Investigation of contrarian strategies in the China market.

• Main Authors: Tan, Li Ling., Ling, Yuet Shan., Lin, Brenda Tingfang.
• Other Authors: Chang Xin
• Format: Final Year Project
• Language: English
• Published: 2009
• Subjects: DRNTU::Business::Finance::Stock exchanges
• Online Access: http://hdl.handle.net/10356/15289
• Institution: Nanyang Technological University

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...