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Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/10476
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dc.contributor.authorPrashant Joshi-
dc.date.accessioned2024-02-27T07:29:26Z-
dc.date.available2024-02-27T07:29:26Z-
dc.date.issued2013-
dc.identifier.urihttp://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/10476-
dc.description.abstractThe study employs ARMA (1,1) model to estimate speed of adjustment coefficients in SandP CNX Nifty during 2004-2013. The sub-sample analysis reveals the evidence of overreaction in NSE during 2004-2008. The findi ngs suggest that prices are speedily adjusting to intrinsic values during 2009-2013 for the stock market. It seems that the steps taken by the stock exchanges to reform market microstructure have led to improvement in speed of adjustment coefficients.-
dc.publisherGlobal Journal of Research In Management-
dc.titleDetermining Speed of Adjustment Coefficient-
dc.volVol 3-
dc.issuedNo 2-
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