Similar Search Results

Examining Efficiencies of Indian ADRs and Their Underlying Stocks

Singh, Aditi - 2016

In this paper, the efficient market hypothesis is tested for US and Indian stock markets and Indian ADRs and their underlying stocks. The approach used to observe changing market efficiency is time varying Hurst exponent. The Hurst values have been calculated after filtering the financial asset...

Persistent link: https://www.econbiz.de/10012998713

Holiday effect in the Indian stock market

Karmakar, Madhusudan; Chakraborty, Madhumita - In: Finance India : the quarterly journal of Indian … 14 (2000) 1, pp. 165-172

Persistent link: https://www.econbiz.de/10001579642

Institutional underperformance : should managers listen to the sell-side before trading?

Hobbs, Jeffrey; Vivek Singh; Chakraborty, Madhumita - In: Review of quantitative finance and accounting 57 (2021) 1, pp. 389-410

Persistent link: https://www.econbiz.de/10012549946

Investor reaction to extreme price shocks in stock markets : a cross country examination

Lalwani, Vaibhav; Sharma, Udayan; Chakraborty, Madhumita - In: IIMB management review 31 (2019) 3, pp. 258-267

Persistent link: https://www.econbiz.de/10012131773

Air pollution and stock market returns : actual effect vs public attention in an Indian context

Singh, Anirudh; Chakraborty, Madhumita - In: Review of behavioral finance : RBF 16 (2024) 4, pp. 733-753

Persistent link: https://www.econbiz.de/10015069574