Empirical test of the three factor model (Record no. 11409)
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000 -LEADER | |
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fixed length control field | 00855npc a2200169Ia 4500 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 140613s2012 xx 000 0 und d |
060 ## - NATIONAL LIBRARY OF MEDICINE CALL NUMBER | |
Classification number | 332.6322 |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | CHAWLA, DEEPAK |
245 ## - TITLE STATEMENT | |
Title | Empirical test of the three factor model |
Remainder of title | Indian stock market |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Date of publication, distribution, etc. | 2012 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 457-469 |
520 ## - SUMMARY, ETC. | |
Summary, etc. | With increasing doubts over tha capabilities of the existing asset pricing models, Fama and French in the 1990s, developed the Three Factor Model (TFM) aas an extention to CAPM with two added premiums: size and value. This paper applies TFM theoryto India to provide an insight into its validity in an emerging market.Thus it can be conducted that TFM is not good fit in India over the chosen sample period. |
653 ## - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | EMPIRICAL TEST |
700 ## - ADDED ENTRY--PERSONAL NAME | |
Personal name | BASU, DEBARATI |
773 ## - HOST ITEM ENTRY | |
Other item identifier | P14522 |
Note | M |
Host Itemnumber | 30789 |
Host Biblionumber | 11192 |
Title | FINANCE INDIA |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | Dewey Decimal Classification |
Koha item type | Articles |
No items available.