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https://ir.vidyasagar.ac.in/jspui/handle/123456789/1019Full metadata record
| 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] | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Arindam_Das.pdf | 645.32 kB | Adobe PDF | View/Open |
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