**Author details**

Muhammad Jawad<sup>1</sup> \* and Munazza Naz<sup>2</sup>

1 PhD, Post Doctorate, Assistant Professor, Department of Commerce, Fatima Jinnah Women University, Pakistan

2 PhD, Post Doctorate, Assistant Professor, Department of Mathematical Sciences, Fatima Jinnah Women University, Pakistan

\*Address all correspondence to: muhammad\_jawad85@yahoo.com

© 2020 The Author(s). Licensee IntechOpen. This chapter is distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/ by/3.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

*An Econometric Investigation of Market Volatility and Efficiency: A Study of Small… DOI: http://dx.doi.org/10.5772/intechopen.94119*
