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Weak-Form Efficiency in Indian Stock Market: An Empirical Investigation

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Author Info
Prakash Shanker A () (Department of Commerce, Banaras Hindu University, Varanasi, 221005 INDIA)
Sahu Dhananjay
Abstract

Market efficiency is the notion which rejuvenates the upcoming market strength and explains the probable cause for its pattern. The issue has already been studied by various researchers of different disciplines who tried to provoke the entire community with manifold aspects of market efficiency. Albeit its study is interminable, of lest it should support the emanation of new techniques to solve its probable causes than to its behaviors. The martingale process of stock price pattern is useful to have normal gain instead of overwhelming market’s abnormality. This paper envisages that Indian stock market persists in weak form of efficiency for the period April 01, 2002 to March 31, 2007.This study is done by applying the serial correlation test and the runs test to arrive at conclusion.

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Article provided by Advances in Management in its journal Advances in Management.

Volume (Year): 2 (2009)
Issue (Month): 8 (August)
Pages:
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Handle: RePEc:mgn:journl:v:2:y:2009:i:8:a:4

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This page was last updated on 2009-11-25.


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