Capital asset pricing model and subprime crisis : evidence from Indian equity market
Year of publication: |
2017
|
---|---|
Authors: | Bajpai, Shweta ; Sharma, Anil Kumar |
Published in: |
International journal of Indian culture and business management. - Genève : Inderscience Enterprises, ISSN 1753-0806, ZDB-ID 2422766-3. - Vol. 14.2017, 1, p. 65-93
|
Subject: | cross-sectional regression | capital asset pricing model | CAPM | rolling regression | Indien | India | Finanzmarkt | Financial market | Regressionsanalyse | Regression analysis | Aktienmarkt | Stock market | Schätzung | Estimation |
-
Time-varying industry beta in Indian stock market and forecasting errors
Das, Sudipta, (2015)
-
Sehrawat, Neeraj, (2020)
-
Asset pricing in the Indian capital market : a study of positive and negative return periods
Singla, Ravi, (2012)
- More ...
-
Capital Asset Pricing Model and Industry Effect : Evidence from Indian Market
Bajpai, Shweta, (2015)
-
An empirical test of the select multifactor asset pricing models with GMM
Bajpai, Shweta, (2018)
-
Capital asset pricing model and industry effect : evidence from Indian market
Bajpai, Shweta, (2015)
- More ...