Momentum Effect, Value Effect, Risk Premium and Predictability of Stock Returns – A Study on Indian Market
Year of publication: |
2020
|
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Authors: | Banerjee, Arindam |
Other Persons: | De, Anupam (contributor) ; Bandyopadhyay, Gautam (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Indien | India | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Asian Economic and Financial Review, 2017 DOI: 10.18488/journal.aefr.2018.85.669.681 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 1, 2017 erstellt |
Classification: | G12 - Asset Pricing ; C39 - Econometric Methods: Multiple/Simultaneous Equation Models. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
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