Testing of weak market efficiency in Indian Stock Exchange employing variance ratio test
Miklesh Prasad Yadav, Madhu Arora
| Year of publication: |
2020
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|---|---|
| Authors: | Yadav, Miklesh Prasad ; Arora, Madhu |
| Published in: |
International journal of public sector performance management : IJPSPM. - Genève [u.a.] : Inderscience Enterprises, ISSN 1741-105X, ZDB-ID 2471977-8. - Vol. 6.2020, 5, p. 632-641
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| Subject: | variance ratio test | market efficiency | unit root test | random walk model | Effizienzmarkthypothese | Efficient market hypothesis | Random Walk | Random walk | Einheitswurzeltest | Unit root test | Indien | India | Statistischer Test | Statistical test | Varianzanalyse | Analysis of variance | Aktienmarkt | Stock market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJPSPM.2020.110134 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012516844