Short-term momentum patterns in stock and sectoral returns : evidence from India
Year of publication: |
2011
|
---|---|
Authors: | Sehgal, Sanjay ; Jain, Sakshi |
Published in: |
Journal of advances in management research : JAMR. - Bingley : Emerald, ISSN 0972-7981, ZDB-ID 2529536-6. - Vol. 8.2011, 1, p. 99-122
|
Subject: | Kapitaleinkommen | Capital income | Spekulation | Speculation | Kapitalmarkttheorie | Financial economics | Indien | India |
-
Short-Term Momentum Patterns in Stock and Sectoral Return : Evidence from India
Sehgal, Sanjay, (2009)
-
Size effect in Indian stock market
Tripathi, Vanita, (2008)
-
Predicting stock returns : an experiment of the artificial neural network in Indian stock market
Panda, Chakradhara, (2006)
- More ...
-
Short-term prior return patterns in stocks and sector returns : evidence for BRICKS markets
Sehgal, Sanjay, (2012)
-
Long-term prior return patterns in stock returns : evidence from emerging markets
Sehgal, Sanjay, (2013)
-
Long-term prior return patterns in stock and sector returns in India
Sehgal, Sanjay, (2014)
- More ...