Matches in SemOpenAlex for { <https://semopenalex.org/work/W3125138575> ?p ?o ?g. }
Showing items 1 to 95 of
95
with 100 items per page.
- W3125138575 abstract "This paper examines stock market behaviour in India, Sri Lanka, Pakistan, and Bangladesh employing unit root tests, autocorrelation tests and spectral analysis. Evidence suggests that all markets exhibit a random walk. The multivariate cointegration tests based upon the Johansen Juselius (1988, 1990) methodology indicate three long run stochastic trends. The results of the multivariate cointegration tests are corroborated by the Likelihood Ratio block causality tests which indicate a high degree of interdependence between the markets. The generalized impulse response analysis used to examine the effects of a India stock market price shock on the stock price indices of Sri Lanka, Pakistan and Bangladesh show that Pakistan and Sri Lanka are more responsive to price shocks in India than Bangladesh." @default.
- W3125138575 created "2021-02-01" @default.
- W3125138575 creator A5069029556 @default.
- W3125138575 date "2004-01-01" @default.
- W3125138575 modified "2023-09-22" @default.
- W3125138575 title "Do the Stock Markets of South Asia Follow a Random Walk" @default.
- W3125138575 hasPublicationYear "2004" @default.
- W3125138575 type Work @default.
- W3125138575 sameAs 3125138575 @default.
- W3125138575 citedByCount "0" @default.
- W3125138575 crossrefType "posted-content" @default.
- W3125138575 hasAuthorship W3125138575A5069029556 @default.
- W3125138575 hasConcept C105795698 @default.
- W3125138575 hasConcept C106159729 @default.
- W3125138575 hasConcept C121194460 @default.
- W3125138575 hasConcept C124953554 @default.
- W3125138575 hasConcept C126322002 @default.
- W3125138575 hasConcept C129824826 @default.
- W3125138575 hasConcept C134024062 @default.
- W3125138575 hasConcept C145162277 @default.
- W3125138575 hasConcept C149782125 @default.
- W3125138575 hasConcept C161584116 @default.
- W3125138575 hasConcept C162324750 @default.
- W3125138575 hasConcept C166957645 @default.
- W3125138575 hasConcept C195561663 @default.
- W3125138575 hasConcept C199163554 @default.
- W3125138575 hasConcept C204036174 @default.
- W3125138575 hasConcept C205649164 @default.
- W3125138575 hasConcept C2549261 @default.
- W3125138575 hasConcept C2779343474 @default.
- W3125138575 hasConcept C2779357621 @default.
- W3125138575 hasConcept C2780299701 @default.
- W3125138575 hasConcept C2781300812 @default.
- W3125138575 hasConcept C3017649214 @default.
- W3125138575 hasConcept C3019281177 @default.
- W3125138575 hasConcept C33923547 @default.
- W3125138575 hasConcept C45355965 @default.
- W3125138575 hasConcept C5297727 @default.
- W3125138575 hasConcept C71924100 @default.
- W3125138575 hasConcept C95457728 @default.
- W3125138575 hasConceptScore W3125138575C105795698 @default.
- W3125138575 hasConceptScore W3125138575C106159729 @default.
- W3125138575 hasConceptScore W3125138575C121194460 @default.
- W3125138575 hasConceptScore W3125138575C124953554 @default.
- W3125138575 hasConceptScore W3125138575C126322002 @default.
- W3125138575 hasConceptScore W3125138575C129824826 @default.
- W3125138575 hasConceptScore W3125138575C134024062 @default.
- W3125138575 hasConceptScore W3125138575C145162277 @default.
- W3125138575 hasConceptScore W3125138575C149782125 @default.
- W3125138575 hasConceptScore W3125138575C161584116 @default.
- W3125138575 hasConceptScore W3125138575C162324750 @default.
- W3125138575 hasConceptScore W3125138575C166957645 @default.
- W3125138575 hasConceptScore W3125138575C195561663 @default.
- W3125138575 hasConceptScore W3125138575C199163554 @default.
- W3125138575 hasConceptScore W3125138575C204036174 @default.
- W3125138575 hasConceptScore W3125138575C205649164 @default.
- W3125138575 hasConceptScore W3125138575C2549261 @default.
- W3125138575 hasConceptScore W3125138575C2779343474 @default.
- W3125138575 hasConceptScore W3125138575C2779357621 @default.
- W3125138575 hasConceptScore W3125138575C2780299701 @default.
- W3125138575 hasConceptScore W3125138575C2781300812 @default.
- W3125138575 hasConceptScore W3125138575C3017649214 @default.
- W3125138575 hasConceptScore W3125138575C3019281177 @default.
- W3125138575 hasConceptScore W3125138575C33923547 @default.
- W3125138575 hasConceptScore W3125138575C45355965 @default.
- W3125138575 hasConceptScore W3125138575C5297727 @default.
- W3125138575 hasConceptScore W3125138575C71924100 @default.
- W3125138575 hasConceptScore W3125138575C95457728 @default.
- W3125138575 hasLocation W31251385751 @default.
- W3125138575 hasOpenAccess W3125138575 @default.
- W3125138575 hasPrimaryLocation W31251385751 @default.
- W3125138575 hasRelatedWork W1514986938 @default.
- W3125138575 hasRelatedWork W1522420219 @default.
- W3125138575 hasRelatedWork W1544630480 @default.
- W3125138575 hasRelatedWork W1544695128 @default.
- W3125138575 hasRelatedWork W1554124251 @default.
- W3125138575 hasRelatedWork W1599606859 @default.
- W3125138575 hasRelatedWork W2052023767 @default.
- W3125138575 hasRelatedWork W2067549249 @default.
- W3125138575 hasRelatedWork W2182340807 @default.
- W3125138575 hasRelatedWork W2336570543 @default.
- W3125138575 hasRelatedWork W2620462535 @default.
- W3125138575 hasRelatedWork W2900202832 @default.
- W3125138575 hasRelatedWork W2910761945 @default.
- W3125138575 hasRelatedWork W2975812623 @default.
- W3125138575 hasRelatedWork W2993646580 @default.
- W3125138575 hasRelatedWork W3021458782 @default.
- W3125138575 hasRelatedWork W3043024367 @default.
- W3125138575 hasRelatedWork W3048667383 @default.
- W3125138575 hasRelatedWork W3149137937 @default.
- W3125138575 hasRelatedWork W3176603616 @default.
- W3125138575 isParatext "false" @default.
- W3125138575 isRetracted "false" @default.
- W3125138575 magId "3125138575" @default.
- W3125138575 workType "article" @default.