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February 16, 20260 citationsOpen Access

Analyzing Weak-Form Efficiency and Market Adaptability in Indian Equity Indices

Testing Market Resilience and Adaptability: An Empirical Analysis of Weak-Form Efficiency in Indian Benchmark Indices (2018–2023)

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Authors

KEKrushna EkhandeG.S. Science, Arts And Commerce CollegeSJSachin Shankar JadhavG.S. Science, Arts And Commerce College

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Overview

Empirical analysis shows market volatility and information efficiency are impacted by events like the COVID-19 pandemic.

Key Points

  • This research evaluates the weak-form efficiency of the Indian stock market, focusing on its adaptability and response to shocks.
  • Analyzed BSE Sensex and NSE Nifty 50 indices from 2018–2023
  • Employed logarithmic return analysis and volatility estimation techniques
  • Applied the Runs Test to assess randomness in price movements
  • Indian market shows weak-form efficiency but exhibits adaptive characteristics during shocks
  • Significant behavioral deviation observed in 2020 due to COVID-19 pandemic
  • Market corrections were facilitated by improved information dissemination

Cite This Study

Ekhande et al. (2026) studied this question.

synapsesocial.com/papers/69926575eb1f82dc367a15f3https://doi.org/10.5281/zenodo.18640389
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Also Consider

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  3. 3Volatility and Return Dynamics of Indian Stock Market Indices2026
  4. 4Examining the Random Walk Hypothesis: An investigation of the Indian stock market2024 · 1 citations
  5. 5A Comparative Study on Efficient Market Hypothesis and Adaptive Market Hypothesis in Indian Stock Market2026