The random-walk hypothesis on the Indian stock market
Ankita Mishra, Vinod Mishra and Russell Smyth
| Year of publication: |
September-October 2015
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| Authors: | Mishra, Ankita ; Mishra, Vinod ; Smyth, Russell |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, 5, p. 879-892
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| Subject: | India | structural break | stock market | random walk | unit root | Indien | Aktienmarkt | Stock market | Strukturbruch | Structural break | Random Walk | Random walk | Börsenkurs | Share price | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2015.1061380 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011561118