COVID-19 pandemic and the Great Recession. Although, the overall results show that the momentum and quality factors are the …, while the momentum factor shows a poor performance during the financial crisis, but a positive one during the outbreak of …

In this paper, we examine the presence of short-term and long-term momentum returns in Indian stock market. The study … also tries to shed light on the power of asset pricing models and select macroeconomic variables in explaining momentum … returns. The results confirm the presence of short-term and long-term momentum returns in Indian stock market. It is also …