It is a great pleasure to present my doctoral thesis in the form of
a book entitled Information Efficiency of Indian Stock Markets.
1.Information Efficiency of Indian Stock Markets - Volume I (Test
of Weak Form Efficiency) 2.Information Efficiency and Indian Stock
Markets- Vol. II (A Test of Semi Strong Form Efficiency) The book
represents the research findings of information efficiency of
Indian bourses during various market phases. Volume I of the book
discusses in detail the random behavior of stock prices on Indian
stock markets and tells the intensity of weak form efficiency.
Volume II of the book has shown the impact of various corporate
announcements on the movement of stock prices. As the emerging
economies give the highest rate of return on the investment in
stock market products but the existing non random character of the
stock prices may result in irrational movement of the market
therefore the investors need to understand the prevailing
efficiency in the stock price behavior. The findings will help the
reader to understand the efficiency of Indian stock markets in weak
form and semi strong form of EMH.
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