Andrew C. Worthington
2. C. S. Pyun
3. Jae Hyun Kim
4. H. Higgs
5. K. Lim
6. R. Brooks
7. Esther Ruiz
8. J. De Gooijer

In Finance

1. C. S. Pyun
2. Jae Hyun Kim
3. H. Higgs
4. Andrew C. Worthington
5. K. Lim
6. Maria Rosa Borges
7. R. Brooks
8. Esther Ruiz

Citations in the corpus

• A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets (2007, background): “To the best of our knowledge, Buguk and Brorsen (2003) is the only study that employs Wright's (2000) rank and sign VR tests in evaluating the RWH for the Istanbul Stock Exchange.”
• Random walks and market efficiency in European equity markets (2004, background): “…Ryoo and Smith 2002), China (Lee et al. 2001), Hong Kong (Cheung and Coutts 2001), Slovenia (Dezlan 2000), Spain (Regúlez and Zarraga 2002), the Czech Republic (Hajek 2002), Portugal (Manuel et al. 2002), the United Kingdom (Poon 1996) and Turkey (Zychowicz et al. 1995, Buguk and Brorsen 2003).”