Short-horizon contrarian strategy in China market : the role of trading volume and firm size
As an emerging market, China has raised tremendous interests among practitioners and academics around the world. By examining the stock return predictability in China's stock market, this research attempts to find out some trading rules in China's security market and see whether such patte...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Theses and Dissertations |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/7561 |
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| Institution: | Nanyang Technological University |