Why would they persist?

The historian is bound to face the question: once Jesus had been crucified, why would anyone say that He was Israel's Messiah? 


Nobody said that about Judas the Galilean after his revolt ended in failure in AD 6. Nobody said it of Simon bar-Giora after his death at the end of Titus's triumph in AD 70. Nobody said it about bar-Kochbar after his defeat and death in 135. On the contrary, where messianic movements tried to carry on after the death of their would-be messiah, their most important task was to find another messiah. The fact that the early Christians did not do that but continued against all precedent to regard Jesus Himself as Messiah, despite outstanding alternative candidates such as the righteous, devout, and well-respected James, Jesus' own brother, is evidence that demands an explanation. As with their beliefs about resurrection, they redefined messiahship itself and with it their whole view of the problem that Israel and the world faced and the solution they believed God had provided. They remained at one level a classic jewish messianic movement, owing fierce allegiance to their Messiah and claiming Israel and the whole world in His name. But the mode of that claim and the underlying allegiance itself were drastically redefined. 


The rise of early Christianity, and the shape it took in two central and vital respects, thus presses upon the historian the question for an explanation. The early Christian retained the Jewish belief in resurrection, but both modified it and made it more sharp and precise. They retained the Jewish belief in a coming Messiah but redrew it drastically around Jesus Himself. Why? 


The answer early Christians themselves give for these changes, of course, is that Jesus of Nazareth was bodily raised from the dead on the third day after His crucifixion.


N.T. Wright "Jesus Resurrection and Christian Origins"