Similar Search Results

A Study of the Efficiency and Unbiasedness in NCDEX : A Case Study of Guar Gum

Soni, Tarun Kumar - 2013

maturities using cointegration analysis, and short-term market efficiency, using an error correction model and GARCH-M-ECM. The …

Persistent link: https://www.econbiz.de/10013089727

An analysis of pricing efficiency of exchange traded funds in India using ARDL bounds test approach

Chandrasekaran, Buvanesh; Acharya, Rajesh H. - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 4, pp. 607-633

Persistent link: https://www.econbiz.de/10012797853

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

An empirical analysis of efficiency in the Indian gold futures market

Nath, Golak; Dalvi, Manoj; Pawaskar, Vardhana; Rajaram, … - In: Macroeconomics and finance in emerging market economies 12 (2019) 3, pp. 240-269

Persistent link: https://www.econbiz.de/10012176869

Estimating dynamic market efficiency frontiers

Mu, Yali; Cramon-Taubadel, Stephan von - In: Journal of agricultural economics : JAE 73 (2022) 3, pp. 633-653

Persistent link: https://www.econbiz.de/10013384798

Estimating and comparing market efficiency frontiers

Mu, Yali - 2021

relationships (threshold cointegration) as well as in error correction (threshold autoregression; threshold ECMs; non …

Persistent link: https://www.econbiz.de/10013342200

Market efficiency, arbitrage, and delivery options in the NYMEX crude oil market

MacDonald, Don N.; Nishi, Hirofumi - In: Research in finance 35 (2019), pp. 1-18

Persistent link: https://www.econbiz.de/10012228050

Analysis of lead-lag relationship and volatility spillover : evidence from Indian agriculture commodity markets

Shaik, Muneer; Lanka, Abhiram Kartik; Gurmeet Singh - In: International journal of bonds and derivatives 4 (2021) 3, pp. 258-279

Persistent link: https://www.econbiz.de/10012612673

Co-movements of the Indian stock market

Sudhakar, Aare; Sireesha, P. Bhanu - In: GITAM journal of management : a quarterly publication … 13 (2015) 2, pp. 40-59

Persistent link: https://www.econbiz.de/10011398114

Linkage between social sector's spending and HDI : study on individual as well as panel data of Indian states

Das, Ramesh Chandra; Mandal, Chhanda; Patra, Arun Kumar - In: Review of social economy : the journal for the … 79 (2021) 2, pp. 357-379

Persistent link: https://www.econbiz.de/10012516105