Testing of random walk hypothesis in the cryptocurrency market
Cryptocurrency as a financial asset has emerged as a fad among investors, academicians
and policymakers alike. In a financial purview, this study intends to empirically test the …
and policymakers alike. In a financial purview, this study intends to empirically test the …
[PDF][PDF] Testing the random walk hypothesis in the Indian stock market using ARIMA modelling
M Dash - Journal of Applied Management and Investments, 2019 - academia.edu
Abstract The Random Walk Hypothesis (RWH) is a consequence of two foundational
financial theories: the Geometric Brownian Motion (GBM) model and the Efficient Market …
financial theories: the Geometric Brownian Motion (GBM) model and the Efficient Market …