Testing the Applicability of CAPM in Selected Indian Industries
The current study deals with the validity of Capital Asset Pricing Model in selected industries of India. The CAPM is being tested using Regression analysis with the help of Eviews 9.0 in seven industries for a period of 16 years ranging from January 2000 to April 2016 using monthly stock indices fr...
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| Format: | Article |
| Language: | English |
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Ramanujan College, University of Delhi, Delhi, India
2017-11-01
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| Series: | Ramanujan International Journal of Business and Research |
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| Online Access: | https://rijbr.in/1/article/view/126/126 |
| Summary: | The current study deals with the validity of Capital Asset Pricing Model in selected industries of India. The CAPM is being tested using Regression analysis with the help of Eviews 9.0 in seven industries for a period of 16 years ranging from January 2000 to April 2016 using monthly stock indices from BSE. The results prove that the model is applicable in many of the industries of Indian Stock Market for the period studied. |
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| ISSN: | 2455-5959 2583-0171 |