This paper examines whether high dividend stocks portfolio (represented by CNX dividend opportunity index of NSE) outperforms blue chip stocks portfolios and market portfolio in Indian stock market, using absolute rate of return as well as risk adjusted measures viz Sharpe ratio and Treynor...

The present study investigates the pricing efficiency and the trading characteristics of index ETFs in India. Theoretically, ETF prices are expected to closely track their NAVs. The deviations, if any, are expected to be eliminated quickly due to the arbitrage mechanism in place. In this study,...

This paper examines whether high dividend stocks portfolio (represented by CNX dividend opportunity index of NSE) outperforms blue chip stocks portfolios and market portfolio in Indian stock market, using absolute rate of return as well as risk adjusted measures viz Sharpe ratio and Treynor...