Sehgal, Sanjay; Jain, Sakshi - In: Journal of Advances in Management Research 11 (2014) 2, pp. 192-210
Purpose – The purpose of this paper is to analyze long-term prior return patterns in stock returns for India. Design/methodology/approach – The methodology involves portfolio generation based on company characteristics and long-term prior return (24-60 months). The characteristic sorted...