Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/20900
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dc.contributor.advisorSinha, Sidharth
dc.contributor.authorGupta, Mohan Raj
dc.contributor.authorTulshyan, Sachin
dc.date.accessioned2018-07-16T05:35:46Z
dc.date.available2018-07-16T05:35:46Z
dc.date.copyright2004
dc.date.issued2004
dc.identifier.urihttp://hdl.handle.net/11718/20900
dc.description.abstractThe 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.isoenen_US
dc.publisherIndian Institute of Management Ahmedabaden_US
dc.relation.ispartofseriesSP;001073
dc.subjectFundamentals and stock returnsen_US
dc.subjectIndian stock marketen_US
dc.titleFundamentals and stock returns: the Indian stock marketen_US
dc.title.alternativeen_US
dc.typeStudent Projecten_US
Appears in Collections:Student Projects

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