Shades of Momentum: Alternative Momentum Metrics and their Dissipation in Indian Equities
The study finds that in the Indian equity market, volatility-adjusted and information discreteness momentum strategies deliver higher risk-adjusted returns.
Featured in No. 69 on 9 Oct 2024 · 2 days after release · 0 citations today
- Released
- 7 Oct 2024
- First featured
- No. 69 · 9 Oct 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4977717
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).