Return predictability and efficiency in Bombay stock exchange
Mousumi Bhattacharya and Sharad Nath Bhattacharya
| Year of publication: |
May 2017
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|---|---|
| Authors: | Bhattacharya, Mousumi ; Bhattacharya, Sharad Nath |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 16.2017, 5, p. 387-399
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| Subject: | Random walk | Market efficiency | Variance ratio tests | Detrended Fluctuation Analysis (DFA) | Hurst Exponent | Effizienzmarkthypothese | Efficient market hypothesis | Random Walk | Börsenhandel | Stock exchange trading | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Indien | India | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011802078