Abstract: Investment is all about sacrificing current money for the returns in future. Of the investments, stock investment is always considered as highly attractive. It is because stock will give more returns. However, the risk inherent in stock market investment makes the investment more risky. Therefore the investors are concerned about the behavior of stock returns. The current study is the empirical analysis of the stock return behaviour of Indian stock market by taking into consideration the randomness in returns, linearity in returns, volatility in returns and normality in returns.
Keywords: Autocorrelation, Stock return, Linearity in returns, Normality, Random behaviour, Random walk, Volatility, Weak form efficiency.
Title: STOCK RETURN BEHAVIOR OF SELECTED COMPANIES IN INDIA
Author: Dr. Natasha Pankunni, Dr. Anand K
International Journal of Management and Commerce Innovations
ISSN 2348-7585 (Online)
Vol. 13, Issue 1, April 2025 - September 2025
Page No: 194-211
Research Publish Journals
Website: www.researchpublish.com
Published Date: 07-July-2025
