Data for: Momentum in the Indian Equity Markets: Positive Convexity and Positive Alpha

Name: Data for: Momentum in the Indian Equity Markets: Positive Convexity and Positive Alpha
Creator: Gaurav Chakravorty
Published: 2019-04-29T09:46:53.918Z
Keywords: Financial Time Series Analysis, Mathematical Finance, Computational Finance, Carbon Finance

Chakravorty, Gaurav; Srivastava, Sonam; Singhal, Mansi

doi:10.17632/9mpghsst2t.1

Data for: Momentum in the Indian Equity Markets: Positive Convexity and Positive Alpha

Published: 29 April 2019| Version 1 | DOI: 10.17632/9mpghsst2t.1

Contributors:

Gaurav Chakravorty, Sonam Srivastava, Mansi Singhal

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Results for the factor strategies and intraday momentum strategies from 2012 to 2019 and 2017 to 2019

Data for: Momentum in the Indian Equity Markets: Positive Convexity and Positive Alpha

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