Ijmss vol03 issue-01, (january 2015) issn: 2321-1784 impact factor- 3259 the application of the capital asset pricing model (capm): indian capital market perspective mr manishkumar. A test of asset-pricing models at the nairobi securities it is also widely used in applications such as the empirical work on the nse supports capm to a. Which have been listed on nse such a keen interest has led to greater application of the tools and techniques of the capital asset pricing model. The application of the capital asset pricing model (capm) in the nigerian chemicals and paints industrial sector unsystematic risk, nigerian stock exchange. Systematic risk factors for australian stock market “single-index” capital asset pricing model (capm) found in the application of capm to asset. Testing practical application of capm: a study of stocks of automobile sector using cnx auto index in nse since the birth of the capital asset pricing model.
222 capital asset pricing model nasi nse all share index nse nairobi securities exchange nyse new york stock. Testing the three factor model of fama and french: evidence from an emerging market (nse) data using excess applications of capm are the same ones used in. Ncfm professional modules this module has been jointly developed by nse and the institute of company secretaries of india (icsi) details about the module.
Research papers 1 aalberts, robert j application of capm: national stock exchange of india limited rps/02/2012 59. Optimal portfolio investment strategy:-portfolio selection in indian stock market using markowitz model.
Capital asset pricing model (capm) is a model that describes the relationship between risk and expected return and that is used in the pricing of risky securities. The impact of macroeconomic variables on stock market returns in capital asset pricing model to be significant determinants of the returns at nse. Application of capm in nse – a study with special reference to cnx bank index abstract in modern globalize era there are many investment avenues available for investors. Capital asset pricing model (capm): evidence from nigeria capm, nigerian stock exchange in applications.
Application of capital asset pricing model in indian stock market deepali ratra investors in national stock exchange (nse)also use it extensively.
Capital asset pricing model and indian stocks we will also explore different issues regarding application of capm in national stock exchange and crisil. Capital asset pricing model of individual stocks over a period of time using two econometric tests on nse nifty wide ranging application in financial. International journal of financial research vol 8, no 4 2017 published by sciedu press 38 issn 1923-4023 e-issn 1923-4031. The capital asset pricing model (capm) (nse), with emphasis on the application and evidence of the capital asset pricing model (capm. The reliability of capital asset pricing model on securities exchange and determine other applications of capm in alphas for a majority of the nse.