Indian Stock Market

Více o knize

The study investigates weak form efficiency in the Indian stock market, exploring the unpredictable nature of stock movements and their responses to information. It employs objective-oriented research tools, using descriptive statistics to analyze price change randomness and inferential tests to examine the independence and volatility of key indices like SENSEX and NIFTY. Key analytical methods include serial correlation tests, runs tests, variance ratio tests, unit root tests, and ARCH/GARCH models, providing a comprehensive understanding of market behavior.