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Four factor model in Indian equities market
We compute the Fama-French and momentum factor returns for the Indian equity market or the 1993-2012 period using data from CMIE Prowess. We di er from the previous studies n several signi cant ways. First, we cover a ...
Size, value, and momentum in Indian Equities
A quarter century has elapsed since India embarked on the process of economic reforms in 1991. In this article, we look at the post-reform period of the Indian equity market to understand the performance ...