Beta-anomaly: evidence from the Indian equity market

DOI10.1007/S10690-020-09316-2zbMath1467.91157OpenAlexW3044083134MaRDI QIDQ2036878

K. N. Badhani, Asgar Ali

Publication date: 30 June 2021

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-020-09316-2

zbMATH Keywords

CAPMnon-linearitybeta-anomalyFama-Macbeth procedurelow-risk anomaly

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Portfolio theory (91G10)

Cites Work

• Residual \(Z_{2}\) symmetries and leptonic mixing patterns from finite discrete subgroups of U(3)
• Investor overconfidence and the security market line: new evidence from China
• An Intertemporal Capital Asset Pricing Model
• Common risk factors in the returns on stocks and bonds

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