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DC Field | Value | Language |
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dc.contributor.author | Lakshmipathi Raju | - |
dc.contributor.author | Surendar Kumar Jha | - |
dc.date.accessioned | 2024-02-27T07:53:29Z | - |
dc.date.available | 2024-02-27T07:53:29Z | - |
dc.date.issued | 2013 | - |
dc.identifier.uri | http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/10883 | - |
dc.description.abstract | This study examined the cross-section of expected stock returns in relation to market beta, market capitalization, earning yield, leverage, book-to-market equity, cash flow yield and dividend yield of non-financial enterprises of Nepal. Two easily measured variables, viz.: market beta and market capitalization were combined to capture the cross-sectional variation in average stock returns associated with earning yield, leverage, book-to-market equity, cash flow yield and dividend yield. Further, enterprises with high market beta, market capitalization, and dividend yield have higher average returns. However, enterprises with low book-to-market equity have high average returns. Moreover, investors and brokers believe that share price change is not a random phenomenon in Nepal due to lack of awareness of the long-term investors and the excessive speculative behaviors of the limited and voluminous market players | - |
dc.publisher | Gitam Journal of Management | - |
dc.title | The Cross-Section of Expected Stock Returns | - |
dc.vol | Vol 11 | - |
dc.issued | No 4 | - |
Appears in Collections: | Articles to be qced |
Files in This Item:
File | Size | Format | |
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The Cross-Section of Expected Stock Returns- The Nepali Evidence- Lakshmipathi Raju & Surendra Kumar Jha.pdf Restricted Access | 584.77 kB | Adobe PDF | View/Open Request a copy |
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