Market efficiency and anomalies : evidences from S&P CNX NIFTY
Year of publication: |
2013
|
---|---|
Authors: | Siddiqui, Taufeeque Ahmad ; Narula, Isha |
Published in: |
Vision : the journal of business perspective. - Gurgaon, ISSN 0972-2629, ZDB-ID 2436323-6. - Vol. 17.2013, 3, p. 233-245
|
Subject: | Stock Return Anomaly | Weekend Effect | Monthly Effect | Tax-Loss Hypothesis | Holidays Effect | Weak Form of Efficiency | GARCH | Indien | India | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Kalendereffekt | Calendar effect | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
-
Day-of-the-week effect and volatility in stock returns : evidence from the Indian stock market
Aggarwal, Khushboo, (2023)
-
Day-of-the-week effect in us biotechnology stocks : do policy changes and economic cycles matter?
Chatterjee, Swarn, (2016)
-
Investigating the day-of-the-week effect on bitcoin returns
Bursa, Nurbanu, (2019)
- More ...
-
Stock market volatility and anomalies in India : a behavioural approach
Siddiqui, Taufeeque Ahmad, (2016)
-
Market Efficiency and Anomalies: Evidences from S&P CNX NIFTY
Siddiqui, Taufeeque Ahmad, (2013)
-
The relationship between oil prices and exchange rate : a systematic literature review
Siddiqui, Taufeeque Ahmad, (2023)
- More ...