Does the Indian stock market exhibit random walk?
Janet Jyothi Dsouza, T. Mallikarjunappa
| Year of publication: |
June 2015
|
|---|---|
| Authors: | Dsouza, Janet Jyothi ; Mallikarjunappa, T. |
| Published in: |
Paradigm : the journal of Institute of Management Technology. - Ghaziabad : IMT, ISSN 0971-8907, ZDB-ID 1420854-4. - Vol. 19.2015, 1, p. 1-20
|
| Subject: | Efficient market hypothesis (EMH) | Indian stock market | BSE-200 index companies | historical stock prices | weak-form efficiency | runs test | ADE test | PP test | autocorrelation test | GARCH (I, I) model | Indien | India | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Aktienmarkt | Stock market | Random Walk | Random walk | Statistischer Test | Statistical test | Schätzung | Estimation | Aktienindex | Stock index | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0971890715585197 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011761334