The Bombay Stock Exchange: tests of market efficiency

This dissertation analyzes the efficiency of the Bombay Stock Exchange (BSE) and the relationship of stock return patterns on the BSE with those of the New York Stock Exchange (NYSE). The data includes daily closing values of the BSE and S&P 500 Indexes for the period 1979-1990 and bi-weekly clo...

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Bibliographic Details
Main Author: Ignatius, Roger
Format: Others
Language:English
Published: University of North Texas 1991
Subjects:
Online Access:https://digital.library.unt.edu/ark:/67531/metadc332561/