Post partum depression (PPD) is an important complication of child-bearing. It requires urgent interventions as it can have long-term adverse consequences if ignored, for both…
Abstract
Post partum depression (PPD) is an important complication of child-bearing. It requires urgent interventions as it can have long-term adverse consequences if ignored, for both mother and child. If PPD has to be prevented by a public health intervention, the recognition and timely identification of its risk factors is must. We in this review have tried to synthesize the results of Asian studies examining the risk factors of PPD. Some risk factors, which are unique to Asian culture, have also been identified and discussed. We emphasize on early identification of these risk factors as most of these are modifiable and this can have significant implications in prevention of emergence of post partum depression, a serious health issue of Asian women.
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Simarjeet Singh, Nidhi Walia, Stelios Bekiros, Arushi Gupta, Jigyasu Kumar and Amar Kumar Mishra
This research study aims to design a novel risk-managed time-series momentum approach. The present study also examines the time-series momentum effect in the Indian equity market…
Abstract
Purpose
This research study aims to design a novel risk-managed time-series momentum approach. The present study also examines the time-series momentum effect in the Indian equity market. Apart from this, the study also proposes a novel risk-managed time-series momentum approach.
Design/methodology/approach
The study considers the adjusted monthly closing prices of the stocks listed on the Bombay Stock Exchange from January 1996 to December 2020 to formulate long-short portfolios. Newey–West t statistics were used to test the significance of momentum returns. The present research has considered standard risk factors, i.e. market, size and value, to evaluate the risk-adjusted performance of time-series momentum portfolios.
Findings
The present research reports a substantial absolute momentum effect in the Indian equity market. However, absolute momentum strategies are exposed to occasional severe losses. The proposed time-series momentum approach not only yields 2.5 times higher return than the standard time-series momentum approach but also causes substantial enhancement in downside risks and higher-order moments.
Practical implications
The study's outcomes offer valuable insights for professional investors, capital market regulators and asset management companies.
Originality/value
This study is one of the pioneers attempting to test the time-series momentum effect in emerging economies. Besides, current research contributes to the escalating literature on risk-managed momentum by suggesting a novel revised time-series momentum approach.