On your first visit to SAGE Journals please set a new password. He is the Vice-Chancellor of Maharshi Dayanand University. Rohtak —Haryana and Professor Faculty of Management Studies, South Campus, Delhi University, Delhi.

Rohini Singh is a Lecturer in Shaheed Sukhdeve College of Business Studies, University of Delhi, Delhi There is conflicting evidence on the applicability of Capital Asset Pricing Model in the Indian stock market. Data for stocks listed on the Bombay Stock Exchange was analyzed using a number of tests from —, the period which roughly coincides with the period after liberalization and initiation of capital market reforms.

Taken in aggregate the various empirical tests show that CAPM is not valid for the Indian stock market for the period studied. If you have the appropriate software installed, you can download article citation data to the citation manager of your choice.

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Dhankar, Vice-Chancellor, Maharshi Dayanand University, Capm indian stock market liveIndiaProfessor of Finance, Faculty of Management Studies, University of Delhi, South Campus, New Delhi See all articles by this author Search Google Scholar for this author. See all articles by this author Search Google Scholar for this author. Dhankar, Vice-Chancellor, Maharshi Dayanand University, RohtakIndia.

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Professor of Finance, Faculty of Management Studies, University of Delhi, South Campus, New Delhi Please click here for full access options. Subscribe to this journal.

Indian Stock/Share Market Live - BSE Sensex, Nifty, NSE, Hot Share Market Recommendations, Finance & Investing, Gold ETF, Commodity Prices, Business Derivatives & Penny Stocks India

Vol 1, Issue 2, Article Contents Article Metrics Related Articles Comments. Application of CAPM in the Indian Stock Market A Comprehensive Reassessment.

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BSE: 31, | NSE: 9, - Live Stock Market | Share Prices | Mutual Fund India: Rediff MoneyWiz

The Journal of Portfolio Management, 51 — An empirical testing of capital asset pricing model in the Indian context. Journal of Financial Management and Analysis, 9 — Risk return and equilibrium: Journal of Political Economy, Multivariate tests of financial models: The CAPM and the investment horizon.

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Econometrica, Vol 34, No 4: Misspecification of capital asset pricing. Empirical anomalies based on earnings' yields and market valuesJournal of Financial Economics, 9: An empirical testing of three parameter CAPM in India. Finance India, Vol XI No 4: Multivariate tests of the zero-beta CAPM.

Journal of Financial Economics, A theory of market equilibrium under conditions of risk. Finance India, Vol XII No1: Rates of return and efficiency on Bombay Stock Exchange. Stock Market Efficiency and Price Behaviour The Indian Experience— RIS ProCite, Reference Manager EndNote BibTex Medlars RefWorks.