Princeton University Library Catalog

Traders Without Borders: A comparative study of the efficacy of trend-prediction trading strategies between Indian and U.S. markets and its implications on market efficiency

Author/​Artist:
Shah, Dhruv [Browse]
Format:
Senior thesis
Language:
English
Advisor(s):
Lorig, Matthew [Browse]
Department:
Princeton University. Department of Operations Research and Financial Engineering [Browse]
Class year:
2014
Description:
124
Summary note:
The aim of this thesis is to examine the notion that developed markets are more efficient than emerging markets by comparing the efficacy and performance of a trend-prediction trading strategy between the Indian and U.S. derivative markets. The results are analyzed to identify the differences between the characteristics of the two markets and the implications of these differences are explored in the context of market efficiency.