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Time-Varying Conditional Profitability of Momentum Strategies in Commodity Futures Market: Evidence from India

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Bibliographic Details
Published in:Asian Journal of Business and Accounting 2020-12, Vol.13 (2), p.245-276
Main Authors: Jaiswal, Ritika, Uchil, Rashmi
Format: Article
Language:English
Online Access:Get full text
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ISSN:1985-4064
2180-3137
DOI:10.22452/ajba.vol13no2.9