Browsing by Author "Gupta, Kartick"
Now showing items 1-5 of 6
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Applicability of contrarian strategy in the Bombay stock exchange
(Sage Publications, 2009)The application of contrarian strategies in the Bombay Stock Exchange (BSE) are examined in this paper, shedding further light on competing explanations underlying this anomaly. Three specific issues are investigated using ... -
International comparison of returns from conventional, industrial and 52-week high momentum strategies
(Elsevier, 2010)The performance of industrial and 52-week high momentum strategies is compared to the conventional strategy, using a large sample of stocks drawn from multiple countries covering a quarter of century to 2007. The sample ... -
The performance of entrepreneurial companies post-listing on the New Zealand Stock Exchange
(2008)The paper reports an investigation of the returns obtained on a listed portfolio of entrepreneurial companies comparing these with a portfolio of listed small businesses and the stock market overall. The initial findings ... -
Portfolio structure and optimisation of momentum returns
(The University of Waikato, 2010)This study analyses momentum returns in 54 countries covering 34 years. It is the first study where optimising programmes are applied to momentum returns and portfolio selection. Momentum returns have remained a contentious ... -
Profitability of momentum returns under alternative approaches
(Emerald Group Publishing Limited, 2013)There have been some news releases claiming that Professor Henle in Germany has found the chemical identity of UMF, and that in future chemical analysis will be used instead of assays of antibacterial activity to indicate ...
