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- Title
A Comparative Study of the Performance of Selected Trading Strategies during Recent Recovery of Indian Equity Market.
- Authors
Yadav, Dhanjay; Jain, Girish
- Abstract
In this paper, a comparative study has been done on the returns of four equity trading strategies viz. Momentum Strategy, Contrarian Strategy, Value Stocks and Growth stocks during recent recovery of the Indian equity market. The main finding is that the returns from Value Stocks have been highest amongst these four. In Finance literature, the returns from pre-defined rules of making investments in equity have been an interesting topic for research. Returns from different trading rules have been an important part of the study of finance literature. Although The EMH ( Efficient Market Hypothesis) neglects any unusual returns from trading strategies which are based on the past information related to stock prices and financials, many researchers have proved otherwise and shown abnormal returns by implementing simple trading rules.
- Subjects
INDIA; INVESTMENT policy; MOMENTUM investing; CONTRARIAN investing; VALUE investing (Finance); GROWTH stocks; STOCK exchanges; RATE of return on stocks; EFFICIENT market theory
- Publication
Amity Business Review, 2016, Vol 17, Issue 1, p152
- ISSN
0972-2343
- Publication type
Article