Titlebook: Indian Stock Market; An Empirical Analysi Gourishankar S. Hiremath Book 2014 The Author(s) 2014 Long Memory.Market Efficiency.Mean Reversio

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Random Walk Characteristics of Stock Returns,nge (NSE) and Bombay stock exchange (BSE) are used and several parametric and non-parametric methods are employed to empirically test the random walk characteristics of stock returns and examine the weak form efficiency of the Indian stock market. The results from parametric tests are mixed and vali

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Mean-Reverting Tendency in Stock Returns,reaks tests and uses new and disaggregated data from June 1997 to March 2010. The study finds significant structural breaks in the returns series of all selected indices and thus provides evidence of trend stationary process in the Indian stock returns. The significant structural breaks that are end

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Book 2014thesis (EMH). The main objective of the present study is to examine the returns behaviour in the Indian equity market in the changed market environment. A detailed and rigorous analysis, made with the help of the sophisticated time series econometric models, is one of the key elements of this volume

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Gourishankar S Hiremathficult, problems in eddy-current NDE. In fact, in many cases these methods are the only things available for solving the problems..The book will cover the topic of computational electromagnetics in eddy-current978-1-4899-8814-0978-1-4419-8429-6Series ISSN 1434-8322 Series E-ISSN 2198-2589

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2191-5504 in the Indian equity market in the changed market environment. A detailed and rigorous analysis, made with the help of the sophisticated time series econometric models, is one of the key elements of this volume978-81-322-1589-9978-81-322-1590-5Series ISSN 2191-5504 Series E-ISSN 2191-5512