On the random walk characteristics of stock returns in India
Year of publication: |
2009
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Authors: | Hiremath, Gourishankar S ; Bandi, Kamaiah |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Random walk | auto correlation | mean reversion | BSE | NSE | non-parametric | Nifty | Sensex | India |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Artha Vijnana 1.51(2009): pp. 85-96 |
Classification: | C1 - Econometric and Statistical Methods: General ; C14 - Semiparametric and Nonparametric Methods ; C5 - Econometric Modeling ; c58 ; G1 - General Financial Markets ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Hiremath, Gourishankar S, (2010)
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