Study on whether the Performance of Small Cap Index Outperforms the Performance of Large Cap Index SURESH KUMAR.G 1 , RENUKA.M. G 2 , KISHORE KUMAR.V 3 & DHINESH RAJ.R 4 . 19MBA0010 1 , 19MBA0060 2 , 19MBA0072 3 , 19MBA0098 4 VIT BUSINESS SCHOOL, VIT UNIVERSITY, VELLORE, TN ABSTRACT This paper focuses on the performance of Nifty Small cap 50 indexes, NIFTY Midcap 50 Index over Nifty50 large-cap index performance. The objective of the paper is to test the size impact in the Indian market and as stated in the Fama French four Factor Model to describe stock returns in asset pricing and portfolio management. We have tested here two hypotheses, the longer the holding period, the higher the average return. The second hypothesis, is the size impact, whether Small-Cap and Midcap Index outperforms the NIFTY 50 large-cap index. Our hypothesis 1, was proven correct, higher the holding period, the higher th...
VIT Business School, a constituent of Vellore Institute of Technology (VIT), launched a state-of-the-art, “FinTech Research Centre” in 2019 in collaboration with TOPXIGHT LABS, a New York-based research lab and techno business incubator. The activities of this lab mainly focused on the real-time problems to get optimum solutions. This blog welcomes students, professors, industry professionals and researchers to share their thoughts.