Vigorousness of Asset Pricing Models: Evidence from the Stock Market in India (Record no. 53249)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01721nam a2200193 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20191217142552.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 191217b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Anwar, Mobin |
| 9 (RLIN) | 35445 |
| 245 ## - TITLE STATEMENT | |
| Title | Vigorousness of Asset Pricing Models: Evidence from the Stock Market in India |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 7-24 p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | The volatile behavior of price of capital assets is always interesting for different stakeholders of capital markets. It is fluctuation in the price of the asset which is responsible for the capital gain or loss of the investor. What a sensible investor wants, is a model that will predict the rise and fall of price of securities up to a greater degree. A significant milestone in the journey of prediction of price of securities was Capital Asset Pricing Model (CAPM) in 1964. After CAPM, there was a flood-like situation in the literature of asset pricing models. Fama and French (1993) proposed three-factor model, which is an extension of the conventional CAPM. The present study is an attempt to detect the presence of monotonic models in Indian capital market. The study deals with the period from April 1, 2009 to March 31, 2016. The study confirms that the two-factor model with value premium as extended variable is better than the prolonged CAPM and the superiority of Fama and French three-factor model in Indian stock market. The study also confirms the wellbeing of CAPM. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Securities was Capital Asset Pricing Model (CAPM) |
| Uncontrolled term | asset pricing models |
| Uncontrolled term | Indian stock market |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Kumar, Sanjay |
| 9 (RLIN) | 35446 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 33027 |
| Host Itemnumber | 77006 |
| Main entry heading | MURTHY, E N |
| Place, publisher, and date of publication | HYDERABAD IUP PUBLICATION |
| Other item identifier | 55510951 |
| Title | MANAGEMENT RESEARCH |
| 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 | 17/12/2019 | Vol 18, No 3/ 55510951JA1 | 55510951JA1 | 17/12/2019 | 17/12/2019 |