Abnormal Return of NSE Traded Gold ETFs in Crisis Settings: An Appraisal of Contrarian Versus Momentum Strategies
This study aims to scan the efficiency of NSE gold ETFs in the context of the pandemic. The trading strategies such as the contrarian and the momentum tactics employed by the market participants towards gold ETFs in different time horizons were observed in detail. This study also attempt to check wh...
Saved in:
| Main Author: | M. Aravind |
|---|---|
| Format: | Article |
| Language: | Russian |
| Published: |
Government of the Russian Federation, Financial University
2024-12-01
|
| Series: | Финансы: теория и практика |
| Subjects: | |
| Online Access: | https://financetp.fa.ru/jour/article/view/3311 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Determining the Appropriate Investment Strategy and Identify the Leading Monetary System before and during the Covid-19 Pandemic Crisis: A Case Study of Crypto-Currency, Gold Standard, and Fiat Money
by: Anwar Hasan Abdullah Othman, et al.
Published: (2021-04-01) -
Is VIX a Contrarian Indicator? On the Positivity of the Conditional Sharpe Ratio <sup>†</sup>
by: Ehud I. Ronn, et al.
Published: (2025-04-01) -
The market impact of leveraged ETFs: A Survey of the literature
by: Stephen L. Lenkey
Published: (2024-12-01) -
ETF construction on CRIX
by: Konstantin Häusler, et al.
Published: (2025-03-01) -
THE EVALUATION OF INVESTMENT INSTRUMENTS ON THE RUSSIAN MARKET OF GOLD
by: Vitaly T. Borisovich, et al.
Published: (2017-09-01)