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Camsbrasil.com dirtyamateurecams.comDate Written May 27 2016AbstractDuring the 1970s the standard finance theory of market efficiency became the model of market behaviour accepted by the majority of academicians. Fama 19701991 demonstrated that in securities market populated by well informed investors investment will be appropriately priced and will reflect all available information. However there came a strong blow to the hypothesis when Jegadeesh and Titman 1993 argued that there exists evidence that momentum investing strategies provide abnormal returns in different stock markets. Since then it has become one of the grey areas in finance and lead to an ongoing debate on its existence. In the search for an explanation for the profitability of momentum strategies the literature has not come to a consensus. Several authors suggested rationalbased approach where momentum profits represents a compensation for risk while others proposed behavioural models to explain momentum anomaly in which momentum returns result from a sequential process of investors reactions to news. The current paper evaluates the work of various authors discussing the possible causes of the effect emphasizing the various behavioural based explanations. Since behavioural finance is in its initial stage the paper will adds to the literature on the same. Keywords Momentum Effect Behavioural Finance Behavioural models Efficient Market Hypothesis

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Ladydee.com Date Written June 20 2016AbstractEmerging stock market returns have been extensively studied by academic community over the past two decades. However there is still no consensus among the researchers and practitioners as to which asset pricing models should be used to explain returns in these markets. The basic objective of the study is to evaluate the power and performance of multifactor asset pricing models three and four factor model over the traditional one factor CAPM using the data from one of the fastest growing emerging market India. The study using a large sample data of 470 listed stocks over a period of 16 years stretching from January 1997 to March 2013 evaluate the relevance of Fama and French three factor model as well as liquidity augmented four factor model in explaining the stock return variations in the Indian stock market. The study employs time series regression approach to examine the impact of

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2018-06-18