Rolling regression technique and cross-sectional regression: A tool to analyze Capital Asset Pricing Model

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 power to explicate stock movements by means of its sole factor that is beta co-efficient. This study focuses on the application of r...

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Autores principales: Soumya Shetty, Janet Jyothi Dsouza, Iqbal Thonse Hawaldar
Formato: article
Lenguaje:EN
Publicado: LLC "CPC "Business Perspectives" 2021
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Acceso en línea:https://doaj.org/article/01a67559f2674f159e8e1c69711f99de
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