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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 |
| Appears in Collections: | Articles to be qced |
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| File | Size | Format | |
|---|---|---|---|
| Weak Form Market Efficiency Evidence from Indian Gold Futures Market.pdf Restricted Access | 996.25 kB | Adobe PDF | View/Open Request a copy |
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