Do the stock market indices follow random walk?
Janet Jyothi Dsouza, T. Mallikarjunappa
| Year of publication: |
December 2015
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|---|---|
| Authors: | Dsouza, Janet Jyothi ; Mallikarjunappa, T. |
| Published in: |
Asia-Pacific journal of management research and innovation : APJMRI. - Los Angeles [u.a.] : Sage, ISSN 2319-510X, ZDB-ID 2838029-0. - Vol. 11.2015, 4, p. 251-273
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| Subject: | Efficient market hypotheses | stock market indices | weak form efficiency | autocorrelation test | random walk | Random Walk | Random walk | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Börsenkurs | Share price | Theorie | Theory | Wirtschaftsindikator | Economic indicator | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/2319510X15602969 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011446488