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Co-integration of Indian stock markets with emerging markets of Asia

Khandelwal, Risha; Singh, Kanhaiya - In: Focus : journal of international business 5 (2018) 2, pp. 26-43

Persistent link: https://www.econbiz.de/10012020087

An empirical analysis on seasonal anomalies in BSE sectoral indices

Nageswari, P.; Rani, L. Philo Daisy - In: Research bulletin / The Institute of Cost Accountants … 43 (2018) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10012130063

A test of the weak form of efficient market hypothesis in Indian Stock Market using momentum and contrarian effect

Kaur, Ramandeep; Bajwa, Rubeena - In: International journal of business and globalisation : IJBG 35 (2023) 1/2, pp. 119-133

Persistent link: https://www.econbiz.de/10014388736

Examining the impact of index futures on information efficiency of stock market : evidence from US, Japan, Hong Kong and India

Chai, Shanglei - In: International journal of economics and finance 7 (2015) 8, pp. 218-228

Persistent link: https://www.econbiz.de/10011346849

Efficient market hypothesis : a study on Indian capital market

Sen, Subir; Singh, B. M.; Mazumder, Sourav - In: Research bulletin / The Institute of Cost Accountants … 42 (2016/2017) 4, pp. 69-79

Persistent link: https://www.econbiz.de/10011722522

Investment decision-making process between different groups of investors : a study of Indian stock market

Raut, Rajdeep Kumar; Kumar, Rohit - In: Asia-Pacific journal of management research and … 14 (2018) 1/2, pp. 39-49

Persistent link: https://www.econbiz.de/10012006890

Investment decision-making process between different groups of investors : a study of Indian stock market

Raut, Rajdeep Kumar; Kumar, Rohit - In: Asia-Pacific journal of management research and innovation 14 (2018) 1/2, pp. 39-49

Persistent link: https://www.econbiz.de/10012009932

Stock market and its liquidity : evidence from ARDL bound testing approach in the Indian context

Bhattacharya, Sharad Nath; Bhattacharya, Mousumi; Basu, … - In: Cogent economics & finance 7 (2019) 1, pp. 1-12

This paper attempts to capture the relationship between stock market movements and its endogenous liquidity measures using Autoregressive Distributed-lag (ARDL) Bounds Testing Approach. We consider depth, breadth, tightness, immediacy and resiliency dimensions of market liquidity using suitable...

Persistent link: https://www.econbiz.de/10012023365

Finanzsektor, Währungsordnung und wirtschaftliche Entwicklung am Beispiel Indiens

Veit, Wolfgang - 1995

Persistent link: https://www.econbiz.de/10000540037

Market efficiency and financial markets integration in India

Prusty, Sadananda - In: Indian journal of economics & business : IJEB 6 (2007) 1, pp. 45-60

Persistent link: https://www.econbiz.de/10003471691