Profitability Of Price, Earnings And Revenue
Momentum Strategies: The Indian Evidence

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Profitability Of Price, Earnings And Revenue Momentum Strategies: The Indian Evidence

Momentum has remained an unsettled anomaly in finance. In this paper, we examine the profitability of univariate and multivariate sorted momentum strategies based on prior returns, earnings surprises and revenue surprises using the data for 493 companies that form part of Bombay Stock Exchange (B...

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Bibliographic Details
Main Authors:	Sehgal, Sanjay, Jain, Kanu
Format:	Article
Language:	English
Published:	Asian Academy of Management (AAM) 2015
Subjects:	HD28-70 Management. Industrial Management
Online Access:	http://eprints.usm.my/40030/ http://eprints.usm.my/40030/1/AAMJAF_11%281%29_2015-Art._3%2847-84%29.pdf

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