---
title: Shades of Momentum: Alternative Momentum Metrics and their Dissipation in Indian Equities
url: https://www.ml-quant.com/papers/ssrn/4977717/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4977717
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4977717
featured: 2024-10-09
citations: 0
topic: Asset Pricing & Factors
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4977717
- Identifier: SSRN 4977717
- Released: 2024-10-07
- First featured: Quant Letter No. 69 (2024-10-09): https://www.ml-quant.com/issues/2024-10-09/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Asset Pricing & Factors

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