Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Stock Market Efficiency and COVID-19 with Multiple Structural Breaks: Evidence from India Subject The topic of the resource automatic portmanteau test; COVID-19; India; Stock market efficiency; wild bootstrap automatic variance ratio test Description An account of the resource 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 and a small sample robust wild bootstrap automatic variance ratio test and automatic portmanteau test on a daily stock return data of two benchmark indices, that is, NIFTY and SENSEX. The empirical results demonstrate that the stock return of two indices deviates from market efficiency during some periods of the analysis, notably during the nationwide lockdown and peak periods of coronavirus cases in India. These findings indicate that changing stock market behaviour becomes more speculative and earns abnormal profits. To the best of the authors knowledge, this study provides the first evidence of investigating the variations in the stock market efficiency of India in response to this endogenous crisis. 2022 International Management Institute, New Delhi. Creator An entity primarily responsible for making the resource Bhatia M. Source A related resource from which the described resource is derived Global Business Review Publisher An entity responsible for making the resource available Sage Publications India Pvt. Ltd Date A point or period of time associated with an event in the lifecycle of the resource 2022-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.1177/09721509221110372" target="_blank" rel="noreferrer noopener">https://doi.org/10.1177/09721509221110372</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85134316676&amp;doi=10.1177%2F09721509221110372&amp;partnerID=40&amp;md5=802df0f229fcba8db33baf72b3295ad7" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85134316676&amp;doi=10.1177%2f09721509221110372&amp;partnerID=40&amp;md5=802df0f229fcba8db33baf72b3295ad7</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 9721509 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Bhatia M., Christ (Deemed-To-Be) University, Delhi-NCR Campus, India, Indian Institute of Technology, Uttarakhand, Roorkee, India