Raj, Mahendra; Kumari, Damini - In: International Journal of Emerging Markets 1 (2006) 3, pp. 235-246
Purpose – This paper attempts to investigate the presence of seasonal effects in the Indian stock market. Design/methodology/approach – The paper tests the efficiency of the Indian stock market through a number of hypotheses. Week day effects, day‐of‐the‐week, weekend, January and...