Momentum andContrarian Investment Strategies– A Study fromNSE, India
Journal Title: International Journal of Business and Management Invention - Year 2018, Vol 7, Issue 5
Abstract
The purpose of this paper is to study the impact of momentum and contrarian style of stock investing for various sectors in the Indian stock market.The data used entails time series data for 8 yearsof daily prices of 50 blue chip companies listed on NSE, India. The study has been divided into short and long-term periods. Each period has been further divided into formation and test periods. Results have been discussed sector wise and period wise for all the stocks. The study is useful to investors who have pre-determined investment horizons. The findings also have major implications for portfolio management strategies. This study is the first of its kind as it is extensive in nature. The analysis deals with large number of stocks instead of sectoral indices. Related areas of research that might be of great interest to practitioners and scholars have been discussed in the paper
Authors and Affiliations
Ms Anshu Singh
Keywords
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