The random-walk hypothesis on the Indian stock market
We test the random-walk hypothesis for the Indian stock market by applying three unit root
tests with two structural breaks. We find that unit root tests that allow for two structural breaks …
tests with two structural breaks. We find that unit root tests that allow for two structural breaks …
The random-walk hypothesis revisited: new evidence on multiple structural breaks in emerging markets
We examine whether stock prices in 18 emerging markets follow random-walk or mean-
reversion processes in the presence of sudden and gradual multiple structural breaks. Our …
reversion processes in the presence of sudden and gradual multiple structural breaks. Our …
[PDF][PDF] Reciprocity in Mutual Funds
A Jain - Journal of Research in Business and Management, 2016 - researchgate.net
This paper is aimed to study the reciprocity in Indian mutual funds with respect to their
benchmark. Funds chosen were-DSP Blackrock Top 100 and HDFC Top 200 with S&P BSE …
benchmark. Funds chosen were-DSP Blackrock Top 100 and HDFC Top 200 with S&P BSE …
The random walk hypothesis on the small and medium capitalized segment of the Indian stock market
V Mishra, R Smyth - Information Efficiency and Anomalies in Asian …, 2016 - taylorfrancis.com
A market in which futures prices cannot be predicted using past historical price data is weak-
form market efficient (Fama, 1970). A market that is weak-form efficient is said to be …
form market efficient (Fama, 1970). A market that is weak-form efficient is said to be …
Equity market anomalies
At the outset, it is important to understand the meaning of 'anomalies'. In general, anomalies
are known as irregularities or deviations from the natural order (George and Elton, 2001) …
are known as irregularities or deviations from the natural order (George and Elton, 2001) …
[引用][C] A RELATIVE STUDY FOR TESTING & VALIDATING RANDOMNESS IN NIFTY 50 & ITS SECTORAL INDICES
N Garg