Calendar Anomalies in Indian Stock Market: An Empirical AnalysisJindal, NishaIUP Journal of Financial Risk Management
This paper examines the month-of-the-year and day-of-the-week effect in the Indian stock market, during the period 1998-2007. The Standard GARCH model, GARCH-in-Mean, Exponential GARCH and Threshold ARCH models have been employed to test for calendar anomalies using the monthly and daily ...
Efficient Market Hypothesis in Indian Stock Markets: A Re-examination of Calendar Anomalies Amity Global Business ReviewNagpal, AishwaryaJain, Megha
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Bank of America also sees rate cuts beginning in December 2024, with interest rates in India lower by an entire percentage point by the end of next year. How will stocks react? If there's no global recession, a risk-on sentiment will likely help push up emerging market equities in ...