Empirical evidence of conditional asset pricing in the Indian stock market
Sudipta Das (Vinod Gupta School of Management, Indian Institute of Technology, Kharagpur, India)
| Year of publication: |
June 2015
|
|---|---|
| Authors: | Das, Sudipta |
| Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 39.2015, 2, p. 225-239
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| Subject: | Conditional information | Kalman filter | Anomalies | Fama-MacBeth | Indien | India | CAPM | Aktienmarkt | Stock market | Börsenkurs | Share price | Zustandsraummodell | State space model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ecosys.2014.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011527498