Beta-anomaly: evidence from the Indian equity market (Q2036878)
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scientific article; zbMATH DE number 7365091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Beta-anomaly: evidence from the Indian equity market |
scientific article; zbMATH DE number 7365091 |
Statements
Beta-anomaly: evidence from the Indian equity market (English)
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30 June 2021
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beta-anomaly
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CAPM
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Fama-Macbeth procedure
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low-risk anomaly
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non-linearity
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0.6738861799240112
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0.6600708365440369
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