What is it about?
The study modifies the model with and without intercept values. This has been applied to the monthly prices of 30 BSE stocks. The study period is from January 2009 to December 2018. The study revealed that beta is a good predictor for analyzing stock returns, but not the intercept values in the developed model.
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Why is it important?
The study modifies the model with and without intercept values. This has been applied to the monthly prices of 30 BSE stocks. The study period is from January 2009 to December 2018. The study revealed that beta is a good predictor for analyzing stock returns, but not the intercept values in the developed model.
Perspectives
The study modifies the model with and without intercept values. This has been applied to the monthly prices of 30 BSE stocks. The study period is from January 2009 to December 2018. The study revealed that beta is a good predictor for analyzing stock returns, but not the intercept values in the developed model.
Professor Iqbal Thonse Hawaldar
Kingdom University
Read the Original
This page is a summary of: Rolling regression technique and cross-sectional regression: A tool to analyze Capital Asset Pricing Model, Investment Management and Financial Innovations, November 2021, LLC CPC Business Perspectives,
DOI: 10.21511/imfi.18(4).2021.21.
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