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The Resource Equity Markets in India : Returns, Risk and Price Multiples

Equity Markets in India : Returns, Risk and Price Multiples

Label
Equity Markets in India : Returns, Risk and Price Multiples
Title
Equity Markets in India
Title remainder
Returns, Risk and Price Multiples
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
MiAaPQ
Literary form
non fiction
Nature of contents
dictionaries
Series statement
India Studies in Business and Economics Ser
Equity Markets in India : Returns, Risk and Price Multiples
Label
Equity Markets in India : Returns, Risk and Price Multiples
Link
http://libproxy.rpi.edu/login?url=https://ebookcentral.proquest.com/lib/rpi/detail.action?docID=4524979
Publication
Copyright
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Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
  • Preface -- Acknowledgements -- Contents -- About the Authors -- Abbreviations -- List of Figures -- List of Tables -- List of Annexures -- 1 Introduction -- Section I: Literature Review -- Equity Market Studies -- Factors Affecting Returns -- Section II: Objectives -- Section III: Research Methodology -- Scope -- NSE 500 Index Background -- Secondary Data and Analysis -- Data Analysis -- Section IV: Layout of the Study -- Section V: Summary -- Annexure 1.1: Constituent Companies and Sectors of NSE 500 (as on 11 March 2013) -- References -- 2 Rates of Return on Equity Funds (ROEF)-Corporates' Perspective -- Introduction -- Section I: Literature Review -- Risk Factors/Determinants Affecting ROE -- Impact of Recent Financial Crisis on India -- Section II: Scope, Data and Methodology -- Scope -- NSE 500 Index Background -- Secondary Data and Analysis -- Individual Companies and Portfolios -- Definition of ROEF -- Initial Public Offering (IPO) Adjustment -- Data Sources and Analysis -- Section III: Rates of Return from the Company's Perspective-ROEF -- Section IV: Summary -- References -- 3 Expected Rates of Return -- Introduction -- Section I: Literature Review -- Section II: Scope, Data and Methodology -- Scope -- NSE 500 Index Background -- Secondary Data and Analysis -- The CAPM Model -- Deployment of the CAPM -- Cost of Equity (Ke) or Expected Rates of Return on Equity Shares -- DOL and DFL -- Data Sources and Analysis -- Section III: Expected Rates of Return Based on Capm -- Section IV: Expected Rates of Return-Cost of Equity -- Section V: Summary -- References -- 4 Rates of Return-Investors' Perspective -- Introduction -- Section I: Literature Review -- Factors Affecting Returns -- Behaviour of Share Prices -- Section II: Scope, Data and Methodology -- Scope -- NSE 500 Index Background -- Secondary Data and Analysis
  • Focus on Long-Term Returns -- Individual Companies and Portfolios -- Holding Periods -- Share Prices -- Definition of Returns -- Bonus and Rights Issue Adjustments -- Weights for Computing Portfolio Returns -- Dividends -- Transaction Costs and Taxes -- Data Sources and Analysis -- Section III: Portfolio Returns for Varied Holding Periods -- Section IV: Overall Characteristics of Returns -- Periods of High Returns -- Periods of Low Returns and Losses -- Magnitude of Variations -- Three Phases -- Two Components of Total Return -- Declining Importance of Dividend -- Comparison with Debt Instruments -- a. Long-Term Returns' Comparisons -- b. Short-Term Returns' Comparison -- Section V: Concluding Observations -- Annexure 4.1 -- Example of Bonus Share Adjustment -- Example for Rights Issue Adjustment -- References -- 5 Rates of Return-Disaggregative Analysis -- Section I: Introduction -- Age -- Size -- Ownership Structure -- Underlying Sector/Industry Affiliation -- Section II: Literature Review -- Section III: Methodology -- Scope -- NSE 500 Index Background -- Secondary Data and Analysis -- Individual Companies and Disaggregated Portfolios -- Share Prices -- Definition of Returns -- Bonus and Rights Issue Adjustments -- Weights for Computing Portfolio Returns -- Dividends -- Transaction Costs and Taxes -- Data Sources and Analysis -- Age -- Size -- Ownership Structure -- Underlying Sector/Industry Affiliation -- Section IV: Returns Based on the Age, Size, Ownership Structure and Underlying Sector/Industry Affiliation of Sample Companies -- Age -- Size -- Ownership Structure -- Underlying Sector/Industry Affiliation -- Section V: Summary -- References -- 6 Analysis of Price Multiples -- Introduction -- Section I: Literature Review -- Section II: P/E Ratios in India -- Interpreting the P/E Ratio: A Word of Caution -- Earnings Per Share (EPS)
  • Relationship Between EPS and Prices -- P/B Ratio -- Section III: Scope, Data and Methodology -- Scope -- NSE 500 Index Background -- Secondary Data and Analysis -- Definition of P/E Ratios -- Computation of P/E Ratios -- Computation of P/B Ratios -- Computation of EPS Growth -- Data Sources and Analysis -- Section IV: Price Multiples -- Section V: Summary -- References -- 7 Volatility in Stock Returns -- Introduction -- Section I: Literature Review -- International Studies on Behaviour of Returns -- Indian Studies on Behaviour of Returns -- Section II: Scope, Data and Methodology -- Scope -- NSE 500 Index Background -- Secondary Data and Analysis -- Methodology -- Formulation of Hypotheses -- Section III: Index Returns and Their Statistical Treatment -- Section IV: Summary -- Annexure 7.1: Glossary of Terms -- Annexure 7.2: Ljung-Box Q2 Statistics -- Annexure 7.3: Lagrange Multiplier Test -- Annexure 7.4: Stationarity Test Statistics -- References -- 8 Level of Market Efficiency Using 'Rational Bubbles' Approach -- Section I: Introduction -- Section II: Literature Review -- Rational Bubbles -- Share Price Changes -- Section III: Methodology -- Scope -- NSE 500 Index Background -- Secondary Data and Analysis -- Share Prices -- Dividends -- Transaction Costs and Taxes -- Tests for Existence of Rational Bubbles -- Data Analysis -- Section IV: Statistical Models Used to Test the Presence of 'Rational Bubbles' -- Unit Root Test -- Tests for Cointegration -- Section V: Results and Discussion -- Unit Root Test -- Threshold Autoregressive (TAR) Test -- Momentum-Threshold Autoregressive (M-TAR) Test -- M-TAR Error Correction Model -- Section VI: Summary -- Annexure 8.1: Brief Definition of Theories and Terms -- Annexure 8.2: Augmented Dickey-Fuller (ADF) Test Results -- Annexure 8.3: Results of TAR Cointegration Test
  • Annexure 8.4: Estimation Results of M-TAR Error Correction Model (ECM) -- Annexure 8.5: Summary and Diagnostic Checking for M-TAR Models (1 and 2) -- Annexure 8.6: Granger Causality and Path Asymmetry Test -- Annexure 8.7: Engle-Granger Test Results -- Annexure 8.8: ARDL Bound Test Results -- Annexure 8.9: Johansen-Juselius Test Results -- References -- 9 Concluding Observations -- Section I: Returns on Equity -- Section II: Analysis of Price Multiples -- Section III: Risk/Volatility in Returns -- Section IV: Level of Market Efficiency -- Section V: Summary -- References
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{'f': 'http://opac.lib.rpi.edu/record=b4392593'}
Extent
1 online resource (208 pages)
Form of item
online
Isbn
9789811008689
Media category
computer
Media MARC source
rdamedia
Media type code
c
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unknown sound
Specific material designation
remote

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