Tests of random walk in Indian stock market returns : an application of variance ratio test
K. Banumathy and R. Azhagaiah
Year of publication: |
October-December 2016
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Authors: | Banumathy, K. ; Azhagaiah, R. |
Published in: |
GITAM journal of management : a quarterly publication of GITAM Institute of Management. - Visakhapatnam, ISSN 0972-740X, ZDB-ID 2813773-5. - Vol. 14.2016, 4, p. 14-25
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Subject: | Random walk hypothesis | stock market returns | variance ratio test | Random Walk | Random walk | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Indien | India | Statistischer Test | Statistical test | Varianzanalyse | Analysis of variance | Börsenkurs | Share price |
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