Market Efficiency and Integration: An Examination of Indian Stock Market

• المؤلف الرئيسي: Bhatnagar, Chandra Shekhar
• التنسيق: مقال
• اللغة: English
• منشور في: Universiti Utara Malaysia Press 2003
• الموضوعات: HG Finance
• الوصول للمادة أونلاين: http://repo.uum.edu.my/25122/1/1%202%202003%2015%2048.pdf; http://repo.uum.edu.my/25122/; http://ijbf.uum.edu.my/index.php/previous-issues/132-the-international-journal-of-banking-and-finance-ijbf-vol-1-no-2-june-december-2003

This paper examines the efficiency and integration of the Indian stock market. The weak form of efficiency has been tested by studying the stationarity characteristics of theMSCI Stock Price Index of India. For testing the semi-strong form of efficiency and integration of the Indian Stock Market wit...