Investigation of contrarian strategies in the China market.

• المؤلفون الرئيسيون: Tan, Li Ling., Ling, Yuet Shan., Lin, Brenda Tingfang.
• مؤلفون آخرون: Chang Xin
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2009
• الموضوعات: DRNTU::Business::Finance::Stock exchanges
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/15289

This study investigates the existence of contrarian profits in China stock markets when we buy losers and sell winners. The findings show that in the absence of transaction costs, short-term contrarian strategies do not generate significant profits, whereas significant intermediate and long-term con...