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 Research & development premium in the Indian equity market: An empirical study Subject The topic of the resource Asset pricing; Investment; Portfolio management; Profitability; R&D premium; Size; Value premium Description An account of the resource This article aims to investigate the research and development (R&D) premium and explore the three most prominent asset pricing models: capital asset pricing and the three-and five-factor models (Fama & French, 1993; 2015). The results show that India's annualized average R&D premium is significantly higher than the existing value, market, profitability, size and investment premiums, implying that the R&D premium is a more significant concern for Indian investors, particularly for high R&D firms. It was also observed that by applying the GRS test and the Fama and MacBeth (1973) two-pass procedure, the R&D risk factor augmented the CAPM, FF3F and FF5F models outperforming the existing CAPM, FF3F and FF5F models, respectively. We can also report that R&D is, unquestionably, a priced ingredient and a critical factor in developing pricing models for developing markets such as India. The paper's conclusions add to the current literature in R&D and asset pricing and assist investment professionals in developing better investment and trading strategies. 2021 AESS Publications. All Rights Reserved. Creator An entity primarily responsible for making the resource Sharma B.; Srikanth P. Source A related resource from which the described resource is derived Asian Economic and Financial Review, Vol-11, No. 10, pp. 816-828. Publisher An entity responsible for making the resource available Asian Economic and Social Society Date A point or period of time associated with an event in the lifecycle of the resource 2021-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.18488/JOURNAL.AEFR.2021.1110.816.828" target="_blank" rel="noreferrer noopener">https://doi.org/10.18488/JOURNAL.AEFR.2021.1110.816.828</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85118974667&doi=10.18488%2FJOURNAL.AEFR.2021.1110.816.828&partnerID=40&md5=8b516d82a7d79d78d82a3d8d933f2af6" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85118974667&doi=10.18488%2fJOURNAL.AEFR.2021.1110.816.828&partnerID=40&md5=8b516d82a7d79d78d82a3d8d933f2af6</a> Rights Information about rights held in and over the resource All Open Access; Gold Open Access Relation A related resource ISSN: 23052147 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., Christ University, Kengeri Campus, Mysore Road, Bangalore, India; Srikanth P., Christ University, Kengeri Campus, Mysore Road, Bangalore, India