All Outputs (3)

Informed Momentum Trading versus Uninformed "Naive" Investors Strategies (2011)
Journal Article
Banerjee, A., & Hung, C. (2011). Informed Momentum Trading versus Uninformed "Naive" Investors Strategies. Journal of Banking and Finance, 35(11), 3077-3089. https://doi.org/10.1016/j.jbankfin.2011.04.005

We construct a zero-net-worth uninformed ”naive investor” who uses a random portfolio allocation strategy. We then compare the returns of the momentum strategist to the return distribution of naive investors. For this purpose we reward momentum profi... Read More about Informed Momentum Trading versus Uninformed "Naive" Investors Strategies.

Is India shining? (2011)
Preprint / Working Paper
Banerjee, A., & Banik, N. (2011). Is India shining?

In India, the popular perception is economic reforms have benefited the rich more than the poor leading to an unequal income distribution, as in Quah's twin peaks hypothesis. In this article we test this hypothesis by studying the spatial dynamics of... Read More about Is India shining?.

The Rich Keep Getting Richer in country-India! Says Who? Asia-Pacific Research and Training Network on Trade. (2011)
Preprint / Working Paper
Banerjee, A., & Banik, N. The Rich Keep Getting Richer in country-India! Says Who? Asia-Pacific Research and Training Network on Trade

In India, the popular perception is that economic reforms have benefited the rich more than the poor, leading to unequal income distribution as in Quah’s twin peaks hypothesis. If economic reforms are pro-rich then we would see the emergence of twin... Read More about The Rich Keep Getting Richer in country-India! Says Who? Asia-Pacific Research and Training Network on Trade..