Exploring counterintuitive investing strategy : does the “dead cat” really bounce?

• Main Authors: Chan, Li Ru., Kiong, Chee Chiang., Quek, Hwi Jong.
• Other Authors: Choong Chewn Seng, Edmund
• Format: Final Year Project
• Language: English
• Published: 2010
• Subjects: DRNTU::Business::Finance::Equity
• Online Access: http://hdl.handle.net/10356/21215
• Institution: Nanyang Technological University

In this paper, the success of Platt’s (2005) counterintuitive strategy was re-investigated. His methodology was replicated in the New York Stock Exchange and NASDAQ but covered an extended period from 1990 to 2009. In addition, several other factors such as the effects of bid/ask spread on returns,...