IES Management College And Research Centre

Equity Risk Premium in India: Comparative Estimates from Historical Returns, Dividend and Earnings Models (Record no. 49805)

MARC details
000 -LEADER
fixed length control field 01421nam a2200205 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20180523142203.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 180523b ||||| |||| 00| 0 eng d
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Tripathi, Manju
9 (RLIN) 31651
245 ## - TITLE STATEMENT
Title Equity Risk Premium in India: Comparative Estimates from Historical Returns, Dividend and Earnings Models
300 ## - PHYSICAL DESCRIPTION
Extent 136-156 p.
520 ## - SUMMARY, ETC.
Summary, etc The article compares efficiencies of dividend and earnings growth models with historical model in predicting the unconditional expected equity risk premium (ERP) in addition to analysing the impact of recession. The exercise is undertaken employing two different Indian capital market indices, NIFTY500 and SENSEX. The study period is 20 years (1997–2016) with pre- and post-recession periods as 2001–2008 and 2009–2016, respectively. The dividend growth model emerges as the most efficient model for predicting ERP while highlighting that Indian firms follow stable dividend policy. NIFTY500 index with a wider base proves to be a superior benchmark for market returns over SENSEX comprising 30 blue-chip firms.
653 ## - INDEX TERM--UNCONTROLLED
Uncontrolled term Equity risk premium
Uncontrolled term dividend model
Uncontrolled term CAPM, recession
Uncontrolled term India
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Kashiramka, Smita
9 (RLIN) 31652
773 0# - HOST ITEM ENTRY
Host Biblionumber 29445
Host Itemnumber 70619
Main entry heading GANGOPADHYAY, SHUBHASIS
Place, publisher, and date of publication NEW DELHI SAGE PUBLICATION PVT. LTD.
Other item identifier 5558803
Title JOURNAL OF EMERGING MARKET FINANCE
International Standard Serial Number 0972-6527
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Journal Article
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Total Checkouts Full call number Barcode Date last seen Price effective from
    Dewey Decimal Classification     Main Library Main Library 23/05/2018   Vol 17, No. 1S/ 5558803JA6 5558803JA6 23/05/2018 23/05/2018

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