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Four factor model in Indian equities market
(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 ...
Financial literacy among working young in urban India
(2013-11-26)
The paper reports investigation of a study on the influence of various socio-demographic factors on
different dimensions of financial literacy among the working young in urban India. While the influence of
several factors ...
Betting against beta in the Indian market
(Indian Institute of Management, Ahmedabad, 2014)
Recent empirical evidence from diff erent markets suggests that the security market line is flatter than posited by CAPM. This flatness implies that a portfolio long in low-beta assets and short in high-beta assets would ...
High frequency manipulation at futures Expiry: the case of cash settled Indian single stock futures
(Indian Institute of Management , Ahmedabad, 2014)
Futures markets are known to be vulnerable to manipulation, and despite the presence of a variety of mechanisms to prevent such manipulation, instances of market manipulation have been found in some of the largest and most ...