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Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/14585
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dc.contributor.authorDebasis Patnaik-
dc.contributor.authorRam Charan-
dc.date.accessioned2024-03-02T06:28:18Z-
dc.date.available2024-03-02T06:28:18Z-
dc.date.issued2017-
dc.identifier.urihttp://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/14585-
dc.description.abstractThe capital asset pricing model (CAPM) has historically proven to be a very efficient way to measure the returns of a given stock. However, the model suffers from a significant bias since it only considers one variable-The systematic risk to explain the differences in returns across different stocks. This paper seeks to find other measurable factors like the Size of the Firm, Book to Market Value, PriceEamings Ratio, Earnings Yield and Dividend Yield to provide a statistically significant explanation for the contrasting returns exhibited by different stock.-
dc.publisherJournal of Accounting and Finance-
dc.subjectCAPM-
dc.subjectSize Effect-
dc.subjectFama and French Three Factor Model-
dc.titleEmpirical Analysis of Stock Market Returns-
dc.volVol. 32-
dc.issuedNo. 1-
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