Variations from efficient market hypothesis in share market: The borsa İstanbul case
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Abstract (EN)
In traditional investment decisions, it is explained that the risk threshold of the investors is the same and therefore there is no anormal return. However, homo economicus, which is the basis of the effective market hypothesis, has been found to be irrational when the psychological threshold and related factors come into play and their returns are very different. This condition is called anomaly. In this study, using the returns of BIST 100 Composite Index between 04.01.2000-04.10.2018, it was investigated whether January Anomaly and Day of the Week Effect existed in BİST100. Keywords: Anomaly, Effective Market Hypothesis, Day of the Week Effect, January Effect.
Author
Aybüke Dalgıç
Institution
How to Cite
Aybüke Dalgıç (Master Thesis). Variations from efficient market hypothesis in share market: The borsa İstanbul case, 2019, Dokuz Eylül University.
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