Testing the martingale hypothesis in the Indian stock market : evidence from multiple variance ratio tests
Year of publication: |
2012
|
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Authors: | Kumar, Dilip ; Maheswaran, S. |
Published in: |
Decision. - Calcutta : Inst., ISSN 0304-0941, ZDB-ID 196771-X. - Vol. 39.2012, 2, p. 62-85
|
Subject: | Indien | India | Aktienmarkt | Stock market | Martingal | Martingale | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Statistischer Test | Statistical test | Random Walk | Random walk | Börsenkurs | Share price |
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