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    • Four factor model in Indian equities market 

      Agarwalla, Sobhesh Kumar; Jacob, Joshy; Varma, Jayanth R. (2013-11-26)
      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 ...