Add to ORKGAn attempt is made in this paper to examine whether stock returns in two premier two exchanges in India namely, Bombay Stock Exchange (BSE), and National Stock Exchange (NSE) follow a random walk. Towards this end, data on major indices during the period 1997 to 2009 are analyzed by using non-parametric Runs and BDS tests. The findings of the study reveal that the stock returns do not follow random walk during the sample period
This paper examines the validity of the Random Walk Model in the Pakistani equity market. The model,...
As long as financial markets are concerned, for many year's economists, statisticians and financial ...
The primary goal of the present research initiative is to determine if the Indian stock market follo...
The paper investigates the issue of behaviour of stock returns in India. A non-parametric variance ...
In this paper we have analyzed the behavior of daily and weekly returns of five Indian stock market ...
This paper examines the random walk hypothesis in the emerging Indian stock market using daily data ...
This paper examines the stock return behaviour in two premier Indian stock markets using Chow-Dennin...
Investigating if the market is efficient is an old issue as market efficiency is imperative for chan...
This paper examines stock market behaviour in India, Sri Lanka, Pakistan, and Bangladesh employing u...
<p>The competence of a financial system is entirely depending upon the stock market efficiency. The ...
The competence of a financial system is entirely depending upon the stock market efficiency. The gra...
This study tries to determine whether the Indian the stock returns follow a random walk. Following p...
Abstract. The study reports the empirical evidence on the presence of weak-form efficiency under the...
We test the random-walk hypothesis for the Indian stock market by applying three unit root tests wit...
In this paper, we test the random walk hypothesis for weekly stock market returns by comparing varia...
This paper examines the validity of the Random Walk Model in the Pakistani equity market. The model,...
As long as financial markets are concerned, for many year's economists, statisticians and financial ...
The primary goal of the present research initiative is to determine if the Indian stock market follo...
The paper investigates the issue of behaviour of stock returns in India. A non-parametric variance ...
In this paper we have analyzed the behavior of daily and weekly returns of five Indian stock market ...
This paper examines the random walk hypothesis in the emerging Indian stock market using daily data ...
This paper examines the stock return behaviour in two premier Indian stock markets using Chow-Dennin...
Investigating if the market is efficient is an old issue as market efficiency is imperative for chan...
This paper examines stock market behaviour in India, Sri Lanka, Pakistan, and Bangladesh employing u...
<p>The competence of a financial system is entirely depending upon the stock market efficiency. The ...
The competence of a financial system is entirely depending upon the stock market efficiency. The gra...
This study tries to determine whether the Indian the stock returns follow a random walk. Following p...
Abstract. The study reports the empirical evidence on the presence of weak-form efficiency under the...
We test the random-walk hypothesis for the Indian stock market by applying three unit root tests wit...
In this paper, we test the random walk hypothesis for weekly stock market returns by comparing varia...
This paper examines the validity of the Random Walk Model in the Pakistani equity market. The model,...
As long as financial markets are concerned, for many year's economists, statisticians and financial ...
The primary goal of the present research initiative is to determine if the Indian stock market follo...