Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India
Year of publication: |
2014
|
---|---|
Authors: | Hiremath, Gourishankar S ; Kumari, Jyoti |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Adaptive market hypothesis | Market efficiency | Random walk | Autocorrelation | Nonlinearity | Predictability | Financial crisis | Evolving efficiency | Emerging markets |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in SpringPlus 3.428(2014): pp. 1-14 |
Classification: | c58 ; G01 - Financial Crises ; g02 ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
-
Stock Returns Predictability and the Adaptive Market Hypothesis: Evidence from India
Hiremath, Gourishankar S, (2013)
-
Contagion channels between real estate and financial markets
Hoesli, Martin, (2013)
-
Rethinking Asset Bubbles : Reflections for the Age of Institutional Investing
Jones, Brad, (2017)
- More ...
-
Stock Returns Predictability and the Adaptive Market Hypothesis: Evidence from India
Hiremath, Gourishankar S, (2013)
-
Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns
Hiremath, Gourishankar S, (2012)
-
Long Memory in Stock Market Volatility:Evidence from India
Hiremath, Gourishankar S, (2010)
- More ...