Chakrabarti, Gagari; Sen, Chitrakalpa - In: Studies in Economics and Finance 37 (2020) 2, pp. 361-389
Purpose: The purpose of this study is to explore the inherent instability, if any, in the context of investment in stocks of environment friendly companies (or the “green” stocks) across the globe using the time series momentum (TSM) trading strategies. Design/methodology/approach: Using...