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Testing Weak Form of Market Efficiency of Bombay Stock Exchange and National Stock Exchange

Sharma, Rakesh Kumar - 2017

The paper focuses on how the anticipation of investors regarding future returns is reflected on the share price. The precision and rapidity in which market transforms the expectation and anticipation into prices, measures the market efficiency. Weak form of market efficiency is one of the...

Persistent link: https://www.econbiz.de/10012949783

The Bombay Stock Exchange : seasonalities and investment opportunities

Ignatius, Roger - In: Indian economic review : biannual journal of the Delhi … 27 (1992) 2, pp. 223-227

Persistent link: https://www.econbiz.de/10001148695

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

Macroeconomic Risk and Seasonality in Momentum Profits

Ji, Susan - 2017

We contribute to the growing debate on the relation between macroeconomic risk and stock price momentum. Not only is momentum seasonal, so is its net factor exposure. We show that winners and losers only differ in macroeconomic factor loadings during January, the one month when losers...

Persistent link: https://www.econbiz.de/10012974948

Trading activity in the corporate bond market : a sad tale of macro-announcements and behavioral seasonality?

Forest, James J.; Branch, Ben Shirley; Berry, Brian T. - In: Risks : open access journal 12 (2024) 5, pp. 1-25

This study investigates the determinants of trading activity in the U.S. corporate bond market, focusing on the effects of Seasonal Affective Disorder (SAD) and macroeconomic announcements. Employing the General-to-Specific (Gets) Autometrics methodology, we identify distinct behavioral...

Persistent link: https://www.econbiz.de/10014636541

Misallocation and manufacturing TFP in China and India

Chang, Tai Hsieh; Peter, J- Klenow - Volkswirtschaftliche Fakultät, … - 2007

establishments to quantify the potential extent of misallocation in China and India versus the United States. We measure sizable gaps … in marginal products of labor and capital across plants within narrowly defined industries in China and India compared … observed in the United States, we calculate manufacturing TFP gains of 30%–50% in China and 40%–60% in India. …

Persistent link: https://www.econbiz.de/10009372619