| Type of Material: | Thesis |
| Title: | A study to mine associations between periodical returns and business financial metrics |
| Researcher: | Ramchandra, Mitragotri S |
| Guide: | Patel, Nikunj |
| Department: | Institute of Management |
| Publisher: | Nirma University, Ahmedabad |
| Place: | Ahmedabad |
| Year: | 2024 |
| Language: | English |
| Subject: | Economics and Business | Financial | Management | Metrics | Social Sciences | Management | Social Sciences |
| Dissertation/Thesis Note: | PhD; Institute of Management, Nirma University, Ahmedabad, Ahmedabad; 2024 |
| Fulltext: | Shodhganga |
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| 001 | 456544 | |
| 003 | IN-AhILN | |
| 005 | 2024-10-10 17:38:09 | |
| 008 | __ | 241010t2024||||ii#||||g|m||||||||||eng|| |
| 035 | __ | |a(IN-AhILN)th_456544 |
| 040 | __ | |aNIRU_382481|dIN-AhILN |
| 041 | __ | |aeng |
| 100 | __ | |aRamchandra, Mitragotri S|eResearcher |
| 110 | __ | |aInstitute of Management|bNirma University, Ahmedabad|dAhmedabad|ein|0U-0146 |
| 245 | __ | |aA study to mine associations between periodical returns and business financial metrics |
| 260 | __ | |aAhmedabad|bNirma University, Ahmedabad|c2024 |
| 300 | __ | |dDVD |
| 502 | __ | |cInstitute of Management, Nirma University, Ahmedabad, Ahmedabad|d2024|bPhD |
| 518 | __ | |d2024|oDate of Award |
| 518 | __ | |oDate of Registration|d2018 |
| 520 | __ | |aOver the last five decades, business academics have identified over three hundred return determinants that potentially influence stock returns. However, we still do not know if all return-determinants are equally important, or whether a smaller set of return-determinants has a disproportionately larger influence on stock returns. To answer that, a study needs to include all return-determinants of interest in the same study. However, asset pricing research so far has heavily relied on linear regression to study the relationship between stock returns and return determinants. And one of the main constraints with linear regression as a method is its inability to include more than a few potential return-determinants in a single asset pricing study. This constraint is one of the reasons why asset pricing research so far has not been able to answer whether all three hundred plus return-determinants have equal influence on equity returns or whether there is a smaller set that wields a disproportionately higher infl |
| 650 | __ | |aManagement|2UGC |
| 650 | __ | |aSocial Sciences|2AIU |
| 653 | __ | |aEconomics and Business |
| 653 | __ | |aFinancial |
| 653 | __ | |aManagement |
| 653 | __ | |aMetrics |
| 653 | __ | |aSocial Sciences |
| 700 | __ | |eGuide|aPatel, Nikunj |
| 856 | __ | |uhttp://shodhganga.inflibnet.ac.in/handle/10603/574192|yShodhganga |
| 905 | __ | |afromsg |
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