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Capital Asset Pricing Model and Stock Prices. A case of Public Sector Banks and Public Sector Financial Institutions in India
В наличии
| Местонахождение: Алматы | Состояние экземпляра: новый |
Бумажная
версия
версия
Автор: Deepak Sharma Ch.,Pawan Kumar Avadhanam and R.K. Mishra
ISBN: 9783848401444
Год издания: 2012
Формат книги: 60×90/16 (145×215 мм)
Количество страниц: 64
Издательство: LAP LAMBERT Academic Publishing
Цена: 29932 тг
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Аннотация: The CAPM model which was developed by Sharpe (1964), Lintner (1965), and Black (1972) was largely supported by Black, Jensen and Scholes (1972), Fama and Macbeth (1973) and Blume and Friend (1973). Later this method was questioned on various grounds. Our book mainly focuses on the estimation of 19 PSBs and PSFIs returns for the period of 1998-2010 using the CAPM frame work. Further this paper compares the CAPM returns with that of the Annual Market Returns (AMR). We have selected these PSBs and PSFs on the basis of the companies quoted in the BSE stock Exchange in India for the period 1998-2010. The study states that most of the companies scrips are undervalued and have not rewarded the investors properly.
Ключевые слова: Capital Asset Pricing Model - Public Sector Banks, Public Sector Financial Institutions - India
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