how to rotate caption of table to horizontal position

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• Your table is to big that can be nice fit in one page and at the same time be readable.
• To have caption in portrait orientation, you need to rotate table:

documentclass{article}
usepackage[margin=2cm]{geometry}
usepackage{rotating}
usepackage{array}

begin{document}
begin{table}[p]
tiny
setlengthtabcolsep{3pt}
setlengthextrarowheight{2pt}
begin{sideways}
begin{tabular}{|>{raggedrightarraybackslash}p{2cm}| l |
                 >{raggedrightarraybackslash}p{2.8cm}|
                 >{raggedrightarraybackslash}p{3cm}|
                 >{raggedrightarraybackslash}p{1.3cm}|
                 >{raggedrightarraybackslash}p{1.3cm}|
                 >{raggedrightarraybackslash}p{4.5cm}|
                 >{raggedrightarraybackslash}p{5.5cm}|}
hline
Author &
  Year &
  Journal &
  Data from Saudi Arabia &
  Length &
  Frequenzy &
  Methods &
  Results  hline
Butler   and Malaikah &
  1992 &
  Journal of   Banking & Finance(16) &
  35 stocks from SSE &
  1985-1989 &
  Daily &
  Serial correlation and runs   tests &
  Rejection of random walk   hypothesis  hline
Al-Razeen &
  1997 &
  PhD Thesis,   University of Leicester &
  28 stocks from SSE &
  1992-1995 &
  Weekly &
  Serial correlation, runs, and   filter rules tests &
  Low level of weak form   efficiency  hline
Khababa &
  1998 &
  Journal of   Financial Management and Analysis(11) &
  61 stocks from SSE &
  1985-1997 &
  Weekly &
  Autocorrelation and runs tests &
  High level of serial dependence  hline
Dahel and   Laabas &
  1999 &
  Economic   Research Forum for the Arab Countries &
  Saudi Stock index &
  1994-1998 &
  Weekly &
  Augmented Dickey-Fuller, the   Phillips-Perron, the variance ratio, and autocorrelation tests &
  Stock index of Saudi Arabia is   characterized by weak form efficiency  hline
Alkholifey &
  2000 &
  PhD Thesis,   Colorado State University &
  Not available &
  Not available &
  Not available &
  Autocorrelation, filter rules,   runs, and the cointegration test &
  Rejection of informationally   efficient market  hline
Abraham   et al. &
  2002 &
  Financial   Review(37) &
  Saudi Stock index &
  1992-1998 &
  Weekly &
  Variance ratio and the runs   tests &
  No rejection of random walk   hypothesis  hline
Onour &
  2004 &
  Ministry of   Economy and Planning, Riyadh: Saudi Arabia &
  Saudi Stock index and subindices   of banking and cement &
  2003-2004 &
  Daily &
  Runs and the von Neumann tests &
  Rejection of weak form market   efficiency hypothesis  hline
Al-Abdulqader   et al. &
  2007 &
  Journal of   Emerging Market Finance(6) &
  45 stocks from SSE &
  1990-2000 &
  Weekly &
  Filter rule test and the moving   average strategy &
  Tendency towards acceptance of   efficient market hypothesis  hline
Al-Khazali   et al. &
  2007 &
  The Financial   Review(42) &
  Saudi Stock index &
  1994-2003 &
  Weekly &
  Rank, runs, and variance ratio   tests &
  Acceptance of efficient market   hypothesis  hline
Benjelloun   and Squalli &
  2008 &
  International   Journal of Managerial Finance(4) &
  Saudi Stock index and subindices   of agriculture, banking, cement, electricity, industry, and services &
  1990-2006 &
  Weekly &
  Multiple variance ratio test   (RW) and runs test (WFE) &
  No rejection of random walk   hypothesis but rejection of weak form market efficiency hypothesis  hline
Onour &
  2009 &
  Operations   Research(10) &
  Saudi Stock index, banking   subindex and 3 stocks from SSE &
  2003-2006 &
  Daily &
  Dickey-Fuller, Phillips-Perron,   the KPSS, the variance ratio tests &
  Rejection of random walk   hypothesis  hline
Abdmoulah &
  2010 &
  International   Review of Financial Analysis(19) &
  Saudi Stock index &
  1994-2009 &
  Daily &
  GARCH-M (1,1) methodology along   with state-space time-varying parameters &
