The Random-Walk Hypothesis on the Indian Stock Market
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More about this item
KeywordsIndia; Unit root; Structural Break; Stock Market; Random Walk;
- 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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