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100			_aAnwar, Mobin _935445
245			_aVigorousness of Asset Pricing Models: Evidence from the Stock Market in India
300			_a7-24 p.
520			_aThe 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			_aSecurities was Capital Asset Pricing Model (CAPM)
653			_aasset pricing models
653			_aIndian stock market
700			_aKumar, Sanjay _935446
773	0		_033027 _977006 _aMURTHY, E N _dHYDERABAD IUP PUBLICATION _o55510951 _tMANAGEMENT RESEARCH
942			_2ddc _cJA-ARTICLE