Some Further Evidence on the Behaviour of Stock Returns in India
Year of publication: |
2010
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Authors: | Hiremath, Gourishankar S ; Bandi, Kamaiah |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Random walk | serial dependence variance ratios | bi-correlation | episodic dependencies | non-linearity | mean-reversion | pure noise | Indian Stock Market | NSE | BSE |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in International Journal of Economics and Finance 2.2(2010): pp. 157-167 |
Classification: | G0 - Financial Economics. General ; G00 - Financial Economics. General ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: |
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