Tripathy, Naliniprava - In: International Journal of Economics and Business Research 6 (2013) 2, pp. 210-228
This paper examines the efficiency of Indian stock market by using daily closing price of BSE SENSEX from August 2002 to March 2011. The study has used unit root test, autocorrelation test, runs test, GARCH (symmetric) EGARCH and TARCH (asymmetric) models to determine the random walk behaviour...
