*Research Scholar, School of Business Studies, Central University of Kashmir, Jammu & Kashmir
**Associate Professor, School of Business Studies, Central University of Kashmir, Jammu & Kashmir
Online published on 20 November, 2015.
This paper attempts to test Efficient Market Hypothesis in its weak form on the returns of two sectorial indices (BSE 500 and CNX 500) in the Indian Securities Market. Using daily BSE 500 and CNX 500 indices, data for the period from 1st January 2005 to 31st December 2014 this paper employs various econometric techniques like Unit Root Test, Run Test and Variance Root Test for arriving at the conclusions. The results of the study reveal that returns on BSE 500 and CNX 500 are informational inefficient.
BSE 500, CNX 500, Weak form efficiency