TIME-SERIES AND CROSS-SECTIONAL MOMENTUM IN INDIAN STOCK MARKET
Present study documents the significant time-series and cross-sectional momentum profits in Indian stock market. These profits remain significant even after adjusting market, size and value factors. Further time-series momentum effect remains significant when we hold securities for longer period sig...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Nicolaus Copernicus University in Toruń
2021-02-01
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| Series: | Copernican Journal of Finance & Accounting |
| Subjects: | |
| Online Access: | https://apcz.umk.pl/czasopisma/index.php/CJFA/article/view/33360 |