The present paper examines the impact of the exchange rate and inflation rate on volatility in
market returns dynamics. The paper used annual inflation and exchange rate data from RBI …

Purpose Asset pricing revolves around the core aspects of risk and expected return. The
main objective of the study is to test different asset pricing models for the Indian securities …

The asset-pricing models have been a fundamental area of research in finance due to its
applicability in corporate finance and stock analysis. The present research attempted to …

This study aims to analyse the asset-pricing model in India by using a comprehensive
database of companies listed in the BSE 500 Index. The study covers a 20-year period from …

This study evaluates and compares Capital Asset Pricing Model (CAPM), Fama and French
Three-Factor Model (FFTFM) and Fama and French Five-Factor Model (FFFFM) for …

The asset pricing model has been a core area of research in finance due to its applicability
in corporate finance and security analysis. The present study attempted to evaluate the three …

The primary objective of this paper is to forecast the dynamic behaviour of finance and
economic time series. It also intends to look into the interrelation between stock market price …

Abstract The Capital Asset Pricing Model (henceforth, CAPM) is considered an extensively
used technique to approximate asset pricing in the field of finance. The CAPM holds the …

Generous consideration has been pursued to the empirical testing of multifactor assets
pricing models. However, literature provides mixed kind of evidences in the support of …

The objective of this paper is to study the impact of market premium, asset growth, net
operating assets and volatility premium on future stock returns. This study uses secondary …