Testing the Stationarity of Beta for Automotive and Auto-Ancillary Sector Stocks in Indian Stock Market
Year of publication: |
2015
|
---|---|
Authors: | Dash, Mihir ; Sundarka, Silky Sonthalia |
Published in: |
Journal of Applied Management and Investments. - Faculty of Economics and Management. - Vol. 4.2015, 2, p. 76-81
|
Publisher: |
Faculty of Economics and Management |
Subject: | time-varying beta | automotive and auto-ancillary sector | Indian stock market | univariate ANCOVA |
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