ARBITRAGE PRICING THEORY TESTED IN INDIAN STOCK MARKETBal Krishan Dr. Rekha Gupta
Beta is a measure of an asset’s sensitivity to market movements, indicating how much its price is expected to change in relation to the overall market. Beta is often used in CAPM and the calculation of WACC. However, it can also be applied in trading, specifically in arbitrage. In this ...
C Mueller - 《Indianjournalofeconomicsandbusiness》 被引量: 2发表: 2006年 Market Efficiency and Arbitrage Opportunities for Russian Depositary Receipts Cross-Listed on the London Stock Exchange This study examines the Russian stock market efficiency from two perspectives. First, we document that for ...
An Empirical Investigation of the Arbitrage Pricing Theory in a Frontier Stock Market: Evidence from Bangladesh Although the existing literature of Arbitrage Pricing Theory (APT) on different... MU Faruque - 《Indian Journal of Economics & Business》 被引量: 0发表: 2011年 On generalized arbitrage...
Learn Properly How to show Capital Gains on Mutual Funds, Indian Stocks, ESPSs, RSUs of MNCs, Fixed Deposits, Refund, Pay Self Assessment Tax and More How to Capital Gains in ITR for Shares & Equity Mutual Funds! Tax and RSU of MNC Check AIS and Form 26AS Tax on Dividends of foreign...
Let us assume that company XYZ trades on the NSE(National Stock Exchange) cash market for Rs. 100 and for Rs. 101 (same month futures price) in the futures market. Buying in the cash market and selling in the futures market will result in a gain of 1%. If we assume a 0.2% brokerag...
Using recent single stock futures data, this article explores specific arbitrage details of single stocks vs. their futures in the Indian market. The zero arbitrage band width for this type of arbitrage was found to be typically at least twice than that occurring in mature global markets and in...
In the context of the Black-Scholes economy, margin restrictions are shown to exclude continu... RA Jarrow,DC Heath - 《Journal of Finance》 被引量: 40发表: 2008年 Return Linkages between Dual Listings under Arbitrage Restrictions: A Study of Indian Stocks and Their London Global Depositary ...
作者: E Giovanis 摘要: We examine two stocks of Athens Exchange Stock Market, that of 'Coca-Cola' and 'Compucon'. We analyze the arbitrage pricing theory (APT) model and the Capital A 关键词: Capital asset pricing model. 出版时间: 2007. ISBN: 9783640576593 被引量: 1 收藏...
The evidence of pairs trading profits in stock futures supports the view that these profits reflect compensation to arbitrageurs for enforcing the law of one price in similarly related markets to ensure market efficiency. Indian financial markets are maturing and are attracting sizable retail and ...