Examining the impact of structural breaks on long memory of stock returns: evidence from Bombay stock exchange of India long memory / Anju Bala and Kapil Gupta

• প্রধান লেখক: Bala, Anju (লেখক), Gupta, Kapil (লেখক)
• বিন্যাস: গ্রন্থ
• প্রকাশিত: Accounting Research Institute (ARI), Universiti Teknologi MARA, Shah Alam, 2020-04.
• বিষয়গুলি: Article; PeerReviewed
• অনলাইন ব্যবহার করুন: Link Metadata

This study examines the presence of long memory of Stock Returns in India with reference to structural breaks. The study used the Hurst Exponent in Rescaled Range Analysis as proposed by Lo (1991) to measure the presence of long memory on daily stock returns of the Bombay Stock Exchange Indices from...