Capturing the month of the year effect in the Indian stock market using GARCH models
Purpose – In the research of stock market efficiency, it is argued that the stock market moves randomly and absorbs all the available information. As a result, it is quite impossible to make predictions about the possible future movement by the investors. But literatures have detected certain calend...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Emerald Publishing
2024-03-01
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| Series: | Vilakshan (XIMB Journal of Management) |
| Subjects: | |
| Online Access: | https://www.emerald.com/insight/content/doi/10.1108/XJM-08-2021-0204/full/pdf |
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