Abstract
The main aim of this study is to find out the whether the Indian stock market efficiency is in weak form. The aim of this study is to look into the Indian Stock Market’s lack of market performance. From 2000 to 2015, sample is gathered on a daily, weekly, and monthly basis. Unit Root Test, Run Test, and KS Test are used to examine the data. According to the findings, The Runs Test disproves the existence of a random walk and demonstrates that the Indian stock market is not weakly efficient. Through stock valuation strategies, technical and fundamental analysts may generate volatile returns.
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