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This dissertation investigates the Betting Against Beta (BAB) anomaly in the Indian equity market from 2015 to 2025, focusing on the performance of low-beta stocks compared to high-beta stocks. The study employs a quantitative analysis using data from NIFTY 500 constituents and classifies market regimes to evaluate risk-adjusted performance, revealing that the BAB premium is significant during low-volatility periods but diminished during high-volatility events like the COVID-19 crash. Findings suggest that

Author

Kavya Mutha

Language

EN