MOMENTUM STRATEGY ALTERNATIVES DURING COVID-19 PANDEMIC: AN EMPIRICAL STUDY IN INDONESIA

Keyphrases

• Indonesia 100%
• COVID-19 Pandemic 100%
• Momentum Strategy 100%
• Absolute Strength 40%
• Crisis Period 30%
• COVID-19 30%
• Abnormal Returns 30%
• Crash 20%
• Recovery Period 20%
• Momentum Crashes 20%
• Indonesia Stock Exchange 10%
• Research Use 10%
• Liquidity 10%
• LQ45 10%
• Relative Momentum 10%
• 4-phase 10%
• Recovery Phase 10%
• Market Capitalization 10%
• Large Markets 10%
• Relative Strength 10%
• Extreme Volatility 10%
• Portfolio Returns 10%
• Asset Pricing Model 10%
• Potential Crisis 10%
• Idiosyncratic Momentum 10%
• Fama-French 10%
• Negative Returns 10%

Social Sciences

• Investors 100%
• COVID 19 Epidemic 100%
• Indonesia 100%
• Financial Market 50%
• Volatility 50%
• French 50%
• Asset Pricing 50%

Economics, Econometrics and Finance

• Investors 100%
• Stock Exchange 50%
• Volatility 50%
• Financial Economics 50%