Assessing systematic risk using time series regression : an evidence from Indian capital market
R.P. Prakash & Prakash Basanna
Year of publication: |
2018
|
---|---|
Authors: | Prakash R. P. ; Yaragol, Prakash Basanna |
Published in: |
The journal of Institute of Public Enterprise. - Hyderabad, ISSN 0971-1864, ZDB-ID 1332294-1. - Vol. 41.2018, 3/4, p. 46-62
|
Subject: | CAPM | Risk and Return | Systematic Risk | Beta | Defensive and Aggressive Stocks | Risiko | Risk | Betafaktor | Beta risk | Indien | India | Börsenkurs | Share price | Systemrisiko | Systemic risk | Theorie | Theory | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Finanzmarkt | Financial market | Aktienmarkt | Stock market |
Saved in:
Saved in favorites
Similar items by subject
-
Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh, (2021)
-
Determinant of Stock Systematic Risks
Pasaribu, Rowland Bismark, (2017)
-
An analysis of systematic risk and performance through changing market volatility and sectors
Bakshi, Tarini, (2021)
- More ...
Similar items by person