Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource A closer look at industry-associated value premium: evidence from India Subject The topic of the resource CAPM; Fama-French three-factor model; financial market; firm size; India; portfolio management; regulated industry groups; risk measures; stock returns; value effect; value premium Description An account of the resource This paper examines whether the academic literature-promised value premium has any industry association in the Indian equity market and the relationship between stock returns, value, and size within and across industries. We examine all listed firms trading at BSE India between 1999-2020, using CAPM and Fama-French three-factor models on each firm-levels and industry-level portfolio. The positive and significant value effect was found to exist in 17 out of 21 industry groups. Both industry and firm-level value effects are identified; however, the firm-level effect seems more prominent. Furthermore, the value effect is most substantial in small-cap value stocks of value- and growth-oriented industries, large-cap value stocks of value-oriented industry groups, then small-cap growth stocks of value- and growth-oriented industries and large-cap growth stocks of value- and growth-oriented industries. We also show evidence confirming the claim that value premium results from investors challenging higher returns from firms and industries operating in higher risk and distressing constraints. Copyright 2022 Inderscience Enterprises Ltd. Creator An entity primarily responsible for making the resource Sharma B.; Srikanth P.; Mathew M. Source A related resource from which the described resource is derived Global Business and Economics Review, Vol-27, No. 3, pp. 352-392. Publisher An entity responsible for making the resource available Inderscience Publishers Date A point or period of time associated with an event in the lifecycle of the resource 2022-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.1504/gber.2022.125752" target="_blank" rel="noreferrer noopener">https://doi.org/10.1504/gber.2022.125752</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85140630023&amp;doi=10.1504%2Fgber.2022.125752&amp;partnerID=40&amp;md5=dcfa19f19310b77bb02b5c1748637224" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85140630023&amp;doi=10.1504%2fgber.2022.125752&amp;partnerID=40&amp;md5=dcfa19f19310b77bb02b5c1748637224</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 10974954 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Sharma B., School of Business and Management Finance, Christ University, Kengeri Campus, Mysore Road, Karnataka, Bangalore, 560029, India; Srikanth P., School of Business and Management Finance, Christ University, Kengeri Campus, Mysore Road, Karnataka, Bangalore, 560029, India; Mathew M., Christ University, Hosur Road, Karnataka, Bangalore, 560029, India