Are Indian stock returns predictable?
Paresh Kumar Narayan, Deepa Bannigidadmath (Financial Econometrics Group, Centre for Economics and Financial Econometrics Group, Deakin University, Melbourne, Australia)
| Year of publication: |
September 2015
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|---|---|
| Authors: | Narayan, Paresh Kumar ; Bannigidadmath, Deepa |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 58.2015, p. 506-531
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| Subject: | Stock returns | Predictability | Profits | Sectors | Rational asset pricing | India | Indien | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Börsenkurs | Share price | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2015.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011544053