Economics, Econometrics and Finance
8 years ago

Stock market indices defy randomness, challenging traditional investment strategies.

Asia-Pacific Journal of Management Research and Innovation
Do the Stock Market Indices Follow Random Walk?
Janet Jyothi Dsouza, T. Mallikarjunappa

Paper Summary

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The stock market indices do not follow a random walk pattern, as shown by various tests on daily closing prices. This means that the market does not move randomly and can be predicted to some extent.