An Integrated Mean–Variance Model for Assessing Risk-adjusted Market Efficiency and Shifts in Investors’ Behaviour: Evidence from the Indian Stock Market
Published online on January 30, 2026
Abstract
Global Business Review, Ahead of Print.
The study uses mean–variance modelling to examine market anomalies and test the existence of the market in the Indian stock market. The analysis includes leading firms by market capitalization across sectors, focusing on daily log returns and excess ...
The study uses mean–variance modelling to examine market anomalies and test the existence of the market in the Indian stock market. The analysis includes leading firms by market capitalization across sectors, focusing on daily log returns and excess ...