Economics, Econometrics and Finance
a year ago

Top Indian companies show higher volatility than market, impacting investor returns.

International Journal of Research in Finance and Management
Modelling systematic risk in Indian stock market
Ramesh Kumar, Sunita Arora

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The study looked at the risk of the top 10 companies in the Indian stock market by analyzing their monthly prices over 11 years. They found that 7 out of 10 companies had a higher risk compared to the overall market, meaning their returns were more unpredictable.