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Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/178
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dc.contributor.authorDash, Mihir-
dc.date.accessioned2022-04-22T09:48:03Z-
dc.date.available2022-04-22T09:48:03Z-
dc.date.issued2014-
dc.identifier.urihttp://192.168.20.106:8080/xmlui/handle/123456789/178-
dc.description.abstractAt the heart of the CAPM lies the concept of systematic risk. The systematic risk of a security is that component of the total risk of the security that is explained by market risk. This study investigates the econometrics of the CAPM. In particular, it analyses Granger causality from market returns to security returns, the absence of which would weaken the significance of beta, and undermine the foundations of the CAPM.en_US
dc.publisherJournal of Applied Management and Investments, Vol. 3 No. 2, Spring 2014, Page 68-79en_US
dc.subjectCapital Asset Pricing Modelen_US
dc.subjectSystematic Risken_US
dc.subjectMarket Risken_US
dc.subjectGranger Causalityen_US
dc.titleGranger Causality And the Capital Asset Pricing Modelen_US
dc.typeArticleen_US
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