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

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Buguk, Cumhur
Wade Brorsen, B.

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File URL: http://www.sciencedirect.com/science/article/B6W4W-48XC3RG-2/2/43f7c88b6f42dcce8c3cf7bab940b0d7
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Article provided by Elsevier in its journal International Review of Financial Analysis.

Volume (Year): 12 (2003)
Issue (Month): 5 ()
Pages: 579-590
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Handle: RePEc:eee:finana:v:12:y:2003:i:5:p:579-590

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Web page: http://www.elsevier.com/locate/inca/620166

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  1. Yoshihiko Tsukuda & Tatsuyoshi Miyakoshi & Junji Shimada, 2005. "Dynamic Efficiency in the East European Emerging Markets," Asia-Pacific Financial Markets, Springer, vol. 12(2), pages 159-179, June. [Downloadable!] (restricted)
  2. Andrew C. Worthington & Helen Higgs, 2003. "Weak-form market efficiency in European emerging and developed stock markets," School of Economics and Finance Discussion Papers and Working Papers Series 159, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  3. Krzysztof Kompa & Aleksandra Matuszewska-Janica, 2009. "Efficiency of the Warsaw Stock Exchange: Analysis of Selected Properties," International Advances in Economic Research, Springer, vol. 15(1), pages 59-70, February. [Downloadable!] (restricted)
  4. Abullah M. Noman & Minhaz U. Ahmed, 2008. "Efficiency of the foreign exchange markets in South Asian Countries," AIUB Bus Econ Working Paper Series AIUB-BUS-ECON-2008-18, American International University-Bangladesh, Office of Research and Publications (ORP), revised Jun 2008. [Downloadable!]
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