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eBook Asset Pricing in Indian Stock Market download

by Sanjay Sehgal

eBook Asset Pricing in Indian Stock Market download ISBN: 8177080792
Author: Sanjay Sehgal
Publisher: New Century Publications (February 10, 2005)
Language: English
Pages: 214
ePub: 1663 kb
Fb2: 1703 kb
Rating: 4.2
Other formats: azw rtf mobi lit
Category: Different
Subcategory: Humanities

Start by marking Asset Pricing in Indian Stock Market as Want to Read .

Start by marking Asset Pricing in Indian Stock Market as Want to Read: Want to Read savin. ant to Read.

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Sehgal, . & Muneesh, K. (2002).

Pacific-Basin Finance Journal, 32, 40–55. CrossRefGoogle Scholar. Hong, . & Stein, J. (1999). A unified theory of underreaction, momentum trading and overreaction in asset markets. Journal of Finance, 54, 2143–2184. Horowitz, J. Loughran, . & Savin, N. E. (2000a). Sehgal, . The ICFAI Journal of Applied Finance, 8(2), 41–50. Subramaniam, . & Deisting, F. (2014).

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Indian stock market using daily data for the CNX 100 companies over the .

Indian stock market using daily data for the CNX 100 companies over the period 01 April 2009 to 31 March The paper sets up the argument for beta and debt-equity ratio as the important variables for explaining the investment and trading strategies for Indian stock market. Connor Gregory and Sanjay Sehgal (2001, May). Tests of the Fama and French Model in India. DERIVATIVES IN INDIAN STOCK MARKET Dr. Rashmi Rathi Assistant Professor Onkarmal Somani College of Commerce, Jodhpur ABSTRACT The past decade has witnessed multiple growths in the volume of international.

Perhaps, a more complex market like US requires an asset pricing model .

Perhaps, a more complex market like US requires an asset pricing model that has a factor structure which is more elaborate than the Fama-French model. Our work is a step towards resolving the momentum controversy. Keywords: Momentum profits, Indian Stock Markets, Equity Markets, Fama & French Model, Risk in Portfolio. Sehgal, Sanjay, Rational Sources of Momentum Profits: Evidence from the Indian Equity Market. Sanjay Sehgal (Contact Author).

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"This book empirically shows that the multi-factor asset pricing models, like the Fama-French model, provide a better description of average stock returns compared to the more widely accepted capital asset pricing model (CAPM). It is suggested that the market practitioners should re-design their investment management tool box by replacing CAPM with the Fama-French model for industry applications such as cost of capital estimation, corporate valuation, estimating fair rates of return, assessing stock market efficiency and portfolio performance evaluation. It is also revealed that size-based, value-based, reversal-based and momentum-based trading strategies do not provide extra-normal returns in India. The book will be a useful reference for mutual fund managers, portfolio managers, financial consultants and investors at large. Academicians and students in the area of investment management and corporate finance can also benefit from it."