| 000 | 00855npc a2200169Ia 4500 | ||
|---|---|---|---|
| 008 | 140613s2012 xx 000 0 und d | ||
| 060 | _a332.6322 | ||
| 100 | _aCHAWLA, DEEPAK | ||
| 245 |
_aEmpirical test of the three factor model _bIndian stock market |
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| 260 | _c2012 | ||
| 300 | _a457-469 | ||
| 520 | _aWith 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 | _aEMPIRICAL TEST | ||
| 700 | _aBASU, DEBARATI | ||
| 773 |
_oP14522 _nM _930789 _011192 _tFINANCE INDIA |
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| 942 |
_2ddc _cARTCL |
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| 999 |
_c11409 _d11409 |
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