Fundamentals and stock returns: the Indian stock market

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Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/20900

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DC Field	Value	Language
dc.contributor.advisor	Sinha, Sidharth
dc.contributor.author	Gupta, Mohan Raj
dc.contributor.author	Tulshyan, Sachin
dc.date.accessioned	2018-07-16T05:35:46Z
dc.date.available	2018-07-16T05:35:46Z
dc.date.copyright	2004
dc.date.issued	2004
dc.identifier.uri	http://hdl.handle.net/11718/20900
dc.description.abstract	The purpose of this study is to explore the cross-sectional predictability of equity returns in India using fundamental variables. The sample includes companies listed at National Stock Exchange (NSE) from 2002 to 2004. We broadly follow the approach of Chan, Hamao, and Lakonishok (1991). Our findings reveal a significant relationship between expected returns and four variables – price-to-earnings ratio dividend yield, cash earnings yield and turnover.	en_US
dc.language.iso	en	en_US
dc.publisher	Indian Institute of Management Ahmedabad	en_US
dc.relation.ispartofseries	SP;001073
dc.subject	Fundamentals and stock returns	en_US
dc.subject	Indian stock market	en_US
dc.title	Fundamentals and stock returns: the Indian stock market	en_US
dc.title.alternative		en_US
dc.type	Student Project	en_US
Appears in Collections:	Student Projects

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