Examining the impact of structural breaks on long memory of stock returns: evidence from Bombay stock exchange of India long memory / Anju Bala and Kapil Gupta by Bala, Anju, Gupta, Kapil

“…The study used the Hurst Exponent in Rescaled Range Analysis as proposed by Lo (1991) to measure the presence of long memory on daily stock returns of the Bombay Stock Exchange Indices from January 2000 to December 2017. …”
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The Long Run Relationship Between Stock Indices and Macroeconomic Variables by Maheshwari, Yogesh, Rao, KT Vigneswara

“…It considers sector indices of the Bombay Stock Exchange and select macroeconomic variables for this purpose. …”
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Profitability Of Price, Earnings And Revenue Momentum Strategies: The Indian Evidence by Sehgal, Sanjay, Jain, Kanu

“…In this paper, we examine the profitability of univariate and multivariate sorted momentum strategies based on prior returns, earnings surprises and revenue surprises using the data for 493 companies that form part of Bombay Stock Exchange (BSE) 500 index in India from January 2002 to June 2010. …”
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Random walk hypothesis: an application in the emerging stock markets / Nurul Izzati Abdul Hamid by Abdul Hamid, Nurul Izzati

“…This study using the monthly data of stock prices for all four stock market which are Brazilian Stock Exchange (Brazil), Bombay Stock Exchange (India), Shanghai Stock Exchange (China) and Indonesia Stock Exchange (Indonesia) from June 1997 to December 2017. …”
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Does Global Financial Crisis Integrate the Regional Market in Asia More Strongly? by Vyas, Iti, Mishra, Alok Kumar

“…To examine this we have considered the different broad based and liquid stock indices such as the Sensex and BSE 100 from the Bombay Stock Exchange; the S&P CNX Nifty from the National Stock Exchange, representing India; the Hang Seng Index from the Hong Kong Stock Exchange, representing China; the Kuala Lumpur Composite Index (KLSE), Bursa Malaysia representing Malaysia; the Nikkei 225 from the Tokyo Stock Exchange representing Japan, and the Straits Times Index (STI) from the Singapore Exchange representing Singapore. …”
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