Jyoti Kumari

Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences

Kharagpur, West Bengal 721302

India

SCHOLARLY PAPERS

3

DOWNLOADS

178

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Stock Returns and Inflation in India: An Empirical Analysis

The IUP Journal of Monetary Economics, Vol. IX, No. 2, 2011
Number of pages: 38 Posted: 20 Oct 2014
Jyoti Kumari
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences
Downloads 131 (293,154)

Abstract:

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Stock Returns, Inflation, VaR ANalysis

2.

Stock Returns Predictability and the Adaptive Market Hypothesis in Emerging Markets: Evidence from India

Hiremath, Gourishankar S. and Kumari, Jyoti, Stock Returns Predictability and the Adaptive Market Hypothesis in Emerging Markets: Evidence from India (2014)
Number of pages: 14 Posted: 31 Dec 2014
Gourishankar S. Hiremath and Jyoti Kumari
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences
Downloads 47 (526,541)
Citation 1

Abstract:

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Adaptive market hypothesis; Market efficiency; Random walk; Autocorrelation; Nonlinearity; Predictability; Financial crisis; Evolving efficiency; Emerging markets

3.

Is There Long Memory in Indian Stock Market Returns? An Empirical Search

Journal of Asia-Pacific Business, Vol. 16(2), p. 128-145, 2015 DOI: 10.1080/10599231.2015.1028306
Posted: 27 Jun 2017
Gourishankar S. Hiremath and Jyoti Kumari
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences

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Long Memory, Fractional Integration, Random Walk, Market Efficiency, Indian Stock Market, NSE, BSE