Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/11030
Title: Weak Form Market Efficiency Evidence from Indian Gold Futures Market
Authors: Nlikeeta Gupta
Ravi Singla
Issue Date: 2018
Publisher: Chandigarh Group of Colleges
Abstract: Market efficiency is an important concept for investors. This paper tests the weak form -fficiency of gold market futures in India. For this the Future Prices of Gold is collected from v1CX (Multi Commodity Exchange) for the years 2015 and 2016. There are six contracts a�especti vely in each year. The evidence of Runs Test and ADF test suggests that the series ollows Random Walk Model and the Indian Gold Market is weak form efficient.
URI: http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/11030
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