000 | 00935npc a2200157Ia 4500 | ||
---|---|---|---|
008 | 140613s2014 xx 000 0 und d | ||
060 | _a332.6322 | ||
100 | _aDUBEY, AMLENDU KUMAR | ||
245 | _aInstability and time scale dependence of beta in an emerging market economy | ||
260 | _c2014 | ||
300 | _a41-56 | ||
520 | _aFinancial 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 | _aSTOCK MARKET | ||
773 |
_oP15407 _nM _930733 _011191 _tVIKALPA |
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942 |
_2ddc _cARTCL |
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999 |
_c12584 _d12584 |