id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
cjfa-33360	Singh, Simarjeet; Walia, Nidhi	TIME-SERIES AND CROSS-SECTIONAL MOMENTUM IN INDIAN STOCK MARKET	2021	16	.pdf	application/pdf	5811	347	61	To make time-series momentum returns directly comparable with cross-sectional momentum returns, we in- vest in 20% of total stocks. Cross-alphas of various cross-sectional and time-series momentum returns Independent Variable    Cross-Sectional Dependent VariableCross-Sectional    Time-Series Time-Series Cross-Sectional    Holding Period 1 0.476% (2.037) 0.083% (0.347) 3 0.346% (1.360) 0.138% (0.452) 6 0.368% (1.362) 0.000% (-0.003) 9 0.458% (1.978) 0.039% (0.174) 12 0.729% (2.545) -0.284% (-0.934) This table presents alphas of cross-sectional momentum returns regressed with time-series momen- tum returns and alphas of time-series momentum returns regressed with cross-sectional momentum returns.	cache/cjfa-33360.pdf	txt/cjfa-33360.txt