Presented at the 2nd International Symposium on Innovative Approaches in Scientific Studies (ISAS2018-Winter), Samsun, Turkey, Nov 30, 2018

SETSCI Conference Proceedings, 2018, 3, Page (s): 685-689 , https://doi.org/

Published Date: 31 December 2018    | 1305     8

Bu çalışmanın amacı, dünyada ilk 10’a giren ve hisse değerlerine ulaşılabilen düzenli hat taşımacılığı yapan 8 şirketin
hisse değerlerinde etkin piyasa hipotezinin geçerli olup olmadığının tespit edilmesidir. Bu doğrultuda, zayıf formda etkin piyasa
hipotezinin test edilmesi için nadiren kullanılan ve güncel bir yöntem olan Brock, Dechert ve Scheinkman (BDS) testi
kullanılmaktadır. Çalışmada kullanılan veri seti haftalık bazda 400 gözlemden oluşmaktadır ve 5 Kasım 2010 ve 10 Temmuz
2018 tarihleri arasını kapsamaktadır. Araştırmanın sonucuna göre tüm düzenli hat taşımacılığı şirketlerinin hisse değerlerinde
zayıf formda etkin piyasa hipotezi geçerli değildir. Bu sonuç şirketlerin hisse değerlerinin geçmiş değerleriyle bağlantılı
olduğunu göstermektedir. Bu sonuçlar, bu hisse senetleriyle geçmiş veriler kullanılarak ve ticari stratejiler geliştirilerek
olağanüstü karlar elde edilebilmesinin mümkün olduğunu göstermektedir.  

Keywords - Etkin piyasa hipotezi, konteyner şirketleri, hisse değerleri, BDS testi

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