Hunjra, Ahmed Imran; Tayachi, Tahar; Mehmood, Rashid; … - In: Risks 8 (2020) 2, pp. 1-14
We examine the profitability of the momentum and contrarian strategies in three South Asian markets, i.e., Bangladesh, India, and Pakistan. We also analyze, whether credit risk influences momentum and contrarian return for these markets from 2008 to 2014. We use default risk that relates to...