Indian Stock Market: An Empirical Analysis of Informational Efficiency

By Gourishankar S Hiremath

Chapter 1. Introduction

1.1Background

1.2 Theoretical Foundations

1.2.1 Forms of efficiency

1.3 Random Walk Model

1.4 Policy Reforms, Growth and Emergence of Stock Market in India

1.5 Issues and scope of the study

1.6 Nature and Sources of Data

2 Random Walk Characteristics of Stock Returns

2.1 Introduction

2.2 Review of Previous Work

2.3 Weak Form Efficiency: Empirical Tests

2.3.1 Parametric Tests

2.3.2 Nonparametric Tests

2.4 Discussion on Empirical Results

2.5 Concluding Remarks

References

3 Nonlinear Dependence in Stock Returns

3.1 Introduction

3.2 Methodology

3.3 Empirical Results

3.4 Concluding Remarks

References

4 Mean-reverting Tendency in Stock Returns

4.1 Introduction &n

• Format: Paperback
• Language: English
• ISBN: 8132215893
• ISBN13: 9788132215899
• Release Date: November 2013
• Publisher: Springer
• Length: 124 Pages
• Weight: 0.47 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"