Instability and time scale dependence of beta in an emerging market economy (Record no. 12584)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00935npc a2200157Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140613s2014 xx 000 0 und d |
| 060 ## - NATIONAL LIBRARY OF MEDICINE CALL NUMBER | |
| Classification number | 332.6322 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | DUBEY, AMLENDU KUMAR |
| 245 ## - TITLE STATEMENT | |
| Title | Instability and time scale dependence of beta in an emerging market economy |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Date of publication, distribution, etc. | 2014 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 41-56 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Financial markets are characterized by hetrogeneous investors. The perception of risk in holding different stock by different trading classes varies. Also, in emerging market economics, conditions are very fluid. Assuming that the risk in holdinga firm's stock will be constant over a longer period would be rather restrictive. This paper tests for the stability of beta of different trading stocks in the Indian equity market. It finds considerable instability in beta estimates of different trading stocks. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | STOCK MARKET |
| 773 ## - HOST ITEM ENTRY | |
| Other item identifier | P15407 |
| Note | M |
| Host Itemnumber | 30733 |
| Host Biblionumber | 11191 |
| Title | VIKALPA |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Articles |
No items available.