Contrarian and momentum in Chinese stock markets.

This thesis has investigated the stock return patterns in Chinese stock markets by testing whether momentum or contrarian exists in short and intermediate time horizon. Using sample stocks from Shanghai Stock Exchange and Shenzhen Stock Exchange we find that both short-term contrarian and intermedia...

Full description

Saved in:

Bibliographic Details
Main Author:	Ni, Xiaoyan.
Other Authors:	Nanyang Business School
Format:	Theses and Dissertations
Language:	English
Published:	2008
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/7595
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Nanyang Technological University
Language:	English

id	sg-ntu-dr.10356-7595
record_format	dspace
spelling	sg-ntu-dr.10356-75952024-01-12T10:32:18Z Contrarian and momentum in Chinese stock markets. Ni, Xiaoyan. Nanyang Business School DRNTU::Business::Finance::Equity This thesis has investigated the stock return patterns in Chinese stock markets by testing whether momentum or contrarian exists in short and intermediate time horizon. Using sample stocks from Shanghai Stock Exchange and Shenzhen Stock Exchange we find that both short-term contrarian and intermediate-term momentum profits can be observed. Master of Business 2008-09-18T07:47:59Z 2008-09-18T07:47:59Z 2001 2001 Thesis http://hdl.handle.net/10356/7595 en Nanyang Technological University 69 p. application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
language	English
topic	DRNTU::Business::Finance::Equity
spellingShingle	DRNTU::Business::Finance::Equity Ni, Xiaoyan. Contrarian and momentum in Chinese stock markets.
description	This thesis has investigated the stock return patterns in Chinese stock markets by testing whether momentum or contrarian exists in short and intermediate time horizon. Using sample stocks from Shanghai Stock Exchange and Shenzhen Stock Exchange we find that both short-term contrarian and intermediate-term momentum profits can be observed.
author2	Nanyang Business School
author_facet	Nanyang Business School Ni, Xiaoyan.
format	Theses and Dissertations
author	Ni, Xiaoyan.
author_sort	Ni, Xiaoyan.
title	Contrarian and momentum in Chinese stock markets.
title_short	Contrarian and momentum in Chinese stock markets.
title_full	Contrarian and momentum in Chinese stock markets.
title_fullStr	Contrarian and momentum in Chinese stock markets.
title_full_unstemmed	Contrarian and momentum in Chinese stock markets.
title_sort	contrarian and momentum in chinese stock markets.
publishDate	2008
url	http://hdl.handle.net/10356/7595
_version_	1789483218079055872

Contrarian and momentum in Chinese stock markets.

Similar Items