Empirical Evidence on Asset Pricing and Time-Varying Beta

Edité par Serials Publications, 2022

ISBN 10 : 9391844235 (ISBN 13 : 9789391844233)

Vendeur : Vedams eBooks (P) Ltd, New Delhi, IndeVedams eBooks (P) Ltd

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A propos de cet article

The book is based on understanding asset pricing models and as a research case analyses it in Indian stock market along with incorporating the role and applicability of the concept of time-varying beta. Beta has been used by researchers for a long time as a static value, and applied in various models to take investment decisions. Keeping in mind the current volatile environment, the book presents the concept of time-varying beta using Schwert and Seguin Model and by testing the results, shows its effectiveness in Indian stock market.The book builts on the concept of introducing and augmenting time-varying beta concept, as an effective measure to capture the volatility of the market and incorporate it in asset pricing models for better returns from the market.The book can be used by finance researchers and students for understanding asset pricing models better, for gaining knowledge about the process of creating portfolios and developing augmented models. The book is one of its kind to present data of large number of Indian companies for 15 years and evaluating CAPM and Fama-French models along with the concept of time-varying beta, covering global financial crisis period and analysing volatile market situations which make it highly relevant present volatile times. The book is highly relevant for mutual fund managers and stock market regulators for pricing the assets and designing profitable investment strategies. Not only this, but the book also provides valuable insights for different scenarios like inflation, pandemic COVID-19, economic slowdown and depression. The study forms a basis for future research based on asset pricing and dynamic beta in the Indian stock market.…

N° de réf. du vendeur 137512A

Détails bibliographiques

Titre
Empirical Evidence on Asset Pricing and Time-Varying Beta
Auteur
Deeksha Arora and Divya Verma
Éditeur
Serials Publications
Année de publication
2022
État de l'article
New
Reliure
Hardcover

Vedams eBooks (P) Ltd

New Delhi, Inde

Vendeur avec une évaluation de 4 étoiles

Vendeur AbeBooks depuis 30 janvier 2009

Frais d'expédition de Inde vers Etats-Unis

Article20 à 24 jours ouvrés4 à 7 jours ouvrés
Premier articleEUR 17,50EUR 32,00
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