Momentum returns: A portfolio-based empirical study to establish evidence, factors and profitability in Indian stock market
Our study focusses on establishing portfolio-based momentum profits in the Indian market, and on designing a model to identify portfolio-specific and macroeconomic factors generating abnormal returns. We empirically examine returns of long-term and short-term winners and losers’ portfolios to establ...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2020-03-01
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| Series: | IIMB Management Review |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S0970389617301647 |