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Momentum Effect in Indian Stock Market: A Sectoral Study

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Conrad, Jennifer S. and Kaul, Gautam, An Anatomy of Trading Strategies. REVIEW OF FINANCIAL STUDIES Vol. 11, No. 3 . Available at SSRN: https://ssrn.com/abstract=95168

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Autocorrelation, Return Horizons, and Momentum in Stock

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Profitability of Momentum Strategies: An Evaluation of

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An Anatomy of Trading Strategies Created Date: 20160807010557Z

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Momentum strategies and stock returns: Chinese evidence. Conrad and Kaul, 1998. Conrad J.S., Kaul G.An anatomy of trading strategies.

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The Review of Financial Studies . Skip to content. “An Anatomy of Trading Strategies” Jennifer Conrad and Gautam Kaul.

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“ Risk Adjustment and Trading Strategies.” J. Conrad, and G. Kaul. “ An Anatomy of Trading Strategies.” Cambridge Core terms of use; Feedback;

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Momentum strategies and stock returns: Chinese evidence

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations Conrad and Kaul dividual studies that find that a particular trading strategy

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An Anatomy of Trading Strategies. Jennifer Conrad; Gautam Kaul. The Review of Financial Studies, Volume 11, Issue 3, 1 July 1998, Pages 489–519,

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This paper examines the profitability and diversification benefits of momentum strategies in commodity Conrad, J., Kaul, ‘An anatomy of trading strategies

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strategy (See Conrad and Kaul 1998 for a similar treatment.) Decomposition of Profits from Trading Strategies An Anatomy of Trading Strategies:

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ARE MOMENTUM STRATEGIES STILL PROFITABLE FOR U.S. EQUITY?

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An Anatomy of Trading Strategies Jennifer Conrad University of North Carolina Gautam Kaul University of Michigan In this article we use a single unifying framework to an-

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Conrad, J., and G. Kaul (1998). "An Anatomy of Trading Strategies." Alternative Investment Portfolio Management Strategies

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The Origins of Momentum Conrad and Kaul An Anatomy of Trading Strategies. Review of Financial Studies, Vol. 11, pp.489-519.

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• Insider Trading Models and Sequential Trade Models Conrad, J. and G. Kaul, 1998, An anatomy of trading investment strategies and destabilizing rational

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EDUCATIONAL BACKGROUND APPOINTMENTS

Market Cycles and the Performance of Relative Strength Strategies. J. Conrad, and R. Dittmar, 2003 J. and G. Kaul, 1998, “ An Anatomy of Trading Strategies

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Volume 11 Issue 3 | The Review of Financial Studies

Momentum Effect in Indian Stock Market: An anatomy of trading strategies. Momentum Effect in Indian Stock Market: A Sectoral Study

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