Stock Market Efficiency and COVID-19 with Multiple Structural Breaks: Evidence from India
Published online on July 14, 2022
Abstract
Global Business Review, Ahead of Print.
The objective of the study is to investigate the influence of the coronavirus pandemic (endogenous crisis) on the stock market efficiency of India during the multiple break periods. The empirical analysis is performed using conditional heteroscedasticity ...
The objective of the study is to investigate the influence of the coronavirus pandemic (endogenous crisis) on the stock market efficiency of India during the multiple break periods. The empirical analysis is performed using conditional heteroscedasticity ...