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...
Main Author: | Ms. Aanchal Singh |
---|---|
Format: | Article |
Language: | English |
Published: |
Ramanujan College, University of Delhi, Delhi, India
2017-11-01
|
Series: | Ramanujan International Journal of Business and Research |
Subjects: | |
Online Access: | https://rijbr.in/1/article/view/126/126 |
Similar Items
-
An Evaluation of CAPM’s validity in the Romanian Stock Exchange
by: Camelia Colescu, et al.
Published: (2015-03-01) -
A STUDY OF CAPM TESTING IN INDIAN CONTEXT
by: Dr. S.P. Aggarwal, et al.
Published: (2016-07-01) -
DECISIONS ON SHARE INVESTMENT IN AGRICULTURE SECTOR COMPANIES (CAPM Method Approach)
by: Unang Unang, et al.
Published: (2023-03-01) -
Exploring Low-Risk Anomalies: A Dynamic CAPM Utilizing a Machine Learning Approach
by: Jiawei Wang, et al.
Published: (2023-07-01) -
Testing the CAPM with time-varying risks and returns /
by: 440748 Bodurtha, James N., et al.