The primary objective of this study is to testing weak form market efficiency of Istanbul Stock Exchange. A random walk test is performed for weakform efficiency. The testing of market efficiency of the market it was used istanbul stock exchange's daily stock returns for random walk over the...

The aim of this study is to construct a model for evaluating the effects of investor sentiment on the conditional volatility by measuring the effects of noise trader demand shocks on returns and volatility where EGARCH model is used to determine whether investor sentiment has more influence on...