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Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India
ABSTRACT: This study addresses the question of whether the adaptive market hypothesis provides a better description of the behaviour of emerging stock market like India. We employed linear and nonlinear methods to evaluate the hypothesis empirically. The linear tests show a cyclical pattern in linea...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Springer International Publishing
2014
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4155058/ https://ncbi.nlm.nih.gov/pubmed/25197616 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1186/2193-1801-3-428 |
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