Similar Search Results

The predictive ability of stock prices implied in option premia

Kumar, Raman - In: Advances in futures and options research : a research annual 4 (1990), pp. 165-176

Persistent link: https://www.econbiz.de/10001101735

Cross-sectional regression of returns on betas and portfolio grouping procedures

Hur, Jungshik; Kumar, Raman; Vivek Singh - In: International journal of business and systems research 8 (2014) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10010423288

Economic growth, expected stock returns and volatility : a case of Indian stock market

Kumar, Rakesh; Tamini, Mohammad - In: The international journal of applied economics and finance 5 (2011) 4, pp. 257-268

Persistent link: https://www.econbiz.de/10009512950

Risk-return relationship and effect of diversification on non-market risk : application of market index model in Indian stock market

Dhankar, Raj S.; Kumar, Rakesh - In: Journal of financial management and analysis : … 19 (2006) 2, pp. 22-31

Persistent link: https://www.econbiz.de/10003528586

Risk-Return Relationship and Effect of Diversification on Non-Market Risk : Application of Market Index Model in Indian Stock Market

Dhankar, Raj; Kumar, Rakesh - 2007

The paper attempts to measure the relationship between risk and return, and the effect of diversification on non-market risk in Indian stock market by applying Market Index Model. For the analysis monthly adjusted opening and closing prices of composite portfolio of BSE 100 companies, for the...

Persistent link: https://www.econbiz.de/10014051751