  Rejection of weak form market   efficiency hypothesis  hline
Bley &
  2011 &
  Emerging   Markets Review(12) &
  Saudi Stock index &
  2000-2009 segmented &
  Daily, weekly, and monthly &
  Dickey-Fuller, the   Phillips-Perron, the KPSS, the autocorrelation function, the Ljung-Box   Q-Statistic, the variance ratio test as well as AR, ARMA, and GARCH   models &
  Rejection of random walk   hypothesis for daily data and some traces of a random walk in individual   subperiods of weekly and monthly data  hline
Al   Ashikh &
  2012 &
  International   Review of Business Research Papers(8) &
  Saudi Stock index, banks and   financial services subindex and 3 stocks from SSE &
  2000-2010 &
  Daily &
  Augmented Dickey-Fuller, the   Phillips-Perron, the autocorrelation function, the Ljung-Box Q-Statistic, and   the runs tests &
  Rejection of weak form market   efficiency hypothesis  hline
Al-Ajmi   and Kim &
  2012 &
  Applied   Economics(44) &
  Saudi Stock index &
  1999-2010 &
  Daily and weekly &
  Three multiple variance ratio   tests &
  Rejection of weak form market   efficiency hypothesis  hline
Budd &
  2012 &
  Journal of   Finance and Accountancy(10) &
  Saudi Stock index and all 15   subindices &
  2007-2011 &
  Daily &
  Variance ratio and runs tests &
  Rejection of random walk   hypothesis some indication of weak-form efficiency solitary for the banking,   the building, the insurance and the telecommunication sector  hline
Asiri and   Alzeera &
  2013 &
  Research   Journal of Finance and Accounting(4) &
  Saudi Stock index and all 15   subindices &
  2006-2012 segmented &
  Daily &
  Dickey-Fuller, the Pearson   Correlation, the Durbin-Watson, and the Wald-Wolfowitz runs tests &
  The Tadawul All Share Index and   eleven out of fifteen sectors have met the properties of weak-form efficiency   (other than banks and financial services, energy and utilities, insurance,   and building and construction)  hline
Hokroh &
  2013 &
  Asian Journal   of Finance & Accounting(5) &
  Saudi Stock index &
  2007 &
  Daily &
  Autocorrelation and the run   tests &
  Rejection of weak form market   efficiency hypothesis  hline
Sensoy &
  2013 &
  Physica A(392) &
  Saudi Stock index &
  2007-2012 &
  Daily &
  Hurst exponent &
  Rejection of weak form market   efficiency hypothesis  hline
Al   Abdulhadi el al. &
  2015 &
  International   Journal of Business(20) &
  3 stocks from SSE &
  2005-2010 &
  Daily &
  Fractal analysis &
  Two out of three stocks  are not weak form efficient  hline
Jamaani   and Roca &
  2015 &
  Research in   International Business and Finance(33) &
  Saudi Stock index &
  2003-2013 &
  Daily &
  Augmented Dickey-Fuller, the   Phillips-Perron, the variance ratio, the multiple variance ratio, the runs,   and the Wright tests &
  Rejection of weak form market   efficiency hypothesis  hline
Arshad et   al. &
  2016 &
  Research in   International Business and Finance(36) &
  Saudi Stock index &
  1998-2012 segmented &
  Daily &
  Christiano–Fitzgerald filter and   multifactural de-trended fluctuation analysis &
  Saudi Arabia is ranked in the   midfield comparing weak form marekt efficiency with the other OIC countires  hline
Charfeddine   and Khediri &
  2016 &
  Physica A(444) &
  Saudi Stock index &
  2005-2013 &
  Daily &
  GARCH(1,1) model and detrended   fluctuation analysis technique, the modified R/S statistic, the exact local   whittle and the feasible Exact Local Whittle approach &
  Rejection of weak form market   efficiency hypothesis (except GARCH(1,1))  hline
end{tabular}%
end{sideways}

caption{Market efficiency literature on Tadawul}
label{tab:1}
end{table}
end{document}

• That table become readable, it should be split on two pages, i. e. instead of tabular you should use longtable inside landscape pages. In this case rotated caption is not possible (has sense)