An empirical analysis of behaviour of stock market indices : evidences from selected developed and developing countries
Year of publication: |
December 2016
|
---|---|
Authors: | Bajaj, Sushil ; Sethi, Naman |
Published in: |
Paradigm : the journal of Institute of Management Technology. - Ghaziabad : IMT, ISSN 0971-8907, ZDB-ID 1420854-4. - Vol. 20.2016, 2, p. 216-235
|
Subject: | Random walk hypothesis | variance ratio test | weak form of efficiency | Random Walk | Random walk | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Entwicklungsländer | Developing countries | Statistischer Test | Statistical test | Aktienindex | Stock index |
-
Tests of random walk in Indian stock market returns : an application of variance ratio test
Banumathy, K., (2016)
-
Does the Indian stock market exhibit random walk?
Dsouza, Janet Jyothi, (2015)
-
Weak form efficiency and martingale difference sequence tests of six African stock market indexes
Setlhare, Lexi L., (2016)
- More ...
-
Examining the performance of Indian exchange traded funds (ETFs)
Sethi, Naman, (2016)
-
Price Discovery Process in Nifty Spot and Futures Markets
Choudhary, Kapil, (2013)
-
Price Discovery Process in Nifty Spot and Futures Markets
Choudhary, Kapil, (2013)
- More ...