Random walks and market efficiency: evidence from Indian stock market

Author： Tripathy Naliniprava  

Publisher： Inderscience Publishers

ISSN： 1756-9850

Source： International Journal of Economics and Business Research, Vol.6, Iss.2, 2013-07, pp. : 210-228

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Stock market prices, 'causality' and efficiency: evidence from the Athens stock exchange

By Niarchos Nikitas A.   Alexakis Christos A.  

Applied Financial Economics, Vol. 8, Iss. 2, 1998-04 ,pp. : 167-174

Routledge Ltd

Access to resources Recommend Favorite

Market capitalization and efficiency. Does it matter? Evidence from the Athens Stock Exchange

By Panagiotidis Theodore  

Applied Financial Economics, Vol. 15, Iss. 10, 2005-06 ,pp. : 707-713

Routledge Ltd

Access to resources Recommend Favorite

Seasonality in stock returns: evidence from an emerging market

By Al-Saad Khalid   Moosa Imad A.  

Applied Financial Economics, Vol. 15, Iss. 1, 2005-01 ,pp. : 63-71

Routledge Ltd

Access to resources Recommend Favorite

The market efficiency hypothesis on stock prices: international evidence in the 1920s

By Lee Junsoo   Cheng Jen-Chi   Lin Chyongchiou J.   Huang Cliff  

Applied Financial Economics, Vol. 8, Iss. 1, 1998-02 ,pp. : 61-65

Routledge Ltd

Access to resources Recommend Favorite

Intra-day seasonalities on stock returns: evidence from the Turkish Stock Market

By Bildik R.  

Emerging Markets Review, Vol. 2, Iss. 4, 2001-12 ,pp. : 387-417

Elsevier

Access to resources Recommend Favorite