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                <text>Conference Papers</text>
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    <name>Conference Paper</name>
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          <name>Title</name>
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              <text>Depiction ofNifty Midcap Index Efficiency Using ARIMA</text>
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              <text>ARIMA; Market efficiency; Nifty Midcap Index; Volatility</text>
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              <text>In recent years, the desirability of midcaps in Indian stock markets has received considerable attention from researchers, academicians, and financial analysts due to expectation of multi-bagger returns. The present study is undertaken to determine the market efficiency of Indian stock market using Nifty Midcap Index at High Frequency. The market efficiency of Nifty Midcap Index is determined using ARIMA technique. The fitted ARIMA model had a MASE value close to one. Hence, the findings suggest that the Nifty Midcap Index is inefficient.  The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. 2024.</text>
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              <text>Ashok Kumar B.; Balaji L.</text>
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              <text>Lecture Notes in Networks and Systems, Vol-1, pp. 123-131.</text>
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              <text>Springer Science and Business Media Deutschland GmbH</text>
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              <text>2024-01-01</text>
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              <text>&lt;a href="https://doi.org/10.1007/978-981-99-5015-7_11" target="_blank" rel="noreferrer noopener"&gt;https://doi.org/10.1007/978-981-99-5015-7_11&lt;/a&gt;
&lt;br /&gt;&lt;br /&gt;&lt;a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85200390176&amp;amp;doi=10.1007%2F978-981-99-5015-7_11&amp;amp;partnerID=40&amp;amp;md5=9a95aee6492332559f78439be027e5b4" target="_blank" rel="noreferrer noopener"&gt;https://www.scopus.com/inward/record.uri?eid=2-s2.0-85200390176&amp;amp;doi=10.1007%2f978-981-99-5015-7_11&amp;amp;partnerID=40&amp;amp;md5=9a95aee6492332559f78439be027e5b4&lt;/a&gt;</text>
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              <text>Restricted Access</text>
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              <text>ISSN: 23673370; ISBN: 978-981995014-0</text>
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              <text>Online</text>
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              <text>English</text>
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              <text>Ashok Kumar B., Government First Grade College Vemagal, Kolar, 536102, India; Balaji L., Christ University, Bengaluru, 560029, India</text>
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