Performance evaluationRisk-return analysisIn this paper, an attempt has been made to analyze the performance of mid-cap stocks under NSE against risk free rate and benchmarks return over the five years.N., Suresh, Shine Raj SSocial Science Electronic Publishing...
A sample of 5 stocks is chosen from the Midcap Nifty to conduct the analysis. Cross Correlation, Vector Auto Regression and Granger Causality test were deployed to identify the Short term and Long term relationship between the variables. The Analysis was conducted on the data obtained from NSE ...
Optimal PortfolioSharpe’s Index ModelCut-off rateThe context focus here is to construct an optimal portfolio using Sharpe's Index Model with medium-market capitalization equity stocks listed in NSE, India. Thdoi:10.2139/ssrn.2376319Senthil Kumar ASocial Science Electronic Publishing...
A sample of 8 Banking stocks in midcap sector along with index such as Nifty and Bank Nifty have been selected to conduct the analysis. Johansen Cointegration and Vector Error correction models were used for the analysis. The Analysis was conducted on the daily data obtained from the NSE web...