A mathematical statistical pricing model for emerging stock markets
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- Amitava Sarkar & Gagari Chakrabarti & Chitrakalpa Sen, 2009. "Indian stock market volatility in recent years: Transmission from global market, regional market and traditional domestic sectors," Journal of Asset Management, Palgrave Macmillan, vol. 10(1), pages 63-71, April.
- Soumitra K Mallick, 2010. "Asset-based economy and management in emerging capital markets," Journal of Asset Management, Palgrave Macmillan, vol. 11(5), pages 309-313, December.
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Keywordsdynamic stock pricing; panel data model; cointegration; industry properties; Indian capital asset pricing;
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