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Does seasonal pattern in Indian stock returns contain a unit root?

Mohanty, Prabir Kumar; Kamaiah, Bandi - In: Indian journal of economics & business : IJEB 1 (2002) 2, pp. [207]-219

Persistent link: https://www.econbiz.de/10001943753

Nonlinear dependence in stock returns : evidences from India

Hiremath, Gourishankar S.; Kamaiah, Bandi - In: Journal of quantitative economics : official journal of … 8 (2010) 1, pp. 69-85

Persistent link: https://www.econbiz.de/10009521928

Some further evidence on the behaviour of stock returns in India

Hiremath, Gourishankar S.; Kamaiah, Bandi - In: International journal of economics and finance 2 (2010) 2, pp. 157-167

Persistent link: https://www.econbiz.de/10009311884

The causal nexus between stock and foreign exchange markets in India

Sakthivel, P.; Kamaiah, Bandi - In: The Indian economic journal 59 (2011) 3, pp. 110-117

Persistent link: https://www.econbiz.de/10009748240

On the random walk characteristics of stock returns in India

Hiremath, Gourishankar S.; Sadath, Anver; Kamaiah, Bandi - In: Artha vijñāna : journal of the Gokhale Institute of … 51 (2009) 1, pp. 85-96

Persistent link: https://www.econbiz.de/10003901342

Estimating volatility pattern in stock markets : the Indian case

Das, Saheli; Kulkarni, Archana; Kamaiah, Bandi - In: The IUP journal of applied economics 13 (2014) 4, pp. 42-51

Persistent link: https://www.econbiz.de/10010438488

Variance ratios, structural breaks and non-random walk behaviour in the Indian stock returns

Hiremath, Gourishankar S.; Kamaiah, Bandi - In: The journal of business and economic studies 18 (2012) 2, pp. 62-81

Persistent link: https://www.econbiz.de/10009718061

Do stock returns in India follow a random walk?

Sadath, Anver; Hiremath, Gourishankar S.; Kamaiah, Bandi - In: The IUP journal of applied economics 11 (2011) 2, pp. 48-58

Persistent link: https://www.econbiz.de/10009576848

Long memory and fractality among global equity markets : a multivariate wavelet approach

Bhandari, Avishek; Kamaiah, Bandi - In: Journal of quantitative economics 19 (2021) 1, pp. 23-37

Persistent link: https://www.econbiz.de/10012489848

An Analysis of Lead-Lag Relationship between Stock Returns Using Spectral Methods

Bhandari, Avishek - 2020

This paper examines the relationship between BSE Sensex and three other developed markets in the frequency domain. Cross-spectral methods, which are important in discovering and interpreting the relationships between economic variables, are used to analyze the relationships between different...

Persistent link: https://www.econbiz.de/10012855987