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picture1_Study Pdf 50971 | Investigating The Causal Relationship Among Returns Of Nifty50 Stocks In Nine Industries Using High Frequency Data


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File: Study Pdf 50971 | Investigating The Causal Relationship Among Returns Of Nifty50 Stocks In Nine Industries Using High Frequency Data
investigating the causal relationship among returns of nifty50 stocks in nine industries using high frequency data balachandru b dr balasubramanian p deepti mohan amrita school of business amrita school of ...

icon picture PDF Filetype PDF | Posted on 20 Aug 2022 | 4 years ago
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...Investigating the causal relationship among returns of nifty stocks in nine industries using high frequency data balachandru b dr balasubramanian p deepti mohan amrita school business coimbatore vishwa vidyapeetham university india chandrubalab gmail com bala edu eee abstract this study investigates presence granger capital market being efficient paper found evidence for between stock different semi strong form predictability and lesser convincing companies same industry five minute wise weak converted from tick includes purpose is to traded nse duration july june pair causality model used check test we use pairwise existence results it can be seen that there are twenty instances where exhibited bidirectional lot research has already been done on thirty but differentiating factor unidirectional hundred closing price no relationships suggest hypothesis determine whether a emh does not hold good those fifty exists return holds keywords these cases or ii literature review i introduction r...

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