TESTS OF MARKET EFFICIENCY IN INDIAN STOCK FUTURES MARKET

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DC Field	Value	Language
dc.contributor.author	Das, Arindam
dc.date.accessioned	2016-12-23T00:34:06Z	-
dc.date.available	2016-12-23T00:34:06Z	-
dc.date.issued	2014
dc.identifier.issn	0973-5917
dc.identifier.uri	http://inet.vidyasagar.ac.in:8080/jspui/handle/123456789/1019	-
dc.description	31-43	en_US
dc.description.abstract	With a view to analyzing the weak form of efficiency in futures market in India, considering index futures contracts on Nifty and also individual stock futures contracts in the present study, data on closing prices for the period of nine years (i.e., 1st April, 2003 to 31st March 2012) have been examined by applying auto correlation test, run test along with the stationarity test.	en_US
dc.language.iso	en_US	en_US
dc.publisher	Vidyasagar University , Midnapore , West-Bengal , India	en_US
dc.relation.ispartofseries	Vidyasagar University Journal of Commerce;2014
dc.subject	Auto correlation test	en_US
dc.subject	Random walk	en_US
dc.subject	Run test	en_US
dc.subject	Stationarity test	en_US
dc.subject	Weak-form of efficiency	en_US
dc.title	TESTS OF MARKET EFFICIENCY IN INDIAN STOCK FUTURES MARKET	en_US
dc.type	Article	en_US
Appears in Collections:	Vidyasagar University Journal of Commerce Vol.19 [2014]

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