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Random walks and market efficiency : evidence from Indian stock market

Tripathy, Nalini Prava - In: International journal of economics and business research 6 (2013) 2, pp. 210-228

Persistent link: https://www.econbiz.de/10010351158

Does the Indian stock market exhibit random walk?

Dsouza, Janet Jyothi; Mallikarjunappa, T. - In: Paradigm : the journal of Institute of Management Technology 19 (2015) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10011761334

The asymptotic size and power of the augmented Dickey-Fuller test for a unit root

Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometric reviews 37 (2018) 6/10, pp. 955-973

Persistent link: https://www.econbiz.de/10012040423

Market efficiency in developed and emerging markets

Sharma, Ankit; Thaker, Keyur - In: Afro-Asian Journal of Finance and Accounting : AAJFA 5 (2015) 4, pp. 311-333

Persistent link: https://www.econbiz.de/10011595609

A study on weak-form efficiency of KOSPI stock market after the recent expansion of daily price limits

Yoon, Il-Hyun; Kim, Yong-Min - In: Journal of international trade & commerce 14 (2018) 3, pp. 73-88

Persistent link: https://www.econbiz.de/10011948827

Basic Properties of Stationary First-Order Autoregressive Processes and Random Walks

Konya, Laszlo - 2001

This paper compares the basic properties of stationary autoregressive processes and random walks with special regard to their implications to unit root testing. In particular, it aims to answer three basic but important questions. Firstly: 'What do a constant term (drift) and a linear time trend...

Persistent link: https://www.econbiz.de/10014123560