The Random-Walk Hypothesis on the Indian Stock Market
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DOI: 10.1080/1540496X.2015.1061380
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- Ankita Mishra & Vinod Mishra & Russell Smyth, 2014. "The Random-Walk Hypothesis on the Indian Stock Market," Monash Economics Working Papers 07-14, Monash University, Department of Economics.
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Cited by:
- Kulikova, Maria V. & Taylor, David R. & Kulikov, Gennady Yu., 2024. "Evolving efficiency of the BRICS markets," Economic Systems, Elsevier, vol. 48(1).
- Dash, M., 2019. "Testing the Random Walk Hypothesis in the Indian Stock Market Using ARIMA Modelling," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 8(2), pages 71-77, May.
- Nartea, Gilbert V. & Valera, Harold Glenn A. & Valera, Maria Luisa G., 2021.
"Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests,"
International Review of Economics & Finance, Elsevier, vol. 73(C), pages 214-230.
- Gilbert V. Nartea & Harold Glenn A. Valera & Maria Luisa G. Valera, 2019. "Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests," Working Papers in Economics 19/16, University of Canterbury, Department of Economics and Finance.
- Mishra, Vinod & Smyth, Russell, 2014.
"Is monthly US natural gas consumption stationary? New evidence from a GARCH unit root test with structural breaks,"
Energy Policy, Elsevier, vol. 69(C), pages 258-262.
- Vinod Mishra & Russell Smyth, 2014. "Is Monthly US Natural Gas Consumption Stationary? New Evidence from a GARCH Unit Root Test with Structural Breaks," Monash Economics Working Papers 09-14, Monash University, Department of Economics.
- Hooi Hooi Lean & Vinod Mishra & Russell Smyth, 2016.
"Conditional convergence in US disaggregated petroleum consumption at the sector level,"
Applied Economics, Taylor & Francis Journals, vol. 48(32), pages 3049-3061, July.
- Hooi Hooi Lean & Russell Smyth, 2015. "Conditional Convergence in US Disaggregated Petroleum Consumption at the Sector Level," Monash Economics Working Papers 03-15, Monash University, Department of Economics.
- Hooi Hooi Lean & Russell Smyth, 2015.
"Testing for weak-form efficiency of crude palm oil spot and future markets: new evidence from a GARCH unit root test with multiple structural breaks,"
Applied Economics, Taylor & Francis Journals, vol. 47(16), pages 1710-1721, April.
- Lean, Hooi Hooi & Smyth, Russell, 2014. "Testing for weak-form efficiency of Crude Palm Oil Spot and Futures Markets: New Evidence from a GARCH Unit Root Test with Multiple Structural Breaks," MPRA Paper 59121, University Library of Munich, Germany.
- Mishra, Ankita & Mishra, Vinod, 2018.
"Is there conditional convergence in the per capita incomes of BIMAROU states in India?,"
Economic Modelling, Elsevier, vol. 70(C), pages 429-437.
- Ankita Mishra & Vinod Mishra, 2016. "Is there a conditional convergence in the per capita incomes of BIMAROU states in India?," Monash Economics Working Papers 03-16, Monash University, Department of Economics.
- Hooi Hooi Lean & Vinod Mishra & Russell Smyth, 2015. "Is investing in Islamic stocks profitable? Evidence from the Dow Jones Islamic market indexes," Monash Economics Working Papers 33-15, Monash University, Department of Economics.
- Narayan, Paresh Kumar & Ahmed, Huson Ali, 2014.
"Importance of skewness in decision making: Evidence from the Indian stock exchange,"
Global Finance Journal, Elsevier, vol. 25(3), pages 260-269.
- Narayan, Paresh & Ali Ahmed, Huson, 2014. "Importance of Skewness in Decision Making: Evidence from the Indian Stock Exchange," Working Papers fe_2014_11, Deakin University, Department of Economics.
- G. Sheelapriya & R. Murugesan, 2014. "Random walk analysis with multiple structural breaks: Case study in emerging market of S&P BSE sectoral indices stocks," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 4(11), pages 503-513, November.
- Qishui Chi & Jieyi Huo, 2017. "An Empirical Study on the Stock Price Volatility of Small and Medium Enterprise Board in China," Research in World Economy, Research in World Economy, Sciedu Press, vol. 8(2), pages 12-24, December.
- Janet Jyothi Dsouza & T. Mallikarjunappa, 2015. "Does the Indian Stock Market Exhibit Random Walk?," Paradigm, , vol. 19(1), pages 1-20, June.
- Adedoyin Isola LAWAL & Ezekiel OSENI & Abiola John ASALEYE & Bukola LAWAL-ADEDOYIN & Rachael OJEKA-JOHN, 2021. "Is the Stock Market Efficient? Evidence from Nonlinear Unit Root Tests for Nigeria," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 11(5), pages 384-395, May.
More about this item
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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