| ชื่อเรื่อง | : | Are Indian stock market’s efficient? test of weak form efficiency in BSE and NSE / |
| นักวิจัย | : | Gupta, Rakesh. , Basu, Parikshit K. |
| คำค้น | : | 729999 Economic issues not elsewhere classified , TBA , 340203 Finance Economics , 340206 International Economics and International Finance , Stock exchanges , Random walks (Mathematics). , Weak form market efficiency -- India -- Random walk hypothesis. |
| หน่วยงาน | : | Central Queensland University, Australia |
| ผู้ร่วมงาน | : | - |
| ปีพิมพ์ | : | 2549 |
| อ้างอิง | : | http://hdl.cqu.edu.au/10018/6823 , http://acquire.cqu.edu.au:8080/vital/access/manager/Repository/cqu:141 , cqu:141 |
| ที่มา | : | Gupta, R & Basu, P 2006, 'Are Indian Stock Market’s Efficient? Test of Weak Form Efficiency in BSE and NSE', International Conference of Contemporary Business, 21-22 September, Blue Mountains, Australia, Charles Sturt University, Bathurst, NSW. |
| ความเชี่ยวชาญ | : | - |
| ความสัมพันธ์ | : | aCQUIRe [electronic resource] : Central Queensland University Institutional Repository. , Proceedings of the 3rd International Conference on Contemporary Business / editors: Antonio Travaglione, Grant O’Neill, Parikshit K. Basu. Bathurst : Faculty of Commerce, Charles Sturt University, 2006 p. 1-13 13 pages. Refereed 1864671777 |
| ขอบเขตของเนื้อหา | : | - |
| บทคัดย่อ/คำอธิบาย | : | Market Efficiency Hypothesis is an important concept for an investor who wishes to hold an internationally diversified portfolio. The understanding of efficiency of the emerging markets is gaining greater importance as the movement of investments is accelerating into these markets as a consequence of integration of the emerging markets with the more developed markets. In this paper we test the weak form efficiency or random walk hypothesis for the two major equity markets in India for the period 1991 to 2006. We employed three different tests - ADF, PP and the KPSS and found consistent results. The results of these tests confirmed that these markets are not weak form efficient. |
| บรรณานุกรม | : |
Gupta, Rakesh. , Basu, Parikshit K. . (2549). Are Indian stock market’s efficient? test of weak form efficiency in BSE and NSE /.
กรุงเทพมหานคร : Central Queensland University, Australia. Gupta, Rakesh. , Basu, Parikshit K. . 2549. "Are Indian stock market’s efficient? test of weak form efficiency in BSE and NSE /".
กรุงเทพมหานคร : Central Queensland University, Australia. Gupta, Rakesh. , Basu, Parikshit K. . "Are Indian stock market’s efficient? test of weak form efficiency in BSE and NSE /."
กรุงเทพมหานคร : Central Queensland University, Australia, 2549. Print. Gupta, Rakesh. , Basu, Parikshit K. . Are Indian stock market’s efficient? test of weak form efficiency in BSE and NSE /. กรุงเทพมหานคร : Central Queensland University, Australia; 2549.
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