Sources of systematic risks in Indian banking stock returns : some empirical evidences
Year of publication: |
October-March 2016
|
---|---|
Authors: | Tripathi, Vanita ; Kumar, Arnav |
Published in: |
Business analyst : a refereed journal of Shri Ram College of Commerce. - Delhi, ISSN 0973-211X, ZDB-ID 2824157-5. - Vol. 36.2015/2016, 2, p. 135-150
|
Subject: | Systematic Risks | Banking Stock Returns | Short and Long Run Causality | Cointegration | Kapitaleinkommen | Capital income | Bank | Börsenkurs | Share price | Indien | India | CAPM | Schätzung | Estimation | Kointegration |
-
Risk factors explaining returns anomaly in emerging market banks : study on Indian banking system
Mohapatra, Sabyasachi, (2020)
-
Cross-sectional returns predictability for emerging market banks : a study on Indian banking system
Mohapatra, Sabyasachi, (2019)
-
Determinants of foreign institutional investment in India : an empirical analysis
Srinivasan, P., (2015)
- More ...
-
Do Macroeconomic Variables Affect Stock Returns in BRICS Markets? An ARDL Approach
Tripathi, Vanita, (2015)
-
Tripathi, Vanita, (2015)
-
Linkages between Real & Financial Sector : Empirical Evidence from India Using ARDL Approach
Tripathi, Vanita, (2015)
- More ...