There’s tons to read on momentum. I thought I’d share a few papers/articles, I’ve liked.
- AQR Paper – Facts, fiction & momentum investing
- Capitalmind Article – Does Momentum work in India?
- Whitepaper by NSE on the Nifty 200 Momentum 30 index
- Whitepaper by Rajan Raju & Chandrasekharan titled – Implementing a Systematic Long-only Momentum Strategy: Evidence From India
I’ve also written a small introductory article on momentum for those who may be new to momentum.
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