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Full metadata record
DC Field | Value | Language |
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dc.contributor.author | Prashant Joshi | - |
dc.date.accessioned | 2024-02-27T07:29:26Z | - |
dc.date.available | 2024-02-27T07:29:26Z | - |
dc.date.issued | 2013 | - |
dc.identifier.uri | http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/10476 | - |
dc.description.abstract | The 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.publisher | Global Journal of Research In Management | - |
dc.title | Determining Speed of Adjustment Coefficient | - |
dc.vol | Vol 3 | - |
dc.issued | No 2 | - |
Appears in Collections: | Articles to be qced |
Files in This Item:
File | Size | Format | |
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DETERMINING SPEED OF ADJUSTMENT COEFFICIENT.pdf Restricted Access | 1.96 MB | Adobe PDF | View/Open Request a copy |
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