Madhavan, Vinodh - In: Managerial Finance 40 (2014) 4, pp. 395-415
Purpose – The purpose of this paper is to first, test for nonlinearity in Local Indian Exchange Traded Funds (ETFs) listed at NSE, India – NIFTYBEES, JUNIORBEES, BANKBEES, PSUBANKBEES, and INFRABEES – using a battery of nonlinearity tests; second, to ascertain, using both metric and...
