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- W2629095191 abstract "The objective of the study is to find out whether the Bankex stocks (17 bank stocks) are undervalued or overvalued with respect to the current Sensex high levels using Single Index Model. It also aims at finding out the future expectations from these stocks. In the financial economics literature, it is generally assumed that risk-averse investors expect higher returns for investing in relatively riskier assets and therefore, the risk premium represents the compensation to the investor for assuming risk. The non-zero risk premiums are not only directly unobservable but also vary substantially over time. Apart from the 'animal spirits' driving investor exuberance, short-term volatility in risk premiums could result from shifts in inflation expectations, monetary policy shocks, changes in market perceptions relating to the underlying 'fundamentals', all of which cause frequent corrections in expectations about future cash flows. The relationship between premiums or excess returns, representing the excess of expected returns over risk free returns and risk, measured by the volatility of market prices of assets is an intensely debated theme in the literature. In particular, the focus of empirical investigation has been on the dynamics of the risk-return relationship in equity markets. This paper undertakes an empirical verification of the rational markets excess returns and stock excess return based on Single Index Model." @default.
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- W2629095191 date "2022-04-26" @default.
- W2629095191 modified "2023-10-06" @default.
- W2629095191 title "Single Index Model: An Implication on Bankex Stocks" @default.
- W2629095191 doi "https://doi.org/10.57198/2583-4932.1211" @default.
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