Testing the Applicability of CAPM in Selected Indian Industries

Authors

  • Aanchal Singh Research Scholar, University School of Management, Kurukshetra University

DOI:

https://doi.org/10.51245/rijbr.v2i1.2017.126

Keywords:

Capital Asset Pricing Model, Stock Market, Stock Indices, BSE

Abstract

The current study deals with the validity of Capital Asset Pricing Model in selected industries of India. The CAPM is being tested using Regression analysis with the help of Eviews 9.0 in seven industries for a period of 16 years ranging from January 2000 to April 2016 using monthly stock indices from BSE. The results prove that the model is applicable in many of the industries of Indian Stock Market for the period studied.

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Published

2017-11-28

How to Cite

Singh, A. . (2017). Testing the Applicability of CAPM in Selected Indian Industries. Ramanujan International Journal of Business and Research, 2(1), 167–175. https://doi.org/10.51245/rijbr.v2i1.2017.126

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Articles