Testing Weak Form Efficiency of Indian Stock Market-An Empirical Study on BSE

Authors

  • Swapan Sarkar Harimohan Ghose College, Garden Reach, Kolkata

DOI:

https://doi.org/10.33516/maj.v48i3.314-319p

Abstract

No Abstract.

Downloads

Download data is not yet available.

Downloads

Published

2013-03-01

How to Cite

Sarkar, S. (2013). Testing Weak Form Efficiency of Indian Stock Market-An Empirical Study on BSE. The Management Accountant Journal, 48(3), 314–319. https://doi.org/10.33516/maj.v48i3.314-319p

Issue

Volume 48, Issue 3, March 2013

Section

Contemporary Issue
Crossref
Scopus
Google Scholar
Europe PMC

References

Financial Statement Analysis: A New Approach, B.Lev, 1974, Prentice Hall

Investment Management-B.K.Bhalla; 11th Edition, Chapter No.21,S. Chand Publication

Equity Analysis and Valuation-ICFAI Study Material (CFA Course, 4th Group)

Cootner Paul H.(ed), The Random Character of of Stock market Prices, Cambridge Mass: MIT Press, 1967

Efficient Capital Market II-Fama F. Eugene, Journal of Finance, December, 1991

The Adjustment of Stock Prices to New Information, Fama F.Eugene et al, International economic Review 10, No.1 February, 1969

Efficient Capital Market-Jones Steven L. and Jeffry M. Netter, The Concise Encyclopedia

Roberts H.V., Stock Market Patterns and Financial Analysis: Methodological Suggestions, The Journal of Finance 14, March,1959

Kulkarni N Suresh (1978), "Share Price Behaviour in India: A Spectral Analysis of Random Walk Hypothesis", Sankhya, The Indian Journal of Statistics, Vol.40, Series D, p.135-162.

Sundaram S M (1991),"Soaring Stock Prices", Economic & Political Weekly, Vol.26, No.18, May 4, p.1184.

Subramaniam S. (1989),"The Impact of Political and Economic Events on Stock Price Behaviour",Doctoral Dissertation, Indian Institute of Management, Ahmadabad.

Srinivasan S. (1988), "Testing of Capital Assets pricing Model in Indian Environment", Decision, Vol 15, (Jan-Mar), p.51

Srinivasan R(1993) "Security Prices Behaviour Associated with Rights Issue-Related Events",Doctoral Dissertation, Indian Institute of Management, Ahmadabad

Obaidullah M (1992), "How do Stock Prices React to Bonus Issues?"Vikalpa, Vol.17, No.1 (Jan-Mar), p.17-22.

Obaidullah M (1991), "The PriceEarnings Ratio Anomaly in Indian Stock Markets", Decision, Vol 18 (Jul-Sep), p183.

Barua S K & Raghunathan V (1987),"Inefficiency and Speculation in the Indian Capital Market", Vikalpa, Vol.12, No.3, (Jul-Sept), p.53-58.

Chaudhury S K (1991a), "Short Run Behaviour of Industrial Share Price Indices: An Empirical Study of Returns, Volatility and Covariance Structure "Prajanan, Vol.XX, Apr-Jun, No. 2,p. 99-113

Chaudhury S K (1991c),"Short-run Share Price Behaviour: New Evidence on Weak form of Market Efficiency", Vikalpa, Vol.16, No.4 (Oct-Dec), p.17-21.

Gupta O P (1985), Behaviour of Share Prices in India: A Test of Market Efficiency, National, New Delhi

Gupta O P (1989), Stock Market Efficiency and Price Behaviour (The Indian Experience), Anmol Publications, New Delhi, p.373.

Ramachandran G (1992),"Information Content of Bonus Issues-An Empirical Analysis in the Indian Context", Working Paper Series, January, Unit Trust of India.

Most read articles by the same author(s)

1 2 > >>