Short-horizon contrarian strategy in China market : the role of trading volume and firm size

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: Ma, Wenmin, Zhang, Lan, Zheng, Mingqing
Other Authors: Liu, Ming Hua
Format: Theses and Dissertations
Published: 2008
Subjects:
DRNTU::Business::Finance::Equity
Online Access:http://hdl.handle.net/10356/7561
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-7561
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spelling sg-ntu-dr.10356-75612024-01-12T10:09:23Z Short-horizon contrarian strategy in China market : the role of trading volume and firm size Ma, Wenmin Zhang, Lan Zheng, Mingqing Liu, Ming Hua Nanyang Business School DRNTU::Business::Finance::Equity 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 patterns are consistent with those found in other stock markets. Master of Business Administration 2008-09-18T07:47:23Z 2008-09-18T07:47:23Z 2003 2003 Thesis http://hdl.handle.net/10356/7561 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Equity
spellingShingle DRNTU::Business::Finance::Equity
Ma, Wenmin
Zhang, Lan
Zheng, Mingqing
Short-horizon contrarian strategy in China market : the role of trading volume and firm size
description 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 patterns are consistent with those found in other stock markets.
author2 Liu, Ming Hua
author_facet Liu, Ming Hua
Ma, Wenmin
Zhang, Lan
Zheng, Mingqing
format Theses and Dissertations
author Ma, Wenmin
Zhang, Lan
Zheng, Mingqing
author_sort Ma, Wenmin
title Short-horizon contrarian strategy in China market : the role of trading volume and firm size
title_short Short-horizon contrarian strategy in China market : the role of trading volume and firm size
title_full Short-horizon contrarian strategy in China market : the role of trading volume and firm size
title_fullStr Short-horizon contrarian strategy in China market : the role of trading volume and firm size
title_full_unstemmed Short-horizon contrarian strategy in China market : the role of trading volume and firm size
title_sort short-horizon contrarian strategy in china market : the role of trading volume and firm size
publishDate 2008
url http://hdl.handle.net/10356/7561
_version_ 1789482906804027392

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