Equity Risk Premium in India: Comparative Estimates from Historical Returns, Dividend and Earnings Models (Record no. 49805)
[ view plain ]
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 |
Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total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 |