Advanced search
Publication Cover
Applied Economics Letters Volume 16, 2009 - Issue 2
Submit an article Journal homepage
313
Views
19
CrossRef citations to date
0
Altmetric
Original Articles

Is South Korea's stock market efficient? Evidence from a nonlinear unit root test

Mübariz Hasanov Department of Economics, Hacettepe University, Beytepe Kampüsü, Ankara, TurkeyCorrespondence[email protected]
Pages 163-167 | Published online: 21 Jan 2009

Citations (19)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (4)

Kai-Hua Wang, Chi-Wei Su, Ran Tao & Hsu-Ling Chang. (2019) Does the Efficient Market Hypothesis Fit Military Enterprises in China?. Defence and Peace Economics 30:7, pages 877-889.
Read now
Sascha Kolaric, Florian Kiesel & Dirk Schiereck. (2016) Return patterns of South Korean stocks following large price shocks. Applied Economics 48:2, pages 121-132.
Read now
Mohammad Nurunnabi. (2012) Testing weak-form efficiency of emerging economies: a critical review of literature. Journal of Business Economics and Management 13:1, pages 167-188.
Read now
Vasudeva Murthy, Kenneth Washer & John Wingender. (2011) Are stock prices in the US nonstationary? Evidence from contemporary unit root tests. Applied Financial Economics 21:22, pages 1703-1709.
Read now

Articles from other publishers (15)

Olcay ÖLÇEN. (2023) UNIT ROOT TESTS OF AIRLINE’S STOCK RETURNS CONSIDERING ALLIANCES. Journal of Aviation.
Crossref
Luis A. Gil-Alana, Juan Infante & Miguel Angel Martín-Valmayor. (2023) Persistence and long run co-movements across stock market prices. The Quarterly Review of Economics and Finance 89, pages 347-357.
Crossref
Mehmet ALTUNTAŞ, Emre KILIÇ, Şevket PAZARCI & Alican UMUT. (2022) Borsa İstanbul Alt Endekslerinde Etkin Piyasa Hipotezinin Test Edilmesi: Fourier Kırılmalı ve Doğrusal Olmayan Birim Kök Testlerinden Kanıtlar. Ekonomi, Politika & Finans Araştırmaları Dergisi 7:1, pages 169-185.
Crossref
Mustafa ILDIRAR & Tuğçe DALLI. (2021) ETKİN PİYASA HİPOTEZİNİN TÜRK BANKACILIK SEKTÖRÜ ÜZERİNE UYGULAMASIAPPLICATION OF EFFICIENT MARKET HYPOTHESIS ON TURKISH BANKING SECTOR. Journal of Economics and Research 2:2, pages 47-66.
Crossref
Mamdouh Abdulaziz Saleh Al-Faryan & Everton Dockery. (2020) Testing for efficiency in the Saudi stock market: does corporate governance change matter?. Review of Quantitative Finance and Accounting 57:1, pages 61-90.
Crossref
Nattawut Phanrattinon, Yongwimon Lenbury, Masnita Misiran & Nattakorn Phewchean. (2020) Weak form market efficiency: A case study of Asia-Pacific markets. International Journal of Circuits, Systems and Signal Processing 14, pages 807-814.
Crossref
Ajit Mahata & Md. Nurujjaman. (2020) Time Scales and Characteristics of Stock Markets in Different Investment Horizons. Frontiers in Physics 8.
Crossref
Melik Kamışlı, Serap Kamışlı & Fatih Temizel. 2019. Handbook of Research on Managerial Thinking in Global Business Economics. Handbook of Research on Managerial Thinking in Global Business Economics 480 499 .
Wei Rong Ang & Olaf Weber. (2018) The market efficiency of socially responsible investment in Korea. Journal of Global Responsibility 9:1, pages 96-110.
Crossref
Seongman Moon. (2016) Are Korean Industry-Sorted Portfolios Mean Reverting?. East Asian Economic Review 20:2, pages 169-190.
Crossref
Afees A. Salisu, Umar B. Ndako, Tirimisiyu F. Oloko & Lateef O. Akanni. (2016) Unit root modeling for trending stock market series. Borsa Istanbul Review 16:2, pages 82-91.
Crossref
Xin Shen & Mark J. Holmes. (2014) Are stock prices stationary? Some new evidence from a panel data approach. Studies in Economics and Finance 31:4, pages 387-405.
Crossref
Onur Gozbasi, Ilhan Kucukkaplan & Saban Nazlioglu. (2014) Re-examining the Turkish stock market efficiency: Evidence from nonlinear unit root tests. Economic Modelling 38, pages 381-384.
Crossref
Kian-Ping Lim & Robert Brooks. (2011) THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE. Journal of Economic Surveys 25:1, pages 69-108.
Crossref
Seongman Moon. (2016) Are Korean Industry-Sorted Portfolios Mean Reverting?. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.