Empirical Analysis of Weak Form Efficiency Evidence from National Stock Exchange of India Ltd

Basit Öğe Kaydı
dc.contributor.authorAyyappan, S.
dc.contributor.authorNagarajan, S.
dc.contributor.authorSakthivadivel, M.
dc.contributor.authorPrabhakaran, K.
dc.date.accessioned2015-01-22T11:12:09Z
dc.date.available2015-01-22T11:12:09Z
dc.date.issued2013
dc.departmentİstanbul Beykent Üniversitesien_US
dc.description.abstractThe stock market is an emerging area for research and this work analysis the efficiency of National Stock Exchange of India Ltd (NSE) and focuses on Board Indices and CNX Nifty. The National Stock Exchange of India Ltd has five indices like Broad Market Indices, Sectoral Indices, Thematic Indices, Strategy Indices and Customised Indices. The main objective of is to find out efficiency level and random walk nature of National Stock Exchange of India Ltd by testing Broad Indices of the National Stock Exchange of India Ltd with the help of Descriptive Statistics, Runs Test, and Augmented Dickey Fuller test (ADF) for the Indices return during the year Jan 2008 to Jan 2013. The result found that the linear dependence is existed in the NSE (Broad Market Indices) returns and it is determined from the analysis that the Broad Market Indices in National Stock Exchange India Ltd is not weak-form efficient.en_US
dc.identifier.citationBeykent University Journal of Social Sciences - BUJSS Vol.6 No.2, 2013tr_TR
dc.identifier.issn1307-5063
dc.language.isoenen_US
dc.publisherBeykent Üniversitesitr_TR
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.subjectMarket Efficiencytr_TR
dc.subjectNSEtr_TR
dc.subjectRuns Testtr_TR
dc.subjectAutocorrelationtr_TR
dc.subjectADFtr_TR
dc.titleEmpirical Analysis of Weak Form Efficiency Evidence from National Stock Exchange of India Ltden_US
dc.typeArticleen_US

Dosyalar

Orijinal paket
Listeleniyor 1 - 1 / 1
Küçük Resim
İsim:
Empirical Analysis of Weak Form Efficiency Evidence from National.pdf
Boyut:
338.84 KB
Biçim:
Adobe Portable Document Format
Açıklama:
İndir
Lisans paketi
Listeleniyor 1 - 1 / 1
Küçük Resim Yok
İsim:
license.txt
Boyut:
1.43 KB
Biçim:
Item-specific license agreed upon to submission
Açıklama:
İndir

Koleksiyon

Beykent Üniversitesi Sosyal Bilimler Dergisi Koleksiyonu