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1

  • THE DISTRIBUTION OF STOCK RETURNS: TEST OF STABILITY


Dr. Sandeep Bansal

Abstract:
Over the period of four decades, the stability of return distributions has been extensively tested for the developed capital markets like U.S.A, Australia and Europe. However, there has been a very little testing of this assumption in a developing capital market like India.


1-9
2

  • ANALYTICAL TOOLS OF INTERNATIONAL ECONOMICS


Dr. Surender Kumar Gupta

Abstract:
It has been clearly specified in the literature that international economics deals with those international forces which influence the economic transactions between the countries. In nutshell International economics governs the behavior of international trade which is a special case of inter-regional trade.


10-23
3

  • INDIAN STOCK MARKET: TEST OF NORMALITY


Dr. Sandeep Bansal

Abstract:
The assumption of normality plays an important role in finance literature. Modern portfolio theory, for the most part, assumes that asset returns are normally distributed. This assumption is, in fact, quite basic to the use of a variety of statistical methods for investment research and analysis. The assumption of normality is crucial for the validity of the mean-variance analysis. The present paper is an attempt to test the normality of return distribution on Indian stocks. In the present study, the tests of normality on 50 companies stocks from specified and unspecified group, for a period of seven years, is carried out.


24-33
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