Investigation of contrarian strategies in the China market.

• Main Authors: Tan, Li Ling., Ling, Yuet Shan., Lin, Brenda Tingfang.
• 其他作者: Chang Xin
• 格式: Final Year Project
• 語言: English
• 出版: 2009
• 主題: DRNTU::Business::Finance::Stock exchanges
• 在線閱讀: 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...