Market efficiency and anomalies : evidences from S&P CNX NIFTY
Year of publication: |
2013
|
---|---|
Authors: | Siddiqui, Taufeeque Ahmad ; Narula, Isha |
Published in: |
Vision : the journal of business perspective. - Gurgaon, ISSN 0972-2629, ZDB-ID 2436323-6. - Vol. 17.2013, 3, p. 233-245
|
Subject: | Stock Return Anomaly | Weekend Effect | Monthly Effect | Tax-Loss Hypothesis | Holidays Effect | Weak Form of Efficiency | GARCH | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Kalendereffekt | Calendar effect | ARCH-Modell | ARCH model | Schätzung | Estimation | Saisonale Schwankungen | Seasonal variations | Zeit | Time | Aktienmarkt | Stock market |
-
Deyshappriya, N. P. Ravindra, (2014)
-
A study to examine time-varying effectiveness of stock returns on Tehran stock exchange
SiamiNamini, Rahele, (2013)
-
The January effect anomaly reexamined in stock returns
Patel, Jayen B., (2016)
- More ...
-
Market Efficiency and Anomalies: Evidences from S&P CNX NIFTY
Siddiqui, Taufeeque Ahmad, (2013)
-
Stock market volatility and anomalies in India : a behavioural approach
Siddiqui, Taufeeque Ahmad, (2016)
-
Siddiqui, Taufeeque Ahmad, (2015)
- More ...