Economics, Econometrics and Finance
8 years ago

Indian Stock Market Shows Asymmetry in Risk and Return Distribution

South Asian Journal of Management
Distribution of Risk and Return: A Test of Normality in Indian Stock Market
Rakesh Kumar, Raj S. Dhankar

Paper Summary

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The study tested if risk and return in the Indian stock market follow a normal distribution. They looked at daily, weekly, monthly, and annual returns of three stock market indices over a 10-year period. The results showed that daily and weekly returns were not normally distributed, but monthly and annual returns were. This suggests that the time horizon is important for investment strategies in the Indian stock market.