An EVA approach to the contrarian strategy.
The contrarian strategy of selling winners and buying past losers is a controversial topic because it has several competing explanations. This study has implications for profit measurement in empirical research and quantitative investment strategies.
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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2008
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| Online Access: | http://hdl.handle.net/10356/7534 |
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| Institution: | Nanyang Technological University |
| Language: | English |
| Summary: | The contrarian strategy of selling winners and buying past losers is a controversial topic because it has several competing explanations. This study has implications for profit measurement in empirical research and quantitative investment strategies. |
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