☰ Category

Capital Asset Pricing Model and Stock Prices

 

Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
Delivery in :  10-12 Business Days

 

Check Your Delivery Options

Product Out of Stock Subscription

(Notify me when this product is back in stock)

Rs. 3,651

Availability: Out of stock

 
  • Product Description
 
The CAPM model which was developed by Sharpe (1964), Lintner (1965), and Black (1972) was largely supported by Black, Jensen and Scholes (1972), Fama and Macbeth (1973) and Blume and Friend (1973). Later this method was questioned on various grounds. Our book mainly focuses on the estimation of 19 PSBs and PSFIs returns for the period of 1998-2010 using the CAPM frame work. Further this paper compares the CAPM returns with that of the Annual Market Returns (AMR). We have selected these PSBs and PSFs on the basis of the companies quoted in the BSE stock Exchange in India for the period 1998-2010. The study states that most of the companies scrips are undervalued and have not rewarded the investors properly.
Product Specifications
SKU :COC12842
AuthorDeepak Sharma Ch.,Pawan Kumar Avadhanam and R.K. Mishra
LanguageEnglish
BindingPaperback
Number of Pages64
Publishing Year02/07/12
ISBN978-3848401444
Edition1 st
Book TypeEconomics
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-17 00:00:00
0 Review(s)