Return-based short-term contrarian strategies in U.S. financial futures market : 1987-2002.

• Main Authors: Chua, Chuin Hui., Heng, Shwu Jiun., Kwek, Lay Ling.
• Other Authors: Kang, Joseph Choong Seok
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Futures
• Online Access: http://hdl.handle.net/10356/8844
• Institution: Nanyang Technological University

This paper investigates the profitability of multiple short-term contrarian strategies in the U.S. financial futures market.