The Influence of Internal and External Factors to the Indian Stock Market

  • Ved Prakash Bansal Satyawati College (Eve.), University of Delhi
DOI: https://doi.org/10.48001/jbmis.2016.0302006
Keywords: Internal and external factors, NIFTY50, Stocks

Abstract

This paper has been undertaken with the aim of testing the applicability of Fama and French three factor model (1993) in explaining cross-sectional average return for Stocks in Indian equity market for the time frame of 5 years from 2011-2016.The sample includes firms that traded on NIFTY 50 index from 2011-2016. Monthly data has been used to assess the performance of various stocks which have been categorized into big and small portfolios. Monthly data gives a better picture as compared to annual data when the time horizon for study is short.

Published
2016-12-31
How to Cite
Bansal, V. (2016). The Influence of Internal and External Factors to the Indian Stock Market. Journal of Business Management and Information Systems, 3(2), 52-59. https://doi.org/10.48001/jbmis.2016.0302006
Issue
Vol 3 No 2 (2016)
Section
Articles

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