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İMKB 'NİN ZAYIF VE YARI GÜÇLÜ FORMDA ETKİNLİĞİNİN EKONOMETRİK ANALİZİ
This study aims to test weak and semi-strong form efficiency of the ISE by analysing the relations between macroeconomic variables and ISE (İstanbul Securities Exchange) Composite-100 (ISE-100) index for the period of l987:l-2002:9. In this study ADF and Perran unit root tests, Granger causality and error correction models are being employed. Long run cointegration relations between ISE-100 index and macroeconomic variables have been determined by Engle-Granger cointegration test. The resultsdoi:10.14783/maruoneri.680137 fatcat:vlmvfqrqsnbp7lqakjvabnpjk4