MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03655nam a2200433 i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
200436491 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
TR-AnTOB |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20231219000941.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
|---|
| fixed length control field |
ta |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
171111s2021 tu ab e mmmm 000 0 tur d |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(TR-AnTOB)200447511 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
TR-AnTOB |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
TR-AnTOB |
| 041 0# - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
Türkçe |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) |
|---|
| Classification number |
TEZ TOBB SBE İŞL YL’21 ÖZG |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Özgül, İlhan |
| Relator term |
author |
| 9 (RLIN) |
135579 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Kripto para piyasalarında Türk Lirası işlemlere dair piyasa etkinliğinin ölçülmesi / |
| Statement of responsibility, etc. |
İlhan Özgül ; thesis advisor Ekin Tokat. |
| 246 11 - VARYING FORM OF TITLE |
|---|
| Title proper/short title |
Measuring market efficiency on Turkish Lira transactions in cryptocurrency markets |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Ankara : |
| Name of producer, publisher, distributor, manufacturer |
TOBB ETÜ Sosyal Bilimleri Enstitüsü, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2021. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xi, 44 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
29 cm |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 502 ## - DISSERTATION NOTE |
|---|
| Dissertation note |
Tez (Yüksek Lisans)--TOBB ETÜ Sosyal Bilimler Enstitüsü Aralık 2021. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
Kripto para piyasaları merkezsiz oluşundan dolayı herhangi bir otoriteye dayanmamaktadır. Bu durum, düzenleme ve denetimden tamamen bağımsız olan bu piyasaların Fama'nın Etkin Piyasa Hipotezine göre etkin piyasa özelliğini gösterip göstermediği sorusunu gündeme getirmektedir. Literatürde dolar endeksli kripto para piyasalarının piyasa etkinliğinin analiz edilmesine yönelik birçok çalışma varken, bu çalışmada yerli bir kripto para borsası olan BTC Turk'te Türk Lirası bazında işlem gören Bitcoin, Ripple ve Litecoin için piyasa etkinliği analiz edilmiştir. Bu amaçla Bitcoin için 2017 ve diğer kripto paralar için 2018 yılından başlayan veriler incelenmiştir. Veriler Otokorelasyon, Genişletilmiş-Dickey Fuller, Phillips Perron ve Varyans Oran testlerine tabi tutularak incelenen kripto para piyasalarının etkin piyasa özelliği göstermediği saptanmıştır. Sonuçlar, ağırlıklı olarak yerli yatırımcılardan oluşan ve Türk Lirası işlem yapılan kripto para piyasalarının etkin olmadığını göstermektedir. |
|
|---|
| Summary, etc. |
Cryptocurrency markets are decentralized and do not rely on any authority. This situation raises the question whether these markets, which are completely independent of regulation and supervision, show the efficient market feature according to Fama's Efficient Market Hypothesis.. While there are many studies in the literature to analyze the market efficiency of dollar-indexed crypto money markets, this study analyzes the market efficiency for Bitcoin, Ripple and Litecoin, which are traded in Turkish Lira on BTC Turk, a domestic cryptocurrency exchange. In this study, the market efficiency of Bitcoin, Ripple and Litecoin cryptocurrencies indexed Turkish Lira was measured. For this purpose, data starting from 2017 for Bitcoin and 2018 for other cryptocurrencies were used. It has been determined that the crypto money markets, which are examined by subjecting the data to Autocorrelation, Extended-Dickey Fuller, Phillips Perron and Variance Ratio tests, do not show an efficient market feature. The results show that the cryptocurrency markets, which are predominantly composed of domestic investors and traded in Turkish Lira, are ineffective. |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Kripto |
|
|---|
| Uncontrolled term |
Bitcoin |
|
|---|
| Uncontrolled term |
Ripple |
|
|---|
| Uncontrolled term |
Litecoin |
|
|---|
| Uncontrolled term |
Etkin Piyasa |
|
|---|
| Uncontrolled term |
Crypto |
|
|---|
| Uncontrolled term |
Ripple |
|
|---|
| Uncontrolled term |
Litecoin |
|
|---|
| Uncontrolled term |
Fama |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Tokat, Ekin |
| Relator term |
advisor |
| 9 (RLIN) |
135448 |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
TOBB Ekonomi ve Teknoloji Üniversitesi. |
| Subordinate unit |
Sosyal Bilimler Enstitüsü |
| 9 (RLIN) |
95247 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Thesis |
| Source of classification or shelving scheme |
Other/Generic Classification Scheme |
