Author – Mayank Joshipura – Shilpa Peswani Abstract The paper studies the strength of low-risk anomaly in value stocks (low price-to earnings ratio stocks) and growth stocks (high price-to-earnings stocks) among the universe of listed stocks in the Indian equity market. It studies stocks listed on National Stock Exchange (NSE) for the period from January Read More …
Abstract Over a long period of time, stocks with low beta have consistently outperformed their high beta counterparts across developed and emerging markets alike. We explore the presence of low beta anomaly and its robustness after controlling for size, value and momentum factors in the Indian stock markets. We have chosen the universe of past Read More …
Abstract The study examines the efficiency of the Indian options market by ex-ante test of the lower boundary conditions on S&P CNX Nifty index options traded on National Stock Exchange (NSE), India, using spot and futures prices. The data consists of daily closing prices of S&P CNX Nifty index options contracts fromApril 01, 2008 to Read More …
