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Journals / Finansal Araştırmalar ve Çalışmalar Dergisi / 2026 / Cilt: 13 Sayı: 24

ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ

Eray Gemici(GAZİANTEP ÜNİVERSİTESİ)
Pages
129–142
Publication Date
2021-01-31
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

Elde edilen bulgular, ülke borsalarının Adaptif Piyasa Hipotezini doğruladığını göstermektedir.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:Bu çalışma, Asya Pasifik ülkelerinde Adaptif Piyasa Hipotezinin geçerliliğini araştırmayı amaçlamaktadır.
📊
Key Findings & Data:Bu amaçla, 31 Aralık 1992'den 31 Ocak 2020'ye kadar olan aylık dönem, Otomatik Portmanteau Q testi, Genelleştirilmiş Spektral test ve Wild-Bootstrap Otomatik Varyans Oran testi kullanılarak analiz edilmiştir.
💡
Conclusion & Impact:Elde edilen bulgular, ülke borsalarının Adaptif Piyasa Hipotezini doğruladığını göstermektedir.
🔬Design:Araştırma Makalesi
📍Scope:2020 Verileri
⚙️Variables:Adaptif Piyasa Hipotezi · Asya-Pasifik Ülkeleri · Varyans-Oran Testleri

Özet

Bu çalışma, Asya Pasifik ülkelerinde Adaptif Piyasa Hipotezinin geçerliliğini araştırmayı amaçlamaktadır. Bu amaçla, 31 Aralık 1992'den 31 Ocak 2020'ye kadar olan aylık dönem, Otomatik Portmanteau Q testi, Genelleştirilmiş Spektral test ve Wild-Bootstrap Otomatik Varyans Oran testi kullanılarak analiz edilmiştir. Ayrıca, getirilerin zamana bağlı olarak tahmin edilebilirliği kayan pencereler yaklaşımı kullanılarak incelenmiştir. Elde edilen bulgular, ülke borsalarının Adaptif Piyasa Hipotezini doğruladığını göstermektedir.

🔖

Cite This Article

Gemici, E. (2021). ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ. Finansal Araştırmalar ve Çalışmalar Dergisi, Cilt: 13 Sayı: 24, 129–142. https://doi.org/10.14784/marufacd.880619

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