Maheshwari, Supriya; Dhankar, Raj Singh - In: Journal of Advances in Management Research 14 (2017) 1, pp. 3-22
stock market. This study further evaluates whether the momentum effect is a manifestation of size, value or an illiquidity …. Some aspects of the momentum effect were observed to be dissimilar from those observed in literature for the USA and other … profits were observed even after controlling for size, value and trading volume of stocks. This suggests that the momentum …