Open access
Aug 2026
Investigating dynamic premium in Indian green stocks amid evolving Fama and French factors in tandem with dynamic liquidity considerations
This study attempts to determine whether Indian green stocks offer superior returns relative to the market expectations and to examine variations in Fama–French factors, liquidity factors, Jensen’s alpha, and the Sharpe ratio of green stocks. It also assesses the effects of these performance indicators on key eve...
Satya Krishna Sharma Raavinuthala, P. Biswal, Ramesh Bishetti et al.
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