Anver Sadat

University of Hyderabad

Central University (PO)

Andhra Pradesh

Hyderabad, CA Andhra Pradesh 500 046

India

Central University of Kerala

Central University of Kerala, Tejaswini Hills Camp

Kasaragod, KS Kerala State 671316

India

SCHOLARLY PAPERS

3

DOWNLOADS

125

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

Do Stock Returns in India Follow a Random Walk?

The IUP Journal of Applied 56 Economics, Vol. XI, No. 2, 2012
Number of pages: 11 Posted: 16 May 2012 Last Revised: 28 Dec 2014
Anver Sadat, Anver Sadat, Gourishankar S. Hiremath and Bandi Kamaiah
University of HyderabadCentral University of Kerala, Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 77 (419,627)

Abstract:

Loading...

Random walk hypothesis, Market Efficiency, Indian Stock Market, BSE, NSE, Variance ratio, autocorrelation

Do Stock Returns in India Follow a Random Walk?

The IUP Journal of Applied Economics, Vol. XI, No. 2, pp. 48-58, April 2012
Posted: 08 Oct 2012
Gourishankar S. Hiremath, Anver Sadat, Anver Sadat and B. Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences, University of HyderabadCentral University of Kerala and Independent

Abstract:

Loading...

2.

On the Random Walk Characteristics of Stock Retuns in India

Artha Vijnana, Vol. LI, No. 1, pp 85-96, March 2009
Number of pages: 12 Posted: 08 Mar 2011 Last Revised: 10 Mar 2011
Gourishankar S. Hiremath, Anver Sadat, Anver Sadat and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences, University of HyderabadCentral University of Kerala and University of Hyderabad
Downloads 48 (521,879)

Abstract:

Loading...

Random walk, auto correlation, mean reversion, BSE, NSE, non-parametric, Nifty, Sensex,

3.

Expiration Effects of Stock Futures on the Price and Volume of Underlying Stocks: Evidence from India

The IUP Journal of Applied Economics, Vol. X, No. 3, pp. 25-38, July 2011
Posted: 17 May 2012
Anver Sadat, Anver Sadat and B. Kamaiah
University of HyderabadCentral University of Kerala and Independent

Abstract:

Loading...