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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 closing prices on 27 of the most active stocks on the BSE for the period 1980-1990.

Identiferoai:union.ndltd.org:unt.edu/info:ark/67531/metadc332561
Date08 1900
CreatorsIgnatius, Roger
PublisherUniversity of North Texas
Source SetsUniversity of North Texas
LanguageEnglish
Detected LanguageEnglish
TypeThesis or Dissertation
FormatText
RightsPublic, Ignatius, Roger, Copyright, Copyright is held by the author, unless otherwise noted. All rights reserved.

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