Research on Capital Asset Pricing Model Empirical in Indian Market
Amit Kundu1, C.K. Mukhopadhyaya2
1Amit Kundu, Assistant Professor, Department of Economics, Mathabhanga College, Cooch Behar, India.
2C.K. Mukhopadhyaya, Professor (Retired), Department of Economics, University of North Bengal, Raja Rammohanpur, Darjeeling, West Bengal. India.
Manuscript received on January 04, 2016. | Revised Manuscript received on January 12, 2016. | Manuscript published on January 15, 2016. | PP: 21-27 | Volume-2 Issue-2, January 2016. | Retrieval Number: B0098012216
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© The Authors. Published By: Blue Eyes Intelligence Engineering and Sciences Publication (BEIESP). This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/)
Abstract: The main purpose of this study is to empirically investigate the applicability of CAPM for some selected stocks listed in the Bombay Stock Exchange (BSE) over the period January, 2014 – August, 2015. The study shows that CAPM held good completely for 16 stocks. So CAPM was not found to be applicable to all the stocks under study.
Keywords: Compliance, COC, CM, FOB and RMG